# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-25-043447
**Filing Date:** 2025-12
**Character Count:** 3102406
**Document Hash:** 121735c480e146e942658de4d786889e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043447.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043447

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**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:** 251606873

**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:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11323464844.31

**Total Liabilities:** $4405017.71

**Net Assets:** $11319059826.60

**Cash Not Reported:** $56058946.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 624.10000000 | **1-Year:** 159971.23000000 | **5-Year:** 1369903.24000000 | **10-Year:** 991371.91000000 | **30-Year:** 852285.31000000

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

- **3-Month:** 31.21000000 | **1-Year:** 26207.47000000 | **5-Year:** 294226.40000000 | **10-Year:** 67817.72000000 | **30-Year:** 524.46000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161648 | -0.01%               | 0.48%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1816329.22              | $164822667.11                              |
| Month 2  | $-12188896.84            | $19480300.72                               |
| Month 3  | $3309492.44              | $-114566312.16                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $583596.96    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $104281.15    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RGB2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $107007.32    | 0.00%             | 2025-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $107725.80    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $484565.42    | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                         | ARC Resources Ltd                                                                | CUSIP: 00208DAC5<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143917.90    | 0.00%             | 2028-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $117457.50    | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $82664.85     | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $88750.21     | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140769.30    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $225551.52    | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAG6<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153641.38    | 0.00%             | 2034-05-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ALBERTA POWERLINE LP                                      | Alberta Powerline LP                                                             | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      196133 | PA      | $126744.61    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      125000 | PA      | $79983.53     | 0.00%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $846472.06    | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $213748.42    | 0.00%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1080000 | PA      | $771460.03    | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1030000 | PA      | $592559.40    | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1050000 | PA      | $755549.73    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1229978.36   | 0.01%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $1102575.18   | 0.01%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1328840.88   | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      770000 | PA      | $426600.99    | 0.00%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $677946.70    | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1550000 | PA      | $1118998.90   | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $747563.70    | 0.01%             | 2029-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1098316.60   | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $215414.69    | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147821.13    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $106559.72    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $133359.27    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AM7<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $38694.07     | 0.00%             | 2052-11-14      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AN5<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $113234.30    | 0.00%             | 2034-06-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110775.79    | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $311394.87    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REIT                                    | Allied Properties Real Estate Investment Trust                                   | CUSIP: 019456AL6<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              |  | CA        |     1000000 | PA      | $731596.24    | 0.01%             | 2029-02-24      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $132973.72    | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148447.79    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $66516.35     | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $31344.05     | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AC7<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $399944.64    | 0.00%             | 2030-09-11      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $227791.76    | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $161114.81    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAQ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108611.32    | 0.00%             | 2027-10-04      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAZ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $247087.22    | 0.00%             | 2027-03-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBJ1<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151966.05    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBK8<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153052.49    | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      325000 | PA      | $373930.84    | 0.00%             | 2026-05-22      | Fixed         | 1.95%                 | 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      | $66829.38     | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $138965.37    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      755000 | PA      | $863935.55    | 0.01%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ATCO LTD                                                  | Atco Ltd/Canada                                                                  | CUSIP: 046789AB9<br>LEI: 5299005SPZ1QYL51JD25 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72781.69     | 0.00%             | 2030-05-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9773000 | PA      | $13007185.63  | 0.11%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $252487.50    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      150000 | PA      | $200097.07    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY                                       | BCI QuadReal Realty                                                              | CUSIP: 05554PAA1<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134169.66    | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY                                       | BCI QuadReal Realty                                                              | CUSIP: 05554PAC7<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71046.86     | 0.00%             | 2026-02-04      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| BPC GENERATION INFRASTRU                                  | BPC Generation Infrastructure Trust                                              | CUSIP: 05617NAC7<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144624.31    | 0.00%             | 2035-09-29      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505FU3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70576.16     | 0.00%             | 2029-04-04      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $431597.50    | 0.00%             | 2028-03-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $35707.38     | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $359197.06    | 0.00%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DPC2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213362.22    | 0.00%             | 2026-03-10      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DTH7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $106397.75    | 0.00%             | 2026-05-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $360475.16    | 0.00%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368L5G7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $446403.99    | 0.00%             | 2029-07-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LB88<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148722.80    | 0.00%             | 2028-12-18      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $442722.17    | 0.00%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $748223.96    | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCH5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151963.19    | 0.00%             | 2032-10-27      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149658.44    | 0.00%             | 2034-07-03      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1448995.59   | 0.01%             | 2035-03-05      | Fixed         | 4.08%                 | 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      | $286828.33    | 0.00%             | 2028-02-02      | Fixed         | 3.10%                 | 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      | $557714.31    | 0.00%             | 2027-11-01      | Fixed         | 1.40%                 | 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      | $566099.95    | 0.01%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $285803.70    | 0.00%             | 2027-03-08      | Fixed         | 2.95%                 | 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      | $289065.10    | 0.00%             | 2032-05-03      | Fixed         | 3.93%                 | 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      | $530094.53    | 0.00%             | 2033-08-02      | Fixed         | 5.68%                 | 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      | $224435.02    | 0.00%             | 2034-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $724676.43    | 0.01%             | 2028-11-15      | Fixed         | 3.81%                 | 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      | $703494.86    | 0.01%             | 2035-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $289527.16    | 0.00%             | 2031-06-27      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                                         | bcIMC Realty Corp                                                                | CUSIP: 07329VAR1<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71546.81     | 0.00%             | 2027-03-31      | Fixed         | 3.00%                 | 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      | $130016.48    | 0.00%             | 2045-12-18      | Fixed         | 4.35%                 | 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      | $107012.36    | 0.00%             | 2026-03-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $262682.96    | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | 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      | $144000.63    | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | 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      | $181125.25    | 0.00%             | 2028-08-21      | Fixed         | 3.80%                 | 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      | $140877.88    | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | 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      | $138353.80    | 0.00%             | 2030-05-14      | Fixed         | 2.50%                 | 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      | $140217.28    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138536.93    | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | 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      | $158532.15    | 0.00%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148774.84    | 0.00%             | 2030-02-09      | Fixed         | 4.55%                 | 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      | $143503.76    | 0.00%             | 2053-02-09      | Fixed         | 5.15%                 | 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      | $152859.92    | 0.00%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCQ5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $757033.92    | 0.01%             | 2029-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $456844.56    | 0.00%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCT9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144972.24    | 0.00%             | 2033-03-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCU6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72988.21     | 0.00%             | 2036-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCV4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145669.86    | 0.00%             | 2055-08-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      590000 | PA      | $668985.51    | 0.01%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |       50000 | PA      | $70176.76     | 0.00%             | 2031-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      430000 | PA      | $491868.88    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | 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      | $52351.80     | 0.00%             | 2049-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $392295.30    | 0.00%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $727371.01    | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | 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      | $1086164.53   | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2200000 | PA      | $1451487.01   | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | 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      | $766599.30    | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1494869.29   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $2196705.99   | 0.02%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147554.95    | 0.00%             | 2057-06-18      | Fixed         | 4.60%                 | 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      | $786653.38    | 0.01%             | 2029-06-18      | Fixed         | 5.70%                 | 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      | $33416.23     | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | 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      | $94329.83     | 0.00%             | 2031-06-18      | Fixed         | 5.00%                 | 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      | $132292.17    | 0.00%             | 2040-06-18      | Fixed         | 4.95%                 | 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      | $854713.46    | 0.01%             | 2044-06-18      | 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      | $144133.76    | 0.00%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $511515.13    | 0.00%             | 2050-06-18      | Fixed         | 2.95%                 | 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      | $1067461.52   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | 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      | $357527.31    | 0.00%             | 2032-06-18      | Fixed         | 3.20%                 | 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      | $694749.26    | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | 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      | $578778.79    | 0.01%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2740000 | PA      | $1968444.40   | 0.02%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2170000 | PA      | $1191938.95   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | 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      | $142579.86    | 0.00%             | 2026-06-18      | Fixed         | 2.30%                 | 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      | $214298.86    | 0.00%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                           | Brookfield Corp                                                                  | CUSIP: 11257ZAE9<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142800.66    | 0.00%             | 2026-01-28      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                                     | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      500000 | PA      | $387566.96    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146733.26    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $108054.26    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $794873.83    | 0.01%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147980.61    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAU2<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150162.30    | 0.00%             | 2034-10-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 112910AC8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72444.47     | 0.00%             | 2055-09-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAE7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73103.15     | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAF4<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142893.83    | 0.00%             | 2029-10-09      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAH0<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $308248.33    | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAL1<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $238562.39    | 0.00%             | 2033-02-14      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAQ0<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143608.08    | 0.00%             | 2035-09-24      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AB0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143192.83    | 0.00%             | 2026-06-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AE4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73232.34     | 0.00%             | 2029-06-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72455.51     | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70036.01     | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147539.10    | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150440.53    | 0.00%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144377.78    | 0.00%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                   | CGI Inc                                                                          | CUSIP: 12532HAH7<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72582.75     | 0.00%             | 2027-09-07      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAH4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $346143.11    | 0.00%             | 2029-09-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $724249.62    | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $390245.30    | 0.00%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $734573.54    | 0.01%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $1057920.75   | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $363564.59    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $373232.58    | 0.00%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZAK9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77796.58     | 0.00%             | 2035-11-21      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142374.25    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72301.56     | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $533195.85    | 0.00%             | 2044-09-02      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16321.44     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $121071.49    | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $108094.51    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $110886.07    | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $326953.77    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAE9<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $119197.39    | 0.00%             | 2053-10-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5183000 | PA      | $3060647.18   | 0.03%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5190000 | PA      | $3244394.98   | 0.03%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5577000 | PA      | $3891675.61   | 0.03%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3525895.90   | 0.03%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    15609000 | PA      | $8155605.95   | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1930000 | PA      | $1362349.16   | 0.01%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9812000 | PA      | $6569074.57   | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9859000 | PA      | $6291444.43   | 0.06%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4454000 | PA      | $2965840.33   | 0.03%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4338000 | PA      | $2093886.98   | 0.02%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2974000 | PA      | $2090004.87   | 0.02%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4967000 | PA      | $3278150.45   | 0.03%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      521000 | PA      | $351834.56    | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $977694.80    | 0.01%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2283000 | PA      | $1637669.12   | 0.01%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4290000 | PA      | $2975086.24   | 0.03%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2610000 | PA      | $1905608.68   | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1621000 | PA      | $980209.97    | 0.01%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5170000 | PA      | $3631324.77   | 0.03%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3325000 | PA      | $2411856.14   | 0.02%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3028000 | PA      | $2152239.58   | 0.02%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $354057.30    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2750000 | PA      | $2025028.80   | 0.02%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9230000 | PA      | $6669725.34   | 0.06%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4000000 | PA      | $2877515.15   | 0.03%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12233000 | PA      | $8758369.92   | 0.08%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2021000 | PA      | $1452195.27   | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10200000 | PA      | $7351244.18   | 0.06%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1330000 | PA      | $934215.24    | 0.01%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    18630000 | PA      | $13354621.58  | 0.12%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10400000 | PA      | $7432273.63   | 0.07%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1428370.47   | 0.01%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4950000 | PA      | $3556232.46   | 0.03%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2790000 | PA      | $2359520.17   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10273000 | PA      | $7872039.46   | 0.07%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6679000 | PA      | $4777437.15   | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFD0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $71291.83     | 0.00%             | 2025-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1160000 | PA      | $824000.52    | 0.01%             | 2026-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1068231.26   | 0.01%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $248679.54    | 0.00%             | 2028-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $572312.46    | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $657072.57    | 0.01%             | 2028-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2590000 | PA      | $1806801.01   | 0.02%             | 2029-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $660721.76    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHQ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $585152.60    | 0.01%             | 2031-03-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1060000 | PA      | $700395.54    | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1274990.13   | 0.01%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $746176.28    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $427827.79    | 0.00%             | 2031-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $703180.15    | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1019943.27   | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1272038.73   | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $691837.23    | 0.01%             | 2031-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4790000 | PA      | $3513497.12   | 0.03%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $728462.58    | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $729354.73    | 0.01%             | 2027-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1471236.55   | 0.01%             | 2033-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1446266.51   | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJN4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1845939.31   | 0.02%             | 2028-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1570000 | PA      | $1192523.18   | 0.01%             | 2033-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3740668.89   | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3819888.77   | 0.03%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4500000 | PA      | $3323196.63   | 0.03%             | 2029-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4380000 | PA      | $3164746.98   | 0.03%             | 2034-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4040000 | PA      | $2899563.26   | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1077880.73   | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     5020000 | PA      | $3588333.29   | 0.03%             | 2030-06-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     3400000 | PA      | $2463835.39   | 0.02%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $740358.46    | 0.01%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $248345.86    | 0.00%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217423.02    | 0.00%             | 2032-04-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $294436.44    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $726473.84    | 0.01%             | 2030-12-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $372553.14    | 0.00%             | 2033-01-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150683.95    | 0.00%             | 2034-01-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P5X8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $582596.29    | 0.01%             | 2031-06-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PBA1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298309.86    | 0.00%             | 2034-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PG57<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217816.36    | 0.00%             | 2035-04-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $359733.48    | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $361800.86    | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $108810.25    | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $285342.46    | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $299202.42    | 0.00%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75753.70     | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72027.66     | 0.00%             | 2030-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72379.49     | 0.00%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217661.18    | 0.00%             | 2031-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71625.98     | 0.00%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141052.93    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71684.79     | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53768.79     | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $283276.67    | 0.00%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBL7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72614.82     | 0.00%             | 2032-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBM5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72990.17     | 0.00%             | 2036-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBN3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142450.51    | 0.00%             | 2055-06-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORP LTD                                    | Canadian Tire Corp Ltd                                                           | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $230336.96    | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CANADIAN UTILITIES LTD                                    | Canadian Utilities Ltd                                                           | CUSIP: 136717BE4<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146824.29    | 0.00%             | 2035-06-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CANADIAN UTILITIES LTD                                    | Canadian Utilities Ltd                                                           | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144096.86    | 0.00%             | 2055-12-22      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BV5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150670.12    | 0.00%             | 2032-12-22      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BX1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153512.88    | 0.00%             | 2034-01-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BY9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148783.72    | 0.00%             | 2028-07-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73664.90     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $316975.00    | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215176.19    | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAU3<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143511.61    | 0.00%             | 2027-03-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTRAL 1 CREDIT UNION                                    | Central 1 Credit Union                                                           | CUSIP: 154728AR0<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142139.40    | 0.00%             | 2026-01-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CENTRAL 1 CREDIT UNION                                    | Central 1 Credit Union                                                           | CUSIP: 154728AZ2<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72263.38     | 0.00%             | 2030-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTWELL RETIREMENT RES                                  | Chartwell Retirement Residences                                                  | CUSIP: 16141AAG8<br>LEI: 549300M7UBEIZBWP4069 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215818.32    | 0.00%             | 2028-05-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      400000 | PA      | $287737.39    | 0.00%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $159018.97    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      100000 | PA      | $78624.11     | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $151464.18    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039ABA3<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      100000 | PA      | $73607.28     | 0.00%             | 2030-01-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039ABB1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $145387.43    | 0.00%             | 2035-08-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $220459.91    | 0.00%             | 2028-04-29      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAN2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76268.85     | 0.00%             | 2031-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAQ5<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $786354.97    | 0.01%             | 2036-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $787116.74    | 0.01%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $405158.77    | 0.00%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS                                     | Cogeco Communications Inc                                                        | CUSIP: 19239CAD8<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $290148.84    | 0.00%             | 2035-02-06      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                      | Colgate-Palmolive Co                                                             | CUSIP: 194162AG8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      360000 | PA      | $412618.07    | 0.00%             | 2026-03-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CROMBIE REAL ESTATE INV                                   | Crombie Real Estate Investment Trust                                             | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              |  | CA        |      400000 | PA      | $294203.77    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $227541.61    | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142410.21    | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAC0<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145192.29    | 0.00%             | 2055-09-16      | Fixed         | 4.79%                 | 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      | $142154.28    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AH5<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152872.15    | 0.00%             | 2028-09-25      | Fixed         | 5.77%                 | 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      | $148894.21    | 0.00%             | 2029-09-27      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| DEFINITY FINANCIAL CORP                                   | Definity Financial Corp                                                          | CUSIP: 24477TAB6<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144016.07    | 0.00%             | 2035-09-12      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      200000 | PA      | $143097.46    | 0.00%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152934.28    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151930.40    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAR8<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145179.60    | 0.00%             | 2030-12-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-595185.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $882882.85    | 0.01%             |  |  |  | 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      | $38795.82     | 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      | $8006218.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-295098.24   | -0.00%            |  |  |  | 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      | $2698.40      | 0.00%             |  |  |  | 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      | $-240126.14   | -0.00%            |  |  |  | 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      | $-240126.14   | -0.00%            |  |  |  | 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      | $-236542.17   | -0.00%            |  |  |  | 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      | $34172.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $38622.85     | 0.00%             |  |  |  | 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      | $305495.00    | 0.00%             |  |  |  | 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      | $246216.45    | 0.00%             |  |  |  | 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      | $95827.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $81633.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $21786.27     | 0.00%             |  |  |  | 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      | $29799.09     | 0.00%             |  |  |  | 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      | $163880.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1119426.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $188548.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $46690.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-102385.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $555203.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $282035.59    | 0.00%             |  |  |  | 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      | $2367.69      | 0.00%             |  |  |  | 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      | $-5152.46     | -0.00%            |  |  |  | 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      | $25773113.83  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2712349.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $25720785.97  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2708186.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $674551.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9718708.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $9683966.48   | 0.09%             |  |  |  | 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      | $1461293.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $559295.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD RON                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $431923.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $789814.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $884377.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $123953.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $650788.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-476002.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $802064.58    | 0.01%             |  |  |  | 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      | $3201286.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $51325170.47  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $50312433.69  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-31509.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8037.75     | -0.00%            |  |  |  | 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      | $5720.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $16961.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM INDUSTRIAL REIT                                     | Dream Industrial Real Estate Investment Trust                                    | CUSIP: 26153WAH2<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              |  | CA        |      400000 | PA      | $286308.90    | 0.00%             | 2026-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| DREAM INDUSTRIAL REIT                                     | Dream Industrial Real Estate Investment Trust                                    | CUSIP: 26153WAM1<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              |  | CA        |      200000 | PA      | $145471.83    | 0.00%             | 2030-07-03      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $151472.40    | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BH6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $138570.86    | 0.00%             | 2055-02-06      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215028.47    | 0.00%             | 2055-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAM0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36921.13     | 0.00%             | 2040-04-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134438.27    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144130.56    | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $644529.96    | 0.01%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $62771.77     | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBB3<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $79504.81     | 0.00%             | 2053-08-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65696.84     | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $283011.33    | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $674364.97    | 0.01%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $184893.29    | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $172613.70    | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77379.76     | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $157229.76    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCC9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147055.63    | 0.00%             | 2030-02-22      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74068.78     | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148213.97    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72080.35     | 0.00%             | 2028-02-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCG0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145278.30    | 0.00%             | 2030-02-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $437440.26    | 0.00%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $282921.38    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $275433.37    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAK2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $325975.35    | 0.00%             | 2053-10-06      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAN6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72453.08     | 0.00%             | 2055-09-12      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138367.30    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAC1<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75586.23     | 0.00%             | 2032-09-27      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145790.47    | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAE7<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70854.00     | 0.00%             | 2055-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $32679.55     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $119289.98    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ENMAX CORP                                                | ENMAX Corp                                                                       | CUSIP: 293365AJ1<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108327.50    | 0.00%             | 2030-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60531.53     | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $55420.63     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $113149.90    | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $313561.38    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145624.26    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73412.03     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $253393.13    | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BS0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222106.76    | 0.00%             | 2054-11-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                   | Prudential Funding Asia PLC                                                      | CUSIP: 000000000<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $346022.12    | 0.00%             | 2031-12-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      278000 | PA      | $383749.30    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | 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      | $218606.10    | 0.00%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430W7J7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73000.19     | 0.00%             | 2035-01-24      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $533056.18    | 0.00%             | 2028-11-17      | Fixed         | 5.47%                 | 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      | $141419.87    | 0.00%             | 2026-09-10      | Fixed         | 1.59%                 | 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      | $146026.74    | 0.00%             | 2027-05-19      | Fixed         | 4.41%                 | 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      | $73753.93     | 0.00%             | 2032-08-23      | Fixed         | 5.04%                 | 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      | $150855.88    | 0.00%             | 2034-05-15      | Fixed         | 5.28%                 | 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      | $151892.18    | 0.00%             | 2028-08-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430XFZ0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73135.12     | 0.00%             | 2032-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AF4<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142420.91    | 0.00%             | 2026-08-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AJ6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74464.45     | 0.00%             | 2029-02-13      | Fixed         | 4.78%                 | 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      | $76331.20     | 0.00%             | 2032-06-12      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAE3<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $73456.03     | 0.00%             | 2033-06-13      | Fixed         | 4.83%                 | 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      | $71643.26     | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONS FINAN AUTH                                  | First Nations Finance Authority                                                  | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $365915.23    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $212660.61    | 0.00%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1134482.13   | 0.01%             | 2033-04-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10860000 | PA      | $13982598.72  | 0.12%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | ABS-O            | CORP              | GB        |      575000 | PA      | $780971.19    | 0.01%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | ABS-O            | CORP              | GB        |      240000 | PA      | $315287.92    | 0.00%             | 2026-03-31      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $160504.23    | 0.00%             | 2030-07-01      | Fixed         | 1.63%                 | 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      | $302305.22    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | 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      | $148365.88    | 0.00%             | 2030-02-20      | Fixed         | 5.67%                 | 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      | $220800.36    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | 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      | $144237.87    | 0.00%             | 2029-09-12      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AS6<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $734016.07    | 0.01%             | 2031-09-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AT4<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145327.12    | 0.00%             | 2032-03-26      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $294424.68    | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAX2<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61829.71     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $99200.96     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146370.60    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAE2<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $123837.81    | 0.00%             | 2046-04-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $52400.94     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBG0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $15932.07     | 0.00%             | 2052-09-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $127060.03    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142330.17    | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $375200.92    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $122341.78    | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $209644.78    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219883.07    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147205.16    | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139414.15    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCD6<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137643.71    | 0.00%             | 2052-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $598060.03    | 0.01%             | 2037-05-17      | Fixed         | 2.13%                 | 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      | $185599.64    | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | 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      | $149162.92    | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | 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      | $149079.58    | 0.00%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 374825AL1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73290.36     | 0.00%             | 2031-11-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAE1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $162542.18    | 0.00%             | 2053-07-12      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $234375.87    | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                     | Gildan Activewear Inc                                                            | CUSIP: 375916AE3<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145258.33    | 0.00%             | 2030-11-22      | Fixed         | 4.15%                 | 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      | $209332.92    | 0.00%             | 2029-02-28      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $142705.51    | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AL1<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $138760.47    | 0.00%             | 2028-08-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $145190.12    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAH9<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144194.89    | 0.00%             | 2028-02-28      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $107206.92    | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139295.56    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $228238.62    | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      750000 | PA      | $532752.43    | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $208481.22    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | 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      | $142667.72    | 0.00%             | 2026-06-02      | Fixed         | 2.91%                 | 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      | $898571.76    | 0.01%             | 2030-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $427467.03    | 0.00%             | 2032-06-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAD0<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $144050.83    | 0.00%             | 2030-09-04      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $140218.87    | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121AZ8<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139236.78    | 0.00%             | 2028-02-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $226017.67    | 0.00%             | 2029-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUSKY MIDSTREAM LP                                        | Husky Midstream LP                                                               | CUSIP: 448059AA3<br>LEI: 549300B7847K47144U59 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73070.21     | 0.00%             | 2029-12-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $109956.34    | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAX8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $207206.50    | 0.00%             | 2039-03-03      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142671.63    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBR0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $106962.03    | 0.00%             | 2026-02-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129036.02    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $217762.75    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $182444.43    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $547310.28    | 0.00%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74460.76     | 0.00%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147317.79    | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138442.52    | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCQ1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $294182.30    | 0.00%             | 2054-11-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCR9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148872.47    | 0.00%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCT5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218410.82    | 0.00%             | 2032-08-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE LTD                                             | Hydro One Ltd                                                                    | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139653.70    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1251907.31   | 0.01%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $859157.81    | 0.01%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $164317.76    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $845271.06    | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $1251635.39   | 0.01%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1097060.85   | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     3400000 | PA      | $2247408.29   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $348063.97    | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      910000 | PA      | $780907.85    | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $350525.84    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $510445.72    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFP6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $1161270.76   | 0.01%             | 2032-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYDRO OTTAWA CAPITAL                                      | Hydro Ottawa Capital Corp                                                        | CUSIP: 448975AE2<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219784.12    | 0.00%             | 2035-01-30      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150265.50    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAH3<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $371583.78    | 0.00%             | 2029-07-24      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                         | IGM Financial Inc                                                                | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129731.27    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                         | IGM Financial Inc                                                                | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $156487.83    | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $138530.37    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EL2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $302854.07    | 0.00%             | 2029-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $52803.17     | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60588.09     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70247.34     | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAN6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154289.64    | 0.00%             | 2054-09-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74570.81     | 0.00%             | 2034-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142915.72    | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142685.52    | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $102688.17    | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155704.62    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150022.12    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAH2<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $538518.27    | 0.00%             | 2030-05-29      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45834ZAP4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71598.13     | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459056HW0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $287649.55    | 0.00%             | 2028-09-05      | Fixed         | 2.90%                 | 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      | $730845.85    | 0.01%             | 2028-01-18      | Fixed         | 3.70%                 | 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      | $151535.30    | 0.00%             | 2030-09-18      | Fixed         | 4.25%                 | 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      | $365967.57    | 0.00%             | 2029-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      505000 | PA      | $549756.65    | 0.00%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98190.04     | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3405000 | PA      | $4542392.75   | 0.04%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAF8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142633.67    | 0.00%             | 2026-10-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $452932.44    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAS0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147772.91    | 0.00%             | 2028-07-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140786.70    | 0.00%             | 2028-03-05      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      395000 | PA      | $558168.48    | 0.00%             | 2030-12-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 493271AJ9<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217398.31    | 0.00%             | 2055-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAA3<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145127.94    | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAD7<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152498.18    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | 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      | $220565.90    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | 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      | $197354.95    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1253000 | PA      | $1551064.69   | 0.01%             | 2027-07-04      | Fixed         | 6.50%                 | 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      | $1181288.93   | 0.01%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CANADA                                  | Liberty Utilities Canada LP                                                      | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53731.33     | 0.00%             | 2050-02-14      | Fixed         | 3.32%                 | 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      | $3456780.90   | 0.03%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $111117.81    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137935.14    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75891.73     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AR2<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147423.14    | 0.00%             | 2054-03-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1555000 | PA      | $1930355.78   | 0.02%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3685000 | PA      | $4744936.10   | 0.04%             | 2029-01-31      | 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        |     5977000 | PA      | $7426743.99   | 0.07%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1170000 | PA      | $1448932.00   | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $418252.54    | 0.00%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $205578.71    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AM6<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $287947.50    | 0.00%             | 2054-06-07      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MCAP COMMERCIAL LP                                        | MCAP Commercial LP                                                               | CUSIP: 55279QAF7<br>LEI: 549300CKH5PUNM6UC808 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72917.80     | 0.00%             | 2030-03-04      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2759000 | PA      | $3406620.88   | 0.03%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      872179 | PA      | $1114092.44   | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $248212.11    | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $435533.54    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $52859.99     | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $280712.99    | 0.00%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      590000 | PA      | $329839.59    | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UJ2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $142773.42    | 0.00%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      690000 | PA      | $416801.91    | 0.00%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $142932.95    | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $216174.55    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      830000 | PA      | $480339.60    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $214296.97    | 0.00%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $344109.04    | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $387462.09    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $406571.04    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $318715.53    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $445619.52    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $73439.88     | 0.00%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $635631.89    | 0.01%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $751771.92    | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1072219.22   | 0.01%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $585404.66    | 0.01%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142844.15    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DK1<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145971.97    | 0.00%             | 2028-02-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DN5<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217571.05    | 0.00%             | 2030-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DP0<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144686.36    | 0.00%             | 2030-08-19      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139258.36    | 0.00%             | 2035-05-13      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $449257.27    | 0.00%             | 2033-03-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75051.96     | 0.00%             | 2034-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $509787.42    | 0.00%             | 2034-12-06      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAU0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72459.88     | 0.00%             | 2035-05-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      150000 | PA      | $202926.90    | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       40000 | PA      | $53896.97     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629W7N4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145830.59    | 0.00%             | 2032-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 580135CF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $151930.15    | 0.00%             | 2031-05-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $146918.34    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | 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      | $289908.25    | 0.00%             | 2026-06-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2903000 | PA      | $3888331.50   | 0.03%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107867.25    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65919.79     | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $113490.98    | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAL3<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150340.14    | 0.00%             | 2033-02-07      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73247.41     | 0.00%             | 2029-11-27      | Fixed         | 4.00%                 | 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      | $279209.98    | 0.00%             | 2028-03-20      | Fixed         | 1.95%                 | 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      | $146228.28    | 0.00%             | 2027-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72895.72     | 0.00%             | 2033-06-06      | Fixed         | 4.15%                 | 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      | $3918789.81   | 0.03%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      281000 | PA      | $320677.45    | 0.00%             | 2027-03-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $149682.94    | 0.00%             | 2031-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852J93<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $215589.75    | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $465394.82    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $164677.35    | 0.00%             | 2036-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $110193.08    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $141042.37    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $149621.59    | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144907.40    | 0.00%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FC8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146404.36    | 0.00%             | 2045-12-01      | Fixed         | 4.75%                 | 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      | $143674.22    | 0.00%             | 2032-04-08      | Fixed         | 3.30%                 | 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      | $361283.06    | 0.00%             | 2027-06-01      | Fixed         | 3.35%                 | 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      | $148785.56    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | 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      | $751816.39    | 0.01%             | 2028-12-03      | Fixed         | 4.50%                 | 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      | $144224.23    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | 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      | $220714.43    | 0.00%             | 2029-06-01      | 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      | $119870.26    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137393.35    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AH5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $161558.51    | 0.00%             | 2051-09-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 62895ZAQ3<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $57242.21     | 0.00%             | 2050-09-29      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AGT7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $106321.15    | 0.00%             | 2026-06-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296726.60    | 0.00%             | 2032-08-16      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHP4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $489584.92    | 0.00%             | 2028-06-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $302311.38    | 0.00%             | 2029-02-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63309ZNN4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $437700.45    | 0.00%             | 2035-02-15      | Fixed         | 4.26%                 | 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      | $138081.06    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | 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      | $307920.74    | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | 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      | $45229.92     | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | 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      | $229671.33    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | 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      | $131194.56    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | 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      | $142865.38    | 0.00%             | 2026-08-14      | Fixed         | 2.60%                 | 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      | $172324.46    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | 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      | $405656.13    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | 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      | $144541.22    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | 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      | $477367.45    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | 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      | $372560.20    | 0.00%             | 2032-08-14      | Fixed         | 3.95%                 | 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      | $154924.76    | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | 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      | $135247.46    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145851.91    | 0.00%             | 2035-06-03      | Fixed         | 3.95%                 | 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      | $290213.48    | 0.00%             | 2026-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 649922AA9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145240.80    | 0.00%             | 2032-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $148220.91    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FV3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $93019.38     | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      420000 | PA      | $262344.73    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $358568.49    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $622431.21    | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $203791.40    | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $406485.06    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $202669.62    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $167204.38    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $263810.66    | 0.00%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $374310.26    | 0.00%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $287231.16    | 0.00%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GP5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $724407.26    | 0.01%             | 2034-12-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GQ3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $431878.06    | 0.00%             | 2030-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $583205.49    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $151502.10    | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $147528.13    | 0.00%             | 2035-06-12      | Fixed         | 4.67%                 | 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      | $98521.66     | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | 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      | $37248.99     | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | 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      | $142372.04    | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | 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      | $137614.26    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | 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      | $275566.77    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | 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      | $243637.32    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | 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        |      700000 | PA      | $524776.47    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NOUVELLE AUTO 30 FINANCE                                  | Nouvelle Autoroute 30 Financement Inc                                            | CUSIP: 66980CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      121528 | PA      | $86032.28     | 0.00%             | 2033-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $82619.71     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $112896.18    | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151352.87    | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $159095.68    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $364767.98    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $248504.59    | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $149961.76    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $425529.21    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      960000 | PA      | $546777.70    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $342345.97    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $223402.60    | 0.00%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GK7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $227196.96    | 0.00%             | 2074-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $361740.39    | 0.00%             | 2035-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68141.14     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       30000 | PA      | $17778.22     | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVERCO INC                                               | Noverco Inc                                                                      | CUSIP: 670018AA8<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73708.33     | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| OPB FINANCE TRUST                                         | OPB Finance Trust                                                                | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $286348.86    | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $290345.11    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMERS REALTY CORP                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74683.77     | 0.00%             | 2029-04-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                                   | Ontario Electricity Financial Corp                                               | CUSIP: 683078GG8<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $221666.82    | 0.00%             | 2026-06-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $66021.50     | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $212957.36    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $59684.10     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213635.73    | 0.00%             | 2030-04-08      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAL5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $303234.88    | 0.00%             | 2034-06-28      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAM3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $293749.89    | 0.00%             | 2054-06-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAN1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218486.06    | 0.00%             | 2035-03-13      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72048.34     | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5310000 | PA      | $4002607.24   | 0.04%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $40011.00     | 0.00%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      580000 | PA      | $481023.14    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $240618.89    | 0.00%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $413785.83    | 0.00%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1703000 | PA      | $1308641.27   | 0.01%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1618977.97   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $1049326.12   | 0.01%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3960000 | PA      | $2505390.23   | 0.02%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5900000 | PA      | $3376695.97   | 0.03%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3860000 | PA      | $2753374.78   | 0.02%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2640000 | PA      | $1463692.06   | 0.01%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2360000 | PA      | $1686996.77   | 0.01%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3160000 | PA      | $1769409.55   | 0.02%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1797610.34   | 0.02%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3460000 | PA      | $2468364.44   | 0.02%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4300000 | PA      | $2268541.06   | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4050000 | PA      | $2789323.60   | 0.02%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $566610.36    | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2020000 | PA      | $894069.62    | 0.01%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $208571.34    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $990795.37    | 0.01%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $613943.67    | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAQ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $212125.14    | 0.00%             | 2026-09-08      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2830000 | PA      | $1927482.26   | 0.02%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $764990.05    | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $680245.86    | 0.01%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3900000 | PA      | $2880222.51   | 0.03%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2330000 | PA      | $1500039.91   | 0.01%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $730314.18    | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1458100.19   | 0.01%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $291591.12    | 0.00%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4700000 | PA      | $3237362.51   | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4070000 | PA      | $3047151.99   | 0.03%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $525965.75    | 0.00%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2750000 | PA      | $2044570.70   | 0.02%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3633282.52   | 0.03%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2450000 | PA      | $1674558.52   | 0.01%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1778348.49   | 0.02%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1072815.34   | 0.01%             | 2030-09-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2100000 | PA      | $1526505.79   | 0.01%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $1165089.15   | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $56665.87     | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $49416.67     | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $132614.34    | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $216203.17    | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OXFORD PROPERTIES GROUP                                   | Oxford Properties Group Trust                                                    | CUSIP: 691915AA0<br>LEI: 2549002TBELYI32ZTO85 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72996.63     | 0.00%             | 2029-12-04      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAM4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $142581.93    | 0.00%             | 2025-11-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $313077.29    | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $369102.68    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 69448TAE1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      200000 | PA      | $146656.85    | 0.00%             | 2032-07-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6375000 | PA      | $8709475.34   | 0.08%             | 2032-07-30      | Fixed         | 5.75%                 | 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      | $66650.40     | 0.00%             | 2042-10-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PEEL (REG. MUNIC. OF)                                     | Regional Municipality of Peel Ontario                                            | CUSIP: 705464JM8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144085.24    | 0.00%             | 2035-06-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68842.34     | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17291.77     | 0.00%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $680815.04    | 0.01%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145370.60    | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $101897.65    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $180159.03    | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131675.28    | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAQ4<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142602.87    | 0.00%             | 2030-02-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $133706.46    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAS0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $423012.35    | 0.00%             | 2031-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $64940.17     | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $305160.90    | 0.00%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAX9<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $192672.00    | 0.00%             | 2054-01-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      824000 | PA      | $1137988.16   | 0.01%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $625886.16    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $244885.50    | 0.00%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130865.83    | 0.00%             | 2033-12-10      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                   | Plenary PCL Health HIEP LP                                                       | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      300000 | PA      | $214796.00    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $470449.78    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4535000 | PA      | $6158230.75   | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      375000 | PA      | $531232.13    | 0.00%             | 2032-04-23      | 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        |      338000 | PA      | $476286.76    | 0.00%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      381000 | PA      | $543079.98    | 0.00%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POWER CORPORATION CANADA                                  | Power Corp of Canada                                                             | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68173.61     | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | 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      | $151988.98    | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | 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      | $145048.90    | 0.00%             | 2035-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAB5<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      200000 | PA      | $145726.40    | 0.00%             | 2027-03-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAG4<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      100000 | PA      | $75910.58     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      600000 | PA      | $437161.54    | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $68920.80     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAF9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      450000 | PA      | $415606.64    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      110000 | PA      | $92337.51     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1520000 | PA      | $1267756.75   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $783169.34    | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1165212.53   | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $459613.80    | 0.00%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1625028.70   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2880000 | PA      | $1780190.85   | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1285041.73   | 0.01%             | 2026-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $358401.23    | 0.00%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1590000 | PA      | $1139298.00   | 0.01%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1074149.11   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2010000 | PA      | $1411602.04   | 0.01%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2960000 | PA      | $2017632.05   | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1900000 | PA      | $1243341.74   | 0.01%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2420000 | PA      | $1293439.13   | 0.01%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1429870.05   | 0.01%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4510000 | PA      | $3209027.95   | 0.03%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     5600000 | PA      | $4053957.53   | 0.04%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4580000 | PA      | $3488694.79   | 0.03%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3300000 | PA      | $2273220.39   | 0.02%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4790000 | PA      | $3500201.65   | 0.03%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     1045000 | PA      | $1584492.45   | 0.01%             | 2033-01-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9167000 | PA      | $12386600.13  | 0.11%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142833.52    | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70231.39     | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76006.99     | 0.00%             | 2031-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BJ1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $147555.01    | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BQ5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      100000 | PA      | $76192.06     | 0.00%             | 2031-03-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BU6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $146390.53    | 0.00%             | 2032-03-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8751000 | PA      | $11481586.35  | 0.10%             | 2034-08-01      | Fixed         | 5.00%                 | 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      | $483048.62    | 0.00%             | 2031-11-05      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      465000 | PA      | $639070.51    | 0.01%             | 2033-11-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      941000 | PA      | $1301577.70   | 0.01%             | 2034-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $19956.66     | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $166893.12    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213908.77    | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144639.38    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145791.94    | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146031.53    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $257563.63    | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CS8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139772.04    | 0.00%             | 2030-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CT6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $844212.11    | 0.01%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $228188.55    | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CW9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $390918.11    | 0.00%             | 2030-09-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $557455.28    | 0.00%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $366455.96    | 0.00%             | 2030-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $297098.14    | 0.00%             | 2035-10-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926FY5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $216823.32    | 0.00%             | 2028-12-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926HR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $365530.04    | 0.00%             | 2035-02-04      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $585553.50    | 0.01%             | 2031-07-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300183.25    | 0.00%             | 2034-04-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1491368.45   | 0.01%             | 2034-08-08      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142028.81    | 0.00%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086SY1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139150.18    | 0.00%             | 2033-01-28      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086TY0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139641.96    | 0.00%             | 2028-07-31      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $212504.34    | 0.00%             | 2031-11-03      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213918.44    | 0.00%             | 2032-05-03      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $367334.48    | 0.00%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $221794.14    | 0.00%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296443.88    | 0.00%             | 2033-02-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $222510.19    | 0.00%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZE7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $362728.98    | 0.00%             | 2026-06-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154559.87    | 0.00%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SAGEN MI CANADA INC                                       | Sagen MI Canada Inc                                                              | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $135604.78    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 802912AA3<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72645.89     | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141228.61    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAH2<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141584.87    | 0.00%             | 2026-06-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAJ8<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140305.39    | 0.00%             | 2028-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152834.33    | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155179.31    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $76565.48     | 0.00%             | 2040-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JT6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $64700.93     | 0.00%             | 2042-02-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $100814.82    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $255902.26    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $166624.75    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $301281.80    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $321909.64    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $505967.47    | 0.00%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $402254.30    | 0.00%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $277353.21    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      820000 | PA      | $438911.38    | 0.00%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $341096.62    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KT4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $128449.75    | 0.00%             | 2062-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     2930000 | PA      | $2171752.83   | 0.02%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $207704.48    | 0.00%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KY3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $430953.36    | 0.00%             | 2056-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      200000 | PA      | $141735.48    | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      400000 | PA      | $300619.90    | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAS7<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      200000 | PA      | $147139.45    | 0.00%             | 2031-08-05      | Fixed         | 4.74%                 | 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      | $148437.81    | 0.00%             | 2035-02-01      | Fixed         | 4.93%                 | 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      | $254065.47    | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | 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      | $132822.55    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | 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      | $143307.52    | 0.00%             | 2055-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                               | Stantec Inc                                                                      | CUSIP: 85472NAC3<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140322.45    | 0.00%             | 2027-10-08      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76633.37     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $212133.04    | 0.00%             | 2033-11-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAR7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $174771.03    | 0.00%             | 2036-11-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154681.24    | 0.00%             | 2035-07-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152702.17    | 0.00%             | 2036-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAN9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $259699.09    | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAQ2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      188000 | PA      | $139815.78    | 0.00%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60083.26     | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                             | TMX Group Ltd                                                                    | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $306754.60    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAU7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72392.55     | 0.00%             | 2043-11-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAW3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69778.13     | 0.00%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAY9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68822.59     | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBC6<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107053.25    | 0.00%             | 2026-03-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBJ1<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $286538.06    | 0.00%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBN2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70741.51     | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBP7<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $180588.04    | 0.00%             | 2050-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBT9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $122993.34    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153488.85    | 0.00%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBY8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $384633.07    | 0.00%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCA9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150671.71    | 0.00%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCC5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $236690.83    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCD3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $400863.58    | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCH4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $522081.69    | 0.00%             | 2031-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76595.79     | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AS1<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71629.48     | 0.00%             | 2029-02-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AU6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73389.45     | 0.00%             | 2035-03-07      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TOROMONT INDUSTRIES LTD                                   | Toromont Industries Ltd                                                          | CUSIP: 891102AF2<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217088.08    | 0.00%             | 2030-03-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300855.06    | 0.00%             | 2034-04-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1459043.50   | 0.01%             | 2035-02-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CQ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145471.20    | 0.00%             | 2031-05-29      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219801.69    | 0.00%             | 2030-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $221776.94    | 0.00%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CWY9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $366016.25    | 0.00%             | 2033-01-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291240.18    | 0.00%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298617.54    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8V4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143156.49    | 0.00%             | 2026-01-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $560188.07    | 0.00%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FJ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $278795.06    | 0.00%             | 2028-09-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142826.77    | 0.00%             | 2032-01-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $354838.06    | 0.00%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220974.56    | 0.00%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $608461.37    | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $123408.00    | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAJ2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142589.49    | 0.00%             | 2026-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140342.60    | 0.00%             | 2029-12-11      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAP8<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $206028.67    | 0.00%             | 2031-10-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149154.40    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAS2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151059.40    | 0.00%             | 2033-06-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $33496.97     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $177979.44    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $57747.33     | 0.00%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $106083.37    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $219993.69    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $134336.30    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EA6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $285738.73    | 0.00%             | 2032-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $68599.96     | 0.00%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EF5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $150558.15    | 0.00%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $285533.74    | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $141762.50    | 0.00%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BM4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142013.96    | 0.00%             | 2026-02-23      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BQ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146866.14    | 0.00%             | 2028-01-24      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BX0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148843.53    | 0.00%             | 2029-06-27      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CA9<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $435954.54    | 0.00%             | 2029-10-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CB7<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $359880.47    | 0.00%             | 2028-05-23      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 893526A94<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72196.00     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68708.89     | 0.00%             | 2041-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $163811.22    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107648.77    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $194912.30    | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $126721.19    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129358.26    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141921.04    | 0.00%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $287959.79    | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCH9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $208750.80    | 0.00%             | 2031-06-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154479.31    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $229906.81    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $877187.49    | 0.01%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TRILLIUM M PROJECT CO GP                                  | Trillium M Project Co General Partnership                                        | CUSIP: 89624QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $297660.40    | 0.00%             | 2062-10-31      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134321.05    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109899.29    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $375227.90    | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BK9<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147677.37    | 0.00%             | 2029-11-19      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134108.72    | 0.00%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $79261.71     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $141899.35    | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAJ5<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $149774.54    | 0.00%             | 2028-04-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      400000 | PA      | $299958.79    | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 92340VAA5<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149462.18    | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 92340VAC1<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $115118.75    | 0.00%             | 2034-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1027522.85   | 0.01%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $521986.75    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $138139.42    | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $228515.45    | 0.00%             | 2050-05-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140686.69    | 0.00%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61228.76     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAM6<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138954.25    | 0.00%             | 2031-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150522.95    | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATES OF GUERNSEY                                        | States of Guernsey Bond                                                          | CUSIP: 000000000<br>LEI: 549300LMWTIK7DAC7T07 | Long             | DBT              | NUSS              | GG        |      100000 | PA      | $96394.60     | 0.00%             | 2046-12-12      | Fixed         | 3.38%                 | 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      | $3596828.17   | 0.03%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $234181.01    | 0.00%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140696.75    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAC7<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146576.08    | 0.00%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAD5<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148202.98    | 0.00%             | 2034-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    64108000 | PA      | $3511971.57   | 0.03%             | 2029-05-31      | Fixed         | 8.50%                 | 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      | $166175.78    | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $560087.69    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OPTIVO FINANCE PLC                                        | Optivo Finance PLC                                                               | CUSIP: 000000000<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $131771.47    | 0.00%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $162440.70    | 0.00%             | 2053-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      950000 | PA      | $1065586.30   | 0.01%             | 2027-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220839.36    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $325715.25    | 0.00%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $243982.70    | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $285329.37    | 0.00%             | 2026-09-26      | Fixed         | 1.38%                 | 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      | $652206.83    | 0.01%             | 2032-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $213001.91    | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $146981.73    | 0.00%             | 2028-04-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                                      | Westcoast Energy Inc                                                             | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140389.09    | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                                      | Westcoast Energy Inc                                                             | CUSIP: 95751ZAR4<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71347.79     | 0.00%             | 2025-12-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $377695.86    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $456614.14    | 0.00%             | 2040-03-29      | 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        |     3905000 | PA      | $4825861.38   | 0.04%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 96467AAB7<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72111.85     | 0.00%             | 2028-06-19      | Fixed         | 3.76%                 | 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      | $441456.92    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 3 PLC                                     | THFC Funding No 3 PLC                                                            | CUSIP: 000000000<br>LEI: 2138003VKRGBYNDTVV92 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $246851.04    | 0.00%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $259756.62    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF WINNIPEG                                          | City of Winnipeg Canada                                                          | CUSIP: 975026HD0<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $215068.15    | 0.00%             | 2064-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   137006000 | PA      | $7203537.58   | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      436000 | PA      | $475969.92    | 0.00%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   424590000 | PA      | $1274252.78   | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | 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        |      700000 | PA      | $962792.35    | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | 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      | $1107011.67   | 0.01%             | 2030-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $515250.46    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $345979.19    | 0.00%             | 2025-12-29      | Fixed         | 2.63%                 | 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        |    49590000 | NS      | $49590000.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2560000 | PA      | $2768776.62   | 0.02%             | 2060-04-25      | 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        |   368850000 | PA      | $2434630.03   | 0.02%             | 2040-03-20      | Fixed         | 2.30%                 | 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      | $2404212.01   | 0.02%             | 2030-03-20      | Fixed         | 2.20%                 | 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      | $408733.88    | 0.00%             | 2030-06-20      | 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        |   896950000 | PA      | $5924611.65   | 0.05%             | 2030-06-20      | 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        |   952750000 | PA      | $6021493.69   | 0.05%             | 2040-09-20      | 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        |   183850000 | PA      | $1230818.71   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   160000000 | PA      | $122029.97    | 0.00%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1389322.05   | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | 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      | $1638419.88   | 0.01%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GREAT ROLLING STOCK LTD                                   | Great Rolling Stock Co PLC/The                                                   | CUSIP: 000000000<br>LEI: 21380012DN57CMIGJT65 | Long             | DBT              | CORP              | GB        |      200340 | PA      | $283635.98    | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5167000 | PA      | $6131676.56   | 0.05%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2421000 | PA      | $1967661.19   | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $275282.91    | 0.00%             | 2060-10-01      | 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        |      150000 | PA      | $187968.78    | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   131800000 | PA      | $670404.10    | 0.01%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CQX7<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $35656.48     | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $339623.44    | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRD0<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $152473.09    | 0.00%             | 2033-12-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $76122.89     | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $132062.25    | 0.00%             | 2026-03-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $132685.83    | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $586729.56    | 0.01%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $304189.07    | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   330000000 | PA      | $2213820.64   | 0.02%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6710000 | PA      | $1672308.51   | 0.01%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     3300000 | PA      | $2200260.97   | 0.02%             | 2026-11-17      | 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        |   488000000 | PA      | $3040340.22   | 0.03%             | 2041-09-20      | 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        |   535100000 | PA      | $3569369.74   | 0.03%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5860000 | PA      | $6140244.33   | 0.05%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 25000000000 | PA      | $1550643.05   | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4500000 | PA      | $219418.98    | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     8751000 | PA      | $5822798.85   | 0.05%             | 2027-04-21      | 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        |   121950000 | PA      | $808561.67    | 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        |  1750000000 | PA      | $1302249.02   | 0.01%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2235000 | PA      | $2658219.37   | 0.02%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   390000000 | PA      | $2600985.57   | 0.02%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $525769.03    | 0.00%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1754000 | PA      | $2057065.54   | 0.02%             | 2028-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $203690.90    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $179124.95    | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18200000 | PA      | $590072.06    | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     8455250 | PA      | $9713762.80   | 0.09%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   994650000 | PA      | $6151604.90   | 0.05%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $176384.24    | 0.00%             | 2027-04-15      | 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        |     1970000 | PA      | $2438213.01   | 0.02%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $3999995.09   | 0.04%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    15310000 | PA      | $1606469.71   | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2442000 | PA      | $2079381.68   | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   113574000 | PA      | $5276099.99   | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    11467000 | PA      | $12149440.79  | 0.11%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   402100000 | PA      | $2665299.02   | 0.02%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTRUKTUR AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      700000 | PA      | $834371.26    | 0.01%             | 2032-05-18      | 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      | $1941920.68   | 0.02%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   940100000 | PA      | $4931074.97   | 0.04%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      600000 | PA      | $685492.43    | 0.01%             | 2044-06-01      | 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        |    23850000 | PA      | $157132.85    | 0.00%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      660000 | PA      | $777808.49    | 0.01%             | 2037-04-03      | 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        |   118500000 | PA      | $785001.81    | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      883000 | PA      | $918709.57    | 0.01%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      891000 | PA      | $1044258.17   | 0.01%             | 2028-04-04      | 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        |     2042000 | PA      | $2264571.71   | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $130227.16    | 0.00%             | 2026-09-04      | 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        |    17715000 | PA      | $20663503.89  | 0.18%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $665339.23    | 0.01%             | 2027-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $254456.56    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   519350000 | PA      | $3148367.20   | 0.03%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1069550000 | PA      | $7081834.57   | 0.06%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $222270.51    | 0.00%             | 2042-09-25      | 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      | $265597.25    | 0.00%             | 2029-10-09      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFFINITY SUTTON CM PLC                                    | Affinity Sutton Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $219705.18    | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3280000000 | PA      | $2272179.27   | 0.02%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     9399000 | PA      | $6073579.15   | 0.05%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $290359.25    | 0.00%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TGHR HSG FINANCE PLC                                      | Together Housing Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800FJW1TYLLKRV519 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111461.03    | 0.00%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    35800000 | PA      | $1359286.35   | 0.01%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $259807.99    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $456916.12    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $241932.19    | 0.00%             | 2032-12-20      | 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        |   103000000 | PA      | $681183.33    | 0.01%             | 2032-12-20      | Fixed         | 1.70%                 | 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      | $262347.44    | 0.00%             | 2026-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238910.61    | 0.00%             | 2038-01-18      | 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        |     4108000 | PA      | $5057938.46   | 0.04%             | 2028-09-01      | Fixed         | 4.75%                 | 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      | $459911.93    | 0.00%             | 2026-02-22      | 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        |   490100000 | PA      | $3260428.33   | 0.03%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      341000 | PA      | $401483.92    | 0.00%             | 2028-03-10      | Fixed         | 2.88%                 | 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      | $468767.24    | 0.00%             | 2043-03-13      | 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        |    99600000 | PA      | $589880.25    | 0.01%             | 2043-03-20      | Fixed         | 1.80%                 | 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      | $219698.69    | 0.00%             | 2028-03-19      | 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        |    97000000 | PA      | $636269.82    | 0.01%             | 2033-03-20      | 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        |     7571000 | PA      | $7850841.88   | 0.07%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCOTTISH WIDOWS LTD                                       | Scottish Widows Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $275000.79    | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3000000 | PA      | $731390.93    | 0.01%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $114119.10    | 0.00%             | 2033-04-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      250000 | PA      | $287344.72    | 0.00%             | 2033-05-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5631000 | PA      | $7208395.33   | 0.06%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $525368.93    | 0.00%             | 2028-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      375000 | PA      | $435467.78    | 0.00%             | 2028-06-05      | 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        |   236950000 | PA      | $1418058.89   | 0.01%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   942950000 | PA      | $6217995.62   | 0.05%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      740000 | PA      | $857723.32    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4120000 | PA      | $2654789.89   | 0.02%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45690000 | PA      | $2097830.84   | 0.02%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38000000000 | PA      | $2629847.54   | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      500000 | PA      | $579785.07    | 0.01%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1600000 | PA      | $409957.73    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      390000 | PA      | $451688.96    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   189800000 | PA      | $1114530.96   | 0.01%             | 2043-09-20      | 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        |  1262050000 | PA      | $8313215.15   | 0.07%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12320000000 | PA      | $916898.16    | 0.01%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      450000 | PA      | $122090.37    | 0.00%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTRUKTUR AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      475000 | PA      | $551314.26    | 0.00%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 000000000<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      700000 | PA      | $928757.52    | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    13310000 | PA      | $8952097.57   | 0.08%             | 2033-04-21      | 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        |  1052650000 | PA      | $6059046.16   | 0.05%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113867.77    | 0.00%             | 2043-12-18      | 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        |   762650000 | PA      | $4985239.95   | 0.04%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5421200000 | PA      | $3992935.80   | 0.04%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1205000 | PA      | $1443851.30   | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115616.00    | 0.00%             | 2026-02-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     6120000 | PA      | $6529816.86   | 0.06%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9023000 | PA      | $9443129.16   | 0.08%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   130000000 | PA      | $744302.33    | 0.01%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $97854.51     | 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        |   738950000 | PA      | $4785105.85   | 0.04%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                              | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $232621.86    | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1186918.10   | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    82000000 | PA      | $4165128.35   | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $131517.57    | 0.00%             | 2026-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    21757000 | PA      | $25005874.73  | 0.22%             | 2030-05-25      | 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        |    14097000 | PA      | $16933637.65  | 0.15%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110817.06    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   718950000 | PA      | $3469159.45   | 0.03%             | 2054-03-20      | Fixed         | 1.70%                 | 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      | $353456.15    | 0.00%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   779100000 | PA      | $5035442.91   | 0.04%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $173052.18    | 0.00%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $343426.23    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    11850000 | PA      | $9535170.78   | 0.08%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $966848.09    | 0.01%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $959184.80    | 0.01%             | 2045-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   216850000 | PA      | $1230231.29   | 0.01%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $573992.00    | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      207000 | PA      | $237776.63    | 0.00%             | 2026-09-22      | 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        |   741200000 | PA      | $4740789.60   | 0.04%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $219068.14    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14100000 | PA      | $3696066.22   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2629000 | PA      | $1619687.76   | 0.01%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      569000 | PA      | $631396.78    | 0.01%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $225977.85    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      352000 | PA      | $403747.13    | 0.00%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   217150000 | PA      | $1184407.23   | 0.01%             | 2044-12-20      | 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        |   838550000 | PA      | $5258531.32   | 0.05%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1752210000 | PA      | $1164159.15   | 0.01%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1034000 | PA      | $1181095.28   | 0.01%             | 2027-01-21      | 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        |     1139000 | PA      | $1400017.11   | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $539796.85    | 0.00%             | 2030-01-18      | 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        |     5402000 | PA      | $5580219.37   | 0.05%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $855571.47    | 0.01%             | 2030-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      800000 | PA      | $524508.44    | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      250000 | PA      | $315129.33    | 0.00%             | 2030-02-25      | 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        |     1335000 | PA      | $1523979.24   | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1163956.75   | 0.01%             | 2035-03-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $172351.14    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     8200000 | PA      | $8618998.70   | 0.08%             | 2031-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $290443.63    | 0.00%             | 2035-03-13      | 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        |   462250000 | PA      | $2508391.54   | 0.02%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                | CUSIP: 000000000<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344101.56    | 0.00%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $562324.70    | 0.00%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     1350000 | PA      | $1545465.35   | 0.01%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $610721.22    | 0.01%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   858100000 | PA      | $5363678.91   | 0.05%             | 2035-03-20      | Fixed         | 1.20%                 | 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      | $6184172.16   | 0.05%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $281922.42    | 0.00%             | 2027-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      705000 | PA      | $405561.25    | 0.00%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $250787.96    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | 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      | $625153.95    | 0.01%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   255650000 | PA      | $645013.65    | 0.01%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $528341.64    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   510150000 | PA      | $2241826.78   | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      345000 | PA      | $374446.22    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | 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      | $114095.38    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    49550000 | PA      | $5167666.81   | 0.05%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      300000 | PA      | $329309.26    | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      350000 | PA      | $402175.93    | 0.00%             | 2026-06-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $659294.46    | 0.01%             | 2050-06-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   281000000 | PA      | $1545104.35   | 0.01%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $332446.11    | 0.00%             | 2030-05-25      | 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        |  1172800000 | PA      | $7379094.97   | 0.07%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LIVERPOOL                                   | University of Liverpool                                                          | CUSIP: 000000000<br>LEI: 213800FEIAW5YCVLG823 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88222.13     | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18000000000 | PA      | $1262253.63   | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $373550.14    | 0.00%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $255408.25    | 0.00%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      521000 | PA      | $557328.61    | 0.00%             | 2045-08-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $763949.45    | 0.01%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 60142000000 | PA      | $4167102.48   | 0.04%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      125000 | PA      | $157747.74    | 0.00%             | 2028-08-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    44520000 | PA      | $2077837.64   | 0.02%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1628800000 | PA      | $1098975.56   | 0.01%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    65050000 | PA      | $343131.46    | 0.00%             | 2045-09-20      | 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        |     1343710 | PA      | $1303375.14   | 0.01%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   567500000 | PA      | $3528736.47   | 0.03%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    11633000 | PA      | $12563087.15  | 0.11%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10390000 | PA      | $2796400.25   | 0.02%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      410000 | PA      | $361032.72    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $2037085.17   | 0.02%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $218200.24    | 0.00%             | 2030-10-21      | 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        |     1699000 | PA      | $953089.65    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $141051.25    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $785401.80    | 0.01%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1760000 | PA      | $1124891.16   | 0.01%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      300000 | PA      | $345795.02    | 0.00%             | 2025-11-04      | Fixed         | 4.25%                 | 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      | $522915.34    | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | 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      | $345755.65    | 0.00%             | 2025-11-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $101288.82    | 0.00%             | 2036-11-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40918000 | PA      | $1463670.24   | 0.01%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $231371.80    | 0.00%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    54790000 | PA      | $9243618.25   | 0.08%             | 2035-09-22      | Fixed         | 3.74%                 | 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      | $1846875.38   | 0.02%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115167.98    | 0.00%             | 2025-12-18      | 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        |   835750000 | PA      | $5080786.18   | 0.04%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1081856.15   | 0.01%             | 2031-01-13      | 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        |      200000 | PA      | $230276.14    | 0.00%             | 2026-01-19      | Fixed         | 1.63%                 | 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      | $287721.33    | 0.00%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      230000 | PA      | $264350.30    | 0.00%             | 2026-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      852000 | PA      | $933704.33    | 0.01%             | 2031-01-21      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $229781.63    | 0.00%             | 2026-01-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      440000 | PA      | $430465.58    | 0.00%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARDIFF UNIVERSITY                                        | Cardiff University                                                               | CUSIP: 000000000<br>LEI: 549300OORZW54UVPSL54 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $79699.56     | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    29000000 | PA      | $1261718.71   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   467180000 | PA      | $1305654.50   | 0.01%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1001000 | PA      | $812120.08    | 0.01%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4944000 | PA      | $5631441.37   | 0.05%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     9892000 | PA      | $969627.67    | 0.01%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     3242000 | PA      | $2830201.27   | 0.03%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4253000 | PA      | $3264535.78   | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      580000 | PA      | $652900.46    | 0.01%             | 2036-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   520250000 | PA      | $2399618.20   | 0.02%             | 2046-03-20      | Fixed         | 0.80%                 | 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      | $342625.30    | 0.00%             | 2028-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5320000 | PA      | $5389053.32   | 0.05%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $190016.16    | 0.00%             | 2036-04-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229212.53    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2170000 | PA      | $574014.19    | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $344412.04    | 0.00%             | 2026-02-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      655000 | PA      | $740292.58    | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $114648.75    | 0.00%             | 2026-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231744.07    | 0.00%             | 2026-03-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   481050000 | PA      | $2733866.74   | 0.02%             | 2036-03-20      | Fixed         | 0.40%                 | 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      | $630732.32    | 0.01%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1206202.38   | 0.01%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1130794.22   | 0.01%             | 2027-01-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $343531.70    | 0.00%             | 2026-04-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON FINANCE 16                                   | CK Hutchison Finance 16 Ltd                                                      | CUSIP: 000000000<br>LEI: 254900EAR706W4E5ZN70 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $455068.85    | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1694774.39   | 0.01%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $344581.51    | 0.00%             | 2026-04-13      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $228834.06    | 0.00%             | 2026-04-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $611480.68    | 0.01%             | 2035-10-05      | 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        |     4040000 | PA      | $2600004.18   | 0.02%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $286004.80    | 0.00%             | 2026-04-22      | 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        |     6225000 | PA      | $3669505.35   | 0.03%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                     | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $215944.77    | 0.00%             | 2031-04-21      | 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        |       65000 | PA      | $74403.04     | 0.00%             | 2026-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $685921.99    | 0.01%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $289786.05    | 0.00%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1021570.58   | 0.01%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1273000 | PA      | $822068.31    | 0.01%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193960.86    | 0.00%             | 2036-05-09      | 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        |      650000 | PA      | $628465.63    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $472010.79    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229065.24    | 0.00%             | 2026-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113005.92    | 0.00%             | 2028-05-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    21391000 | PA      | $13546900.73  | 0.12%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $310787.87    | 0.00%             | 2032-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1315264.22   | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $670990.99    | 0.01%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       60000 | PA      | $39009.29     | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | 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      | $231907.27    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |     1350000 | PA      | $1543764.16   | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1900000 | PA      | $458517.27    | 0.00%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   948700000 | PA      | $2959060.12   | 0.03%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2680000 | PA      | $2067547.50   | 0.02%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3110000 | PA      | $535835.15    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $513814.66    | 0.00%             | 2026-06-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |     1150000 | PA      | $1252139.27   | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $643461.47    | 0.01%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $285359.44    | 0.00%             | 2026-06-09      | 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        |      540000 | PA      | $349028.81    | 0.00%             | 2027-10-21      | 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        |  1066750000 | PA      | $4342491.17   | 0.04%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |    19432000 | PA      | $24227662.58  | 0.21%             | 2029-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      725000 | PA      | $826120.10    | 0.01%             | 2026-07-06      | 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      | $591453.56    | 0.01%             | 2028-06-14      | 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        |   694250000 | PA      | $3833212.56   | 0.03%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $630591.57    | 0.01%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    64910000 | PA      | $2201998.51   | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $113960.11    | 0.00%             | 2026-07-27      | 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        |      455000 | PA      | $522270.40    | 0.00%             | 2026-07-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $214587.85    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2770000 | PA      | $2183598.22   | 0.02%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $232568.61    | 0.00%             | 2049-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $181137.52    | 0.00%             | 2036-08-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1361434.39   | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36520000 | PA      | $1140495.36   | 0.01%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $681239.43    | 0.01%             | 2040-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1467540000 | PA      | $881673.89    | 0.01%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $680256.44    | 0.01%             | 2026-08-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $3101034.64   | 0.03%             | 2027-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $227105.62    | 0.00%             | 2026-08-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2530000 | PA      | $1247479.73   | 0.01%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      522000 | PA      | $567478.99    | 0.01%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $452939.38    | 0.00%             | 2026-10-31      | 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        |       75000 | PA      | $58557.37     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $567481.40    | 0.01%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $296411.90    | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1331000 | PA      | $1505923.51   | 0.01%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $566764.73    | 0.01%             | 2026-09-14      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   385650000 | PA      | $1634708.36   | 0.01%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $225678.01    | 0.00%             | 2043-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $241907.36    | 0.00%             | 2032-09-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $226521.74    | 0.00%             | 2026-09-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1747050000 | PA      | $9916764.80   | 0.09%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $495259.04    | 0.00%             | 2028-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $660045.07    | 0.01%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187927.28    | 0.00%             | 2038-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      870000 | PA      | $966148.19    | 0.01%             | 2028-09-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER AUSGLEICHSZ                                  | KAF Kaerntner Ausgleichszahlungs-Fonds                                           | CUSIP: 000000000<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |      450000 | PA      | $423433.94    | 0.00%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $329027.09    | 0.00%             | 2028-09-26      | Fixed         | 0.63%                 | 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      | $353899.24    | 0.00%             | 2027-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $361581.97    | 0.00%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $227523.54    | 0.00%             | 2026-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $226413.59    | 0.00%             | 2026-10-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $306111.29    | 0.00%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2600000000 | PA      | $1804766.42   | 0.02%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      375000 | PA      | $320325.64    | 0.00%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      340000 | PA      | $393397.33    | 0.00%             | 2026-10-06      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $269263.72    | 0.00%             | 2026-10-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2865000 | PA      | $895861.36    | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $169718.85    | 0.00%             | 2026-10-07      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $359976.89    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $113223.27    | 0.00%             | 2026-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $64384.41     | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5088000 | PA      | $1342945.21   | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $795315.37    | 0.01%             | 2026-10-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $874823.78    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      461000 | PA      | $524321.18    | 0.00%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CRH FINANCE DAC                                           | CRH Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 549300C4ROP5J6I59W35 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $333967.43    | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4956000 | PA      | $2442312.61   | 0.02%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $566050.81    | 0.01%             | 2026-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $436588.63    | 0.00%             | 2028-10-20      | Fixed         | 0.63%                 | 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      | $609766.37    | 0.01%             | 2028-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      550000 | PA      | $626276.02    | 0.01%             | 2026-10-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      687000 | PA      | $777474.92    | 0.01%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $64256.15     | 0.00%             | 2027-04-14      | 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        |      100000 | PA      | $114512.01    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      325000 | PA      | $372510.86    | 0.00%             | 2026-11-02      | 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        |      310000 | PA      | $178143.05    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      123000 | PA      | $114257.23    | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | 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      | $408573.94    | 0.00%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $557974.47    | 0.00%             | 2028-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JM4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $641010.16    | 0.01%             | 2026-11-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $340995.13    | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $921874.80    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       60000 | PA      | $67881.48     | 0.00%             | 2026-10-26      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $453551.51    | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $665527.00    | 0.01%             | 2036-11-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $791876.84    | 0.01%             | 2026-11-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      132000 | PA      | $149417.93    | 0.00%             | 2026-11-17      | Fixed         | 0.38%                 | 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      | $682302.04    | 0.01%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113391.95    | 0.00%             | 2026-11-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $311508.47    | 0.00%             | 2031-12-01      | Fixed         | 1.13%                 | 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      | $343157.29    | 0.00%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $877702.43    | 0.01%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $338414.29    | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TELEKOM FINANZMANAGEMENT                                  | Telekom Finanzmanagement GmbH                                                    | CUSIP: 000000000<br>LEI: 529900V54UV5XQUK5S85 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $342936.84    | 0.00%             | 2026-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1602750000 | PA      | $10321536.53  | 0.09%             | 2026-12-20      | 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        |   575100000 | PA      | $2478153.29   | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   604250000 | PA      | $3449306.29   | 0.03%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1750000 | PA      | $524172.88    | 0.00%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $113302.39    | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $570064.01    | 0.01%             | 2027-01-11      | 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        |      300000 | PA      | $315248.59    | 0.00%             | 2032-01-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      717000 | PA      | $718981.11    | 0.01%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      750000 | PA      | $851340.69    | 0.01%             | 2026-11-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $186393.29    | 0.00%             | 2025-10-31      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117444.04    | 0.00%             | 2027-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114469.97    | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $357915.99    | 0.00%             | 2048-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1132694.07   | 0.01%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $452677.88    | 0.00%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      300000 | PA      | $340503.41    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |     1150000 | PA      | $1313534.54   | 0.01%             | 2027-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $610595.63    | 0.01%             | 2037-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      724000 | PA      | $827198.89    | 0.01%             | 2027-03-22      | 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        |     6250000 | PA      | $7065494.59   | 0.06%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1030856.35   | 0.01%             | 2027-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1841000 | PA      | $2083756.84   | 0.02%             | 2027-01-15      | 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        |     4872000 | PA      | $5385202.15   | 0.05%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    22484000 | PA      | $3386132.08   | 0.03%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $855880.01    | 0.01%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10965000 | PA      | $12542592.55  | 0.11%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    15609000 | PA      | $14261420.20  | 0.13%             | 2039-06-25      | Fixed         | 1.75%                 | 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      | $211107.43    | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | 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      | $474123.56    | 0.00%             | 2037-02-03      | 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        |    12940000 | PA      | $14957650.73  | 0.13%             | 2027-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $333799.05    | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |   132455000 | PA      | $13539797.09  | 0.12%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 41912000000 | PA      | $2740351.68   | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |     1050000 | PA      | $1179093.52   | 0.01%             | 2029-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $192568.44    | 0.00%             | 2037-02-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $395756.37    | 0.00%             | 2027-02-08      | Fixed         | 0.63%                 | 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      | $698697.51    | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5956000 | PA      | $6726054.96   | 0.06%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1510000 | PA      | $1337167.30   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | 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      | $1003650.42   | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2129000 | PA      | $1663975.32   | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $420332.59    | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| F VAN LANSCHOT BANKIERS                                   | Van Lanschot Kempen NV                                                           | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226243.69    | 0.00%             | 2027-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                    | CUSIP: 000000000<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $691384.24    | 0.01%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1018969.61   | 0.01%             | 2027-02-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      550000 | PA      | $621688.24    | 0.01%             | 2028-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                          | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $571602.97    | 0.01%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    28571000 | PA      | $18235779.38  | 0.16%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2726000 | PA      | $3030951.41   | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $112792.29    | 0.00%             | 2027-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $526296.79    | 0.00%             | 2026-06-17      | 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        |     2250000 | PA      | $506219.42    | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3212100000 | PA      | $20642846.09  | 0.18%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      925000 | PA      | $899629.80    | 0.01%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226708.18    | 0.00%             | 2027-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $643764.70    | 0.01%             | 2027-03-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   416650000 | PA      | $1868707.34   | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $340496.14    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | 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      | $226194.10    | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    90662000 | PA      | $4261667.24   | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $349460.16    | 0.00%             | 2027-03-20      | 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        |   445950000 | PA      | $2560285.96   | 0.02%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $684078.39    | 0.01%             | 2027-03-22      | 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      | $571455.59    | 0.01%             | 2026-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $396495.08    | 0.00%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $305963.42    | 0.00%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     5600000 | PA      | $3628325.07   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1141299.99   | 0.01%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNI OF SOUTHAMPTON                                        | University of Southampton                                                        | CUSIP: 000000000<br>LEI: 213800DI973E8F5COR26 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $65393.45     | 0.00%             | 2057-04-11      | Fixed         | 2.25%                 | 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      | $110001.03    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8495000 | PA      | $2232542.88   | 0.02%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18061000 | PA      | $20483737.03  | 0.18%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      492000 | PA      | $565561.40    | 0.00%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    10900000 | PA      | $12300543.07  | 0.11%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $568915.01    | 0.01%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $452781.30    | 0.00%             | 2027-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1136860.15   | 0.01%             | 2027-05-03      | Fixed         | 1.38%                 | 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      | $1240302.96   | 0.01%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MARTLET HOMES LTD                                         | Martlet Homes Ltd                                                                | CUSIP: 000000000<br>LEI: 2138001TCZGXYSUJLZ52 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $159909.11    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $957758.63    | 0.01%             | 2027-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $207154.60    | 0.00%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     3670000 | PA      | $4887355.17   | 0.04%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                      | General Electric Co.                                                             | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      325000 | PA      | $362449.82    | 0.00%             | 2029-05-17      | 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        |      470000 | PA      | $384542.91    | 0.00%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225385.67    | 0.00%             | 2027-05-18      | 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      | $314891.31    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $566010.26    | 0.01%             | 2027-05-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7400000 | PA      | $1795524.07   | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      215000 | PA      | $240383.04    | 0.00%             | 2029-05-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $511486.63    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10115000 | PA      | $8086334.17   | 0.07%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    39560000 | PA      | $1797381.66   | 0.02%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $502636.71    | 0.00%             | 2027-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1210000 | PA      | $1248611.30   | 0.01%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229274.65    | 0.00%             | 2026-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK                                              | Channel Link Enterprises Finance PLC                                             | CUSIP: 000000000<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $306199.90    | 0.00%             | 2050-06-30      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      418000 | PA      | $471887.79    | 0.00%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $737608.92    | 0.01%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      120000 | PA      | $135459.09    | 0.00%             | 2027-05-18      | 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        |   364550000 | PA      | $1353620.54   | 0.01%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   331550000 | PA      | $950088.08    | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      720000 | PA      | $686485.60    | 0.01%             | 2037-06-05      | 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        |      200000 | PA      | $218484.55    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $905393.19    | 0.01%             | 2027-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $105071.67    | 0.00%             | 2032-06-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   990700000 | PA      | $6349984.00   | 0.06%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7492000 | PA      | $2126822.12   | 0.02%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $585760.71    | 0.01%             | 2026-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $512426.86    | 0.00%             | 2027-06-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   100000000 | PA      | $641580.69    | 0.01%             | 2027-06-09      | Fixed         | 0.84%                 | 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      | $2163335.20   | 0.02%             | 2027-01-06      | 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        |   647000000 | PA      | $2884190.35   | 0.03%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      650000 | PA      | $738145.27    | 0.01%             | 2027-06-14      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1038502.48   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1167360.52   | 0.01%             | 2029-06-26      | 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        |   705900000 | PA      | $3982769.75   | 0.04%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     2740000 | PA      | $3485917.44   | 0.03%             | 2045-06-28      | 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        |      250000 | PA      | $280741.79    | 0.00%             | 2027-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $505031.27    | 0.00%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE SA                                      | DH Europe Finance Sarl                                                           | CUSIP: 23290YAE6<br>LEI: 2221002WRBW5MJ8VL618 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $566484.46    | 0.01%             | 2027-06-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     2000000 | PA      | $1578331.72   | 0.01%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $501070.63    | 0.00%             | 2029-07-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      525000 | PA      | $419996.33    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1234833.55   | 0.01%             | 2032-07-05      | Fixed         | 1.38%                 | 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      | $112508.84    | 0.00%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      320000 | PA      | $334323.49    | 0.00%             | 2032-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $483495.03    | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4000000 | PA      | $4495104.93   | 0.04%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4289000 | PA      | $1348493.43   | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230121.06    | 0.00%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $263687.96    | 0.00%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $221717.23    | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $485230.32    | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $342436.33    | 0.00%             | 2026-08-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $131471.50    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      776000 | PA      | $870292.52    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $672564.19    | 0.01%             | 2027-08-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      520000 | PA      | $586834.59    | 0.01%             | 2027-09-05      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      526000 | PA      | $589493.78    | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1323284.61   | 0.01%             | 2027-08-24      | Fixed         | 4.24%                 | 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      | $7087087.18   | 0.06%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $568109.41    | 0.01%             | 2028-01-12      | Fixed         | 1.72%                 | 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      | $448300.21    | 0.00%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2517050000 | PA      | $11148142.17  | 0.10%             | 2047-09-20      | Fixed         | 0.80%                 | 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      | $1048573.73   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1119271.77   | 0.01%             | 2027-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      200000 | PA      | $225123.03    | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $663618.76    | 0.01%             | 2029-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    17623000 | PA      | $14084206.79  | 0.12%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      250000 | PA      | $246031.14    | 0.00%             | 2039-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $223728.94    | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $451104.93    | 0.00%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      250000 | PA      | $281121.81    | 0.00%             | 2027-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      559000 | PA      | $640324.64    | 0.01%             | 2027-10-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $782808.89    | 0.01%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $315889.75    | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 27269000000 | PA      | $1769178.73   | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $86584.76     | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      410000 | PA      | $500989.19    | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $778792.32    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1300000 | PA      | $830023.59    | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1160000 | PA      | $1312379.87   | 0.01%             | 2027-10-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIZEN TREASURY PLC                                      | Citizen Treasury PLC                                                             | CUSIP: 000000000<br>LEI: 213800U87S2B5BF1RO21 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $87262.55     | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1350000 | PA      | $859141.03    | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | 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      | $446989.51    | 0.00%             | 2027-10-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      850000 | PA      | $914722.51    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | 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      | $350195.40    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | PA      | $399885.51    | 0.00%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $112690.65    | 0.00%             | 2028-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CATALYST HOUSING LTD                                      | Catalyst Housing Ltd                                                             | CUSIP: 000000000<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $169348.40    | 0.00%             | 2047-10-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $158936.94    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $104356.35    | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $618097.65    | 0.01%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    72950000 | PA      | $2937926.66   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | 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        |      450000 | PA      | $553377.06    | 0.00%             | 2029-05-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $96328.33     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $544907.71    | 0.00%             | 2031-11-21      | Fixed         | 3.13%                 | 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      | $383195.23    | 0.00%             | 2028-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      450000 | PA      | $523941.23    | 0.00%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      780000 | PA      | $844239.27    | 0.01%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $234536.47    | 0.00%             | 2027-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $222098.88    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $340774.57    | 0.00%             | 2047-12-05      | Fixed         | 2.25%                 | 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      | $261850.18    | 0.00%             | 2026-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                           | Region of Lazio Italy                                                            | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |       76884 | PA      | $84116.40     | 0.00%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF OXFORD                                      | University of Oxford                                                             | CUSIP: 000000000<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $219102.74    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2300000000 | PA      | $1605367.29   | 0.01%             | 2027-12-10      | 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        |   817750000 | PA      | $5215047.83   | 0.05%             | 2027-12-20      | 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      | $214348.10    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                  | PVH Corp                                                                         | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $464574.67    | 0.00%             | 2027-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $207752.10    | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $333999.23    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      525000 | PA      | $590221.45    | 0.01%             | 2028-01-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      250000 | PA      | $279467.30    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1250000 | PA      | $1449381.65   | 0.01%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $578198.52    | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | 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      | $114888.30    | 0.00%             | 2026-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      350000 | PA      | $393032.02    | 0.00%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $678449.20    | 0.01%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $102396.61    | 0.00%             | 2035-01-23      | Fixed         | 2.00%                 | 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      | $966546.76    | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    32421000 | PA      | $36173152.84  | 0.32%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |     1044000 | PA      | $1163585.42   | 0.01%             | 2028-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1235306.96   | 0.01%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $556727.05    | 0.00%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $781750.06    | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    14412000 | PA      | $9106647.67   | 0.08%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $206888.74    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $676416.91    | 0.01%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $193313.97    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6190000 | PA      | $7014055.21   | 0.06%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $335543.08    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | 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      | $873847.64    | 0.01%             | 2029-07-31      | 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        |     7292000 | PA      | $8384784.74   | 0.07%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $335626.51    | 0.00%             | 2028-02-08      | 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        |    20991000 | PA      | $20658808.52  | 0.18%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $798169.13    | 0.01%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      450000 | PA      | $410178.78    | 0.00%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $217120.12    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                           | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |     1260000 | PA      | $1321528.46   | 0.01%             | 2033-02-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      896000 | PA      | $898732.52    | 0.01%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115295.47    | 0.00%             | 2026-02-15      | 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        |     1130000 | PA      | $1102554.91   | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113461.79    | 0.00%             | 2027-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $104387.76    | 0.00%             | 2033-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    36700000 | PA      | $1674444.50   | 0.01%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344505.87    | 0.00%             | 2026-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4951000 | PA      | $5109512.16   | 0.05%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEWRIVER REIT PLC                                         | NewRiver REIT PLC                                                                | CUSIP: 000000000<br>LEI: 2138004GX1VAUMH66L31 | Long             | DBT              |  | GB        |      200000 | PA      | $253795.30    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223746.92    | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3773110000 | PA      | $2452040.58   | 0.02%             | 2048-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406128.66    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $473300.25    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    11582000 | PA      | $6617818.45   | 0.06%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $787592.23    | 0.01%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1339439.95   | 0.01%             | 2028-03-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $386618.29    | 0.00%             | 2040-03-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                            | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $230467.19    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1318842.00   | 0.01%             | 2030-03-21      | Fixed         | 1.38%                 | 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      | $628469.34    | 0.01%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      710000 | PA      | $778455.11    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $344933.63    | 0.00%             | 2026-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $115181.30    | 0.00%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $334243.75    | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    56610000 | PA      | $2253476.27   | 0.02%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $466974.85    | 0.00%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $892462.10    | 0.01%             | 2028-04-11      | 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        |     2950000 | PA      | $445682.01    | 0.00%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1003769.57   | 0.01%             | 2028-04-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      565000 | PA      | $591662.01    | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      300000 | PA      | $345316.36    | 0.00%             | 2026-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2280000 | PA      | $2510895.00   | 0.02%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $336613.12    | 0.00%             | 2028-04-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                                          | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224978.34    | 0.00%             | 2028-04-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $484613.61    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      750000 | PA      | $854795.96    | 0.01%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $283267.87    | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228971.29    | 0.00%             | 2026-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     6000000 | PA      | $567177.95    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      280000 | PA      | $264994.47    | 0.00%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |     1000000 | PA      | $1124735.42   | 0.01%             | 2030-05-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1135000 | PA      | $898286.89    | 0.01%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1170670000 | PA      | $819963.15    | 0.01%             | 2028-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7080000 | PA      | $1748956.83   | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $193644.24    | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17660000 | PA      | $4544157.09   | 0.04%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AMPLIUS LIVING                                            | Amplius Living                                                                   | CUSIP: 000000000<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $93448.65     | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                         | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111892.51    | 0.00%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $469267.41    | 0.00%             | 2032-11-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $335256.14    | 0.00%             | 2028-05-31      | Fixed         | 1.13%                 | 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      | $353788.32    | 0.00%             | 2026-05-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    79590000 | PA      | $7957949.94   | 0.07%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $226357.43    | 0.00%             | 2028-04-30      | Fixed         | 1.45%                 | 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      | $498545.53    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $509422.06    | 0.00%             | 2029-06-12      | Fixed         | 1.81%                 | 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      | $904867.93    | 0.01%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $222044.67    | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $349102.14    | 0.00%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4240000 | PA      | $1130227.92   | 0.01%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12581000 | PA      | $7817847.63   | 0.07%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     2450000 | PA      | $3138575.71   | 0.03%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAYER CAPITAL CORP BV                                     | Bayer Capital Corp BV                                                            | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $335434.33    | 0.00%             | 2029-12-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $702996.79    | 0.01%             | 2028-06-27      | Fixed         | 4.63%                 | 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        |      200000 | PA      | $127917.73    | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $408584.02    | 0.00%             | 2033-07-04      | Fixed         | 1.13%                 | 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      | $1443161.09   | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $619247.23    | 0.01%             | 2028-07-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $90512.13     | 0.00%             | 2038-07-12      | 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      | $454193.24    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8440000 | PA      | $2294229.06   | 0.02%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   100030000 | PA      | $3241065.77   | 0.03%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $342005.45    | 0.00%             | 2026-07-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3268000 | PA      | $3591822.26   | 0.03%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3500000 | PA      | $669407.99    | 0.01%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2985423.00   | 0.03%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      500000 | PA      | $562684.03    | 0.00%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $661240.27    | 0.01%             | 2028-08-02      | 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        |     5610000 | PA      | $6573319.30   | 0.06%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $93009.12     | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $790086.28    | 0.01%             | 2028-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $782924.17    | 0.01%             | 2027-08-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $113835.25    | 0.00%             | 2026-08-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       21000 | PA      | $23104.12     | 0.00%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $336295.41    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | 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      | $337910.05    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $397917.62    | 0.00%             | 2027-03-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      850000 | PA      | $923237.25    | 0.01%             | 2030-09-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9230000 | PA      | $6603484.93   | 0.06%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $890774.32    | 0.01%             | 2028-09-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $131294.21    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92849.62     | 0.00%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    79920000 | PA      | $229018.37    | 0.00%             | 2026-12-22      | Fixed         | 2.75%                 | 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      | $350496.69    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | 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      | $332103.72    | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      591000 | PA      | $685849.08    | 0.01%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $550471.38    | 0.00%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6165000 | PA      | $1319798.64   | 0.01%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   954650000 | PA      | $526789.34    | 0.00%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      250000 | PA      | $319200.29    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | 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      | $382114.79    | 0.00%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $560839.89    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $455377.18    | 0.00%             | 2026-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1665000 | PA      | $1850493.70   | 0.02%             | 2028-06-28      | Fixed         | 0.75%                 | 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      | $191249.98    | 0.00%             | 2038-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $274948.53    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $514210.52    | 0.00%             | 2028-09-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1137039.57   | 0.01%             | 2028-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $401413.17    | 0.00%             | 2030-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $664029.84    | 0.01%             | 2028-10-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 58031000000 | PA      | $3822433.92   | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | 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      | $332153.29    | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $111208.25    | 0.00%             | 2028-05-25      | 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        |  1565250000 | PA      | $9898039.01   | 0.09%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $511669.58    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      397000 | PA      | $448353.87    | 0.00%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $837320.76    | 0.01%             | 2028-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $310825.52    | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      694000 | PA      | $758952.70    | 0.01%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $293504.02    | 0.00%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                                   | Housing New Zealand Ltd                                                          | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |      500000 | PA      | $288310.84    | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $274908.78    | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      584000 | PA      | $539958.26    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $226995.16    | 0.00%             | 2028-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1105330.22   | 0.01%             | 2028-10-25      | 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      | $556405.28    | 0.00%             | 2028-10-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $973153.41    | 0.01%             | 2030-11-05      | 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        |      150000 | PA      | $159254.05    | 0.00%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      300000 | PA      | $291435.08    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      957000 | PA      | $1013393.02   | 0.01%             | 2033-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $221349.23    | 0.00%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TELE2 AB                                                  | Tele2 AB                                                                         | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |      525000 | PA      | $598212.97    | 0.01%             | 2028-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $183869.62    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $113845.23    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      385000 | PA      | $443611.32    | 0.00%             | 2025-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TC DUDGEON OFTO PLC                                       | TC Dudgeon Ofto PLC                                                              | CUSIP: 000000000<br>LEI: 213800XMRT4PFW52JR39 | Long             | DBT              | CORP              | GB        |       80124 | PA      | $91912.80     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227139.85    | 0.00%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      410000 | PA      | $476837.23    | 0.00%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                                   | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $803082.47    | 0.01%             | 2027-05-15      | Fixed         | 2.13%                 | 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      | $663404.48    | 0.01%             | 2028-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $681232.06    | 0.01%             | 2030-11-15      | 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        |     1390000 | PA      | $889324.27    | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $250879.38    | 0.00%             | 2031-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $460521.75    | 0.00%             | 2027-11-16      | 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        |      500000 | PA      | $650233.56    | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $347056.03    | 0.00%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $455719.06    | 0.00%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $445636.31    | 0.00%             | 2028-08-28      | Fixed         | 3.69%                 | 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      | $335316.38    | 0.00%             | 2027-11-22      | Fixed         | 0.63%                 | 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      | $115854.24    | 0.00%             | 2049-05-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $402638.14    | 0.00%             | 2030-11-21      | 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        |      510000 | PA      | $333517.15    | 0.00%             | 2025-11-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229896.40    | 0.00%             | 2026-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      456000 | PA      | $517003.06    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                    | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      560000 | PA      | $638357.76    | 0.01%             | 2030-11-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1240075.75   | 0.01%             | 2028-12-05      | Fixed         | 1.63%                 | 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      | $682181.47    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4710000 | PA      | $1462723.41   | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    67106000 | PA      | $2395196.97   | 0.02%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $326929.13    | 0.00%             | 2031-03-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $562827.09    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     9145000 | PA      | $2058880.32   | 0.02%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $305721.36    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 19760000000 | PA      | $1396490.46   | 0.01%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1086750000 | PA      | $6852817.94   | 0.06%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11091000 | PA      | $2731506.42   | 0.02%             | 2029-07-09      | Fixed         | 4.13%                 | 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      | $404932.65    | 0.00%             | 2034-01-16      | Fixed         | 1.45%                 | 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      | $2012133.08   | 0.02%             | 2029-06-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5881000 | PA      | $6397218.23   | 0.06%             | 2029-02-15      | Fixed         | 0.25%                 | 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      | $575121.13    | 0.01%             | 2026-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2263000 | PA      | $2512318.43   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1012000 | PA      | $1122775.09   | 0.01%             | 2028-12-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $229859.92    | 0.00%             | 2026-01-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      900000 | PA      | $993384.92    | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2417000 | PA      | $2770448.20   | 0.02%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      850000 | PA      | $714665.05    | 0.01%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $315500.31    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                       | Clarion Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800BLOAKXC1BXLJ29 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $683318.71    | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $560841.03    | 0.00%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3700000 | PA      | $890299.79    | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $246394.56    | 0.00%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $219114.75    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $229797.01    | 0.00%             | 2026-01-30      | Fixed         | 0.75%                 | 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      | $440239.83    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1318601.14   | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $993399.46    | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $576617.47    | 0.01%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $202900.91    | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | 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      | $2553758.73   | 0.02%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5054630000 | PA      | $2926855.59   | 0.03%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $225440.15    | 0.00%             | 2027-02-08      | Fixed         | 0.38%                 | 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      | $356312.22    | 0.00%             | 2031-02-12      | 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        |      350000 | PA      | $392468.57    | 0.00%             | 2029-04-30      | Fixed         | 1.57%                 | 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      | $326598.77    | 0.00%             | 2029-02-13      | 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        |     2133000 | PA      | $2379795.14   | 0.02%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8780000 | PA      | $2227580.36   | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $608788.05    | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $760848.62    | 0.01%             | 2029-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                 | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344686.08    | 0.00%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   101390000 | PA      | $15037208.57  | 0.13%             | 2029-01-08      | Fixed         | 3.48%                 | 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      | $620051.44    | 0.01%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $447410.42    | 0.00%             | 2027-09-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $566281.75    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8250000 | PA      | $5647584.90   | 0.05%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $425222.37    | 0.00%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                      | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      925000 | PA      | $1003564.57   | 0.01%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      510000 | PA      | $562493.49    | 0.00%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $297373.59    | 0.00%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $434723.58    | 0.00%             | 2029-02-28      | 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        |     5468000 | PA      | $6442637.47   | 0.06%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     7378000 | PA      | $674461.84    | 0.01%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   367180000 | PA      | $942254.21    | 0.01%             | 2030-08-21      | 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        |      400000 | PA      | $441082.25    | 0.00%             | 2029-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    40000000 | PA      | $79269.66     | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | 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        |   350000000 | PA      | $344688.52    | 0.00%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      920000 | PA      | $1044144.45   | 0.01%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $202464.99    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | 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      | $436343.08    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | 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      | $334209.16    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226299.22    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                                 | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      500000 | PA      | $538650.33    | 0.00%             | 2031-03-15      | Fixed         | 1.60%                 | 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      | $386537.30    | 0.00%             | 2034-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $216907.57    | 0.00%             | 2029-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $301569.24    | 0.00%             | 2034-03-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2930000 | PA      | $753637.40    | 0.01%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $628770.22    | 0.01%             | 2026-09-16      | Fixed         | 1.50%                 | 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      | $334440.18    | 0.00%             | 2050-04-30      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 000000000<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222415.15    | 0.00%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $324546.04    | 0.00%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $452879.75    | 0.00%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $892332.72    | 0.01%             | 2029-03-25      | 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        |      845000 | PA      | $569871.69    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    34900000 | PA      | $5256280.59   | 0.05%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    43000000 | PA      | $6402605.88   | 0.06%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $223328.27    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1534261.11   | 0.01%             | 2028-06-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18250000 | PA      | $3078956.62   | 0.03%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      475000 | PA      | $462244.61    | 0.00%             | 2034-04-03      | 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        |    26100000 | PA      | $3764203.24   | 0.03%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2100000 | PA      | $361817.95    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18400000 | PA      | $3429841.74   | 0.03%             | 2047-07-24      | Fixed         | 4.05%                 | 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      | $4882012.20   | 0.04%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $599232.58    | 0.01%             | 2028-08-16      | Fixed         | 3.54%                 | 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      | $445362.78    | 0.00%             | 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        |     5000000 | PA      | $713394.85    | 0.01%             | 2026-11-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   188000000 | PA      | $27882386.93  | 0.25%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10850000 | PA      | $2056415.15   | 0.02%             | 2041-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      620000 | PA      | $563961.82    | 0.00%             | 2049-04-03      | Fixed         | 4.63%                 | 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      | $3770283.06   | 0.03%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    67000000 | PA      | $11004131.28  | 0.10%             | 2036-01-25      | Fixed         | 3.80%                 | 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      | $1016778.20   | 0.01%             | 2027-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $200653.22    | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | 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      | $3293514.54   | 0.03%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1800000 | PA      | $341377.41    | 0.00%             | 2048-10-22      | Fixed         | 4.08%                 | 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      | $7353211.08   | 0.06%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $113185.99    | 0.00%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $440513.14    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   250350000 | PA      | $979630.68    | 0.01%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $78577.26     | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $284158.80    | 0.00%             | 2034-05-25      | 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        |  1622550000 | PA      | $8500159.27   | 0.08%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      700000 | PA      | $841899.24    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $487752.85    | 0.00%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $261895.71    | 0.00%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4113770000 | PA      | $2797233.47   | 0.02%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $196266.09    | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | 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      | $386595.52    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $841419.90    | 0.01%             | 2031-05-08      | Fixed         | 1.23%                 | 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      | $243244.49    | 0.00%             | 2029-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3331760 | PA      | $2606828.83   | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $451984.37    | 0.00%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $224843.08    | 0.00%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                | Baxter International, Inc.                                                       | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      250000 | PA      | $273969.90    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      236000 | PA      | $250481.36    | 0.00%             | 2031-05-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206070.95    | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1342025.98   | 0.01%             | 2027-05-05      | 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      | $457937.70    | 0.00%             | 2026-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $327612.53    | 0.00%             | 2029-05-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $394213.67    | 0.00%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108991.57    | 0.00%             | 2030-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1203976.22   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $343813.07    | 0.00%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      500000 | PA      | $499696.32    | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $516757.09    | 0.00%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1231650000 | PA      | $3754155.67   | 0.03%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3300000 | PA      | $863655.47    | 0.01%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $268125.81    | 0.00%             | 2029-06-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8300000 | PA      | $2073297.75   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     5000000 | PA      | $520835.83    | 0.00%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4160000 | PA      | $2203907.25   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   298000000 | PA      | $44649553.15  | 0.39%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings, Inc.                                    | MMS USA Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $323387.09    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $171317.46    | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |      200000 | PA      | $227650.15    | 0.00%             | 2026-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |    12343000 | PA      | $15190271.59  | 0.13%             | 2034-06-26      | None          | 0.00%                 | 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      | $185833.58    | 0.00%             | 2039-06-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227626.01    | 0.00%             | 2026-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6247000 | PA      | $6724204.82   | 0.06%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6114000 | PA      | $6576308.75   | 0.06%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      370000 | PA      | $260379.31    | 0.00%             | 2049-06-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      700000 | PA      | $654414.78    | 0.01%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      552000 | PA      | $607192.52    | 0.01%             | 2029-06-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      600000 | PA      | $428972.03    | 0.00%             | 2059-06-19      | Fixed         | 2.63%                 | 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      | $187806.54    | 0.00%             | 2034-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $264049.01    | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $343446.79    | 0.00%             | 2026-06-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                                     | Optus Finance Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $753613.35    | 0.01%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $341414.16    | 0.00%             | 2026-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    10540000 | PA      | $3043611.93   | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $167795.25    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      300000 | PA      | $356004.68    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113139.02    | 0.00%             | 2079-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      825000 | PA      | $846240.45    | 0.01%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IN'LI                                                     | In'li SA                                                                         | CUSIP: 000000000<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $430337.36    | 0.00%             | 2029-07-02      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114284.32    | 0.00%             | 2026-07-01      | 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        |     1100000 | PA      | $1161654.31   | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $367295.87    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $312016.09    | 0.00%             | 2031-07-02      | 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      | $101238.48    | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $524259.16    | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1710000 | PA      | $1367833.57   | 0.01%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $689390.44    | 0.01%             | 2026-01-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      525000 | PA      | $585613.42    | 0.01%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    27250000 | PA      | $5722781.07   | 0.05%             | 2069-06-24      | 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        |   134200000 | PA      | $20231830.62  | 0.18%             | 2029-05-20      | Fixed         | 3.86%                 | 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      | $8582407.51   | 0.08%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $228327.15    | 0.00%             | 2026-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $332673.28    | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      350000 | PA      | $322213.45    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 45000000000 | PA      | $3000022.68   | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $568123.32    | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $319643.81    | 0.00%             | 2029-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $222121.51    | 0.00%             | 2027-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $331451.50    | 0.00%             | 2029-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1294500000 | PA      | $4870436.68   | 0.04%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9380000 | PA      | $2287967.09   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $251659.76    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1033864.41   | 0.01%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     5859000 | PA      | $7014135.68   | 0.06%             | 2039-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $251667.79    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    18600000 | PA      | $19823832.56  | 0.18%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GELF BOND ISSUER I SA                                     | GELF Bond Issuer I SA                                                            | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |      650000 | PA      | $700752.89    | 0.01%             | 2029-07-18      | Fixed         | 1.13%                 | 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      | $227523.82    | 0.00%             | 2026-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1000000 | PA      | $1152084.44   | 0.01%             | 2026-07-23      | Fixed         | 1.88%                 | 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      | $216580.78    | 0.00%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1941100000 | PA      | $9955720.90   | 0.09%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      530000 | PA      | $562380.35    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $539486.15    | 0.00%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   100100000 | PA      | $15073495.47  | 0.13%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2102000 | PA      | $2692339.66   | 0.02%             | 2026-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $182578.69    | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    22000000 | PA      | $4071381.13   | 0.04%             | 2049-07-22      | Fixed         | 3.86%                 | 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      | $352092.20    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | 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      | $900219.70    | 0.01%             | 2079-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $334593.98    | 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        | 40048000000 | PA      | $2559684.97   | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $212743.78    | 0.00%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      875000 | PA      | $989510.18    | 0.01%             | 2026-11-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      355000 | PA      | $341485.94    | 0.00%             | 2034-08-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $188644.22    | 0.00%             | 2039-08-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1480990.74   | 0.01%             | 2049-08-26      | None          | 0.00%                 | 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        |     2345000 | PA      | $1266000.45   | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $188634.49    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      300000 | PA      | $331895.22    | 0.00%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $68920.80     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225535.63    | 0.00%             | 2031-09-03      | Fixed         | 1.41%                 | 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      | $5352239.24   | 0.05%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $282975.54    | 0.00%             | 2027-01-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                                     | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      459000 | PA      | $485493.62    | 0.00%             | 2029-09-06      | Fixed         | 0.40%                 | 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      | $120790.19    | 0.00%             | 2049-09-09      | 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        |      600000 | PA      | $662414.02    | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $303144.88    | 0.00%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $388041.51    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $612395.35    | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BABCOCK INTL GROUP PLC                                    | Babcock International Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $480124.44    | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      230000 | PA      | $245500.17    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $498730.82    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                        | ANZ New Zealand International Ltd.                                               | CUSIP: 000000000<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      550000 | PA      | $582777.01    | 0.01%             | 2029-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      602000 | PA      | $682825.98    | 0.01%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1338140.33   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                           | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      200000 | PA      | $222936.48    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $847193.95    | 0.01%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $319556.37    | 0.00%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14000000 | PA      | $2590878.90   | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $322700.95    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $439945.64    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $730347.43    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE BANK PLC                                       | Clydesdale Bank PLC                                                              | CUSIP: 000000000<br>LEI: NHXOBHMY8K53VRC7MZ54 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $452770.29    | 0.00%             | 2026-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 000000000<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1006390.28   | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $320674.45    | 0.00%             | 2032-03-26      | 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      | $959734.16    | 0.01%             | 2031-05-15      | Fixed         | 1.50%                 | 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      | $715641.68    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210055.75    | 0.00%             | 2030-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $734794.46    | 0.01%             | 2029-09-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |      300000 | PA      | $314055.90    | 0.00%             | 2029-09-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $220785.10    | 0.00%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      550000 | PA      | $413007.54    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112272.89    | 0.00%             | 2028-04-03      | Fixed         | 1.63%                 | 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      | $128323.44    | 0.00%             | 2026-10-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $556426.70    | 0.00%             | 2027-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $97518.43     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      300000 | PA      | $338971.12    | 0.00%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $84262.78     | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $657564.76    | 0.01%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2004990000 | PA      | $1105557.97   | 0.01%             | 2039-09-10      | Fixed         | 1.13%                 | 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      | $222436.89    | 0.00%             | 2049-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2198550000 | PA      | $13719704.25  | 0.12%             | 2029-09-20      | Fixed         | 0.10%                 | 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      | $522102.65    | 0.00%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $226141.73    | 0.00%             | 2026-10-08      | Fixed         | 0.01%                 | 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      | $341555.17    | 0.00%             | 2026-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $906407.03    | 0.01%             | 2026-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      800000 | PA      | $906850.60    | 0.01%             | 2027-10-08      | 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        |    13004000 | PA      | $13567439.26  | 0.12%             | 2029-11-25      | 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        |      420000 | PA      | $226042.42    | 0.00%             | 2050-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID YORKS                                  | Northern Powergrid Yorkshire PLC                                                 | CUSIP: 000000000<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $62675.98     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |      200000 | PA      | $222395.99    | 0.00%             | 2028-04-09      | Fixed         | 1.13%                 | 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      | $312033.60    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | 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      | $440966.04    | 0.00%             | 2028-10-17      | 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        |      300000 | PA      | $383051.87    | 0.00%             | 2026-09-15      | 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        |   395350000 | PA      | $1473894.07   | 0.01%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1710000 | PA      | $976782.24    | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | 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      | $256440.66    | 0.00%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      100000 | PA      | $112996.18    | 0.00%             | 2028-01-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1340184.04   | 0.01%             | 2027-06-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      216000 | PA      | $204335.91    | 0.00%             | 2034-10-17      | Fixed         | 1.13%                 | 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      | $312569.29    | 0.00%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $169468.85    | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $899351.36    | 0.01%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $128144.94    | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $152287.56    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $508887.82    | 0.00%             | 2026-10-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $444205.72    | 0.00%             | 2027-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $195854.76    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4624080000 | PA      | $3061369.51   | 0.03%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $310043.89    | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   363100000 | PA      | $1846332.19   | 0.02%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      550000 | PA      | $330813.41    | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1266702.42   | 0.01%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      650000 | PA      | $667570.09    | 0.01%             | 2032-11-04      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $221786.77    | 0.00%             | 2027-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                | Dover Corp                                                                       | CUSIP: 000000000<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      300000 | PA      | $334000.26    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $315007.50    | 0.00%             | 2029-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $263919.85    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | 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      | $310688.93    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $408062.19    | 0.00%             | 2031-11-01      | 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        |      400000 | PA      | $451378.00    | 0.00%             | 2026-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202925.35    | 0.00%             | 2034-08-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                                    | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      100000 | PA      | $122916.91    | 0.00%             | 2029-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $423307.47    | 0.00%             | 2029-11-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      475000 | PA      | $439006.74    | 0.00%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $314337.03    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      700000 | PA      | $788908.51    | 0.01%             | 2026-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      300000 | PA      | $305868.07    | 0.00%             | 2031-11-12      | Fixed         | 0.50%                 | 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      | $181062.40    | 0.00%             | 2034-11-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                                       | SP Transmission PLC                                                              | CUSIP: 000000000<br>LEI: 21380066GRV5QOWJZC71 | Long             | DBT              | CORP              | GB        |      473000 | PA      | $537568.91    | 0.00%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $225622.02    | 0.00%             | 2026-11-16      | 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      | $678415.81    | 0.01%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $523026.73    | 0.00%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $604892.94    | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      150000 | PA      | $105275.09    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEKABANK DEUTSCHE GIRO                                    | DekaBank Deutsche Girozentrale                                                   | CUSIP: 000000000<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $902312.55    | 0.01%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      350000 | PA      | $373978.97    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                             | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      650000 | PA      | $748977.40    | 0.01%             | 2025-11-19      | Fixed         | 1.75%                 | 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      | $318088.53    | 0.00%             | 2029-11-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Albemarle New Holding GmbH                                | Albemarle New Holding GmbH                                                       | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $223648.75    | 0.00%             | 2028-11-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HOUSING AUSTRALIA                                         | Housing Australia                                                                | CUSIP: 000000000<br>LEI: 254900BEME245Y10BH15 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $291564.61    | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | 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      | $219901.75    | 0.00%             | 2027-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $251209.21    | 0.00%             | 2049-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    45481000 | PA      | $1420428.00   | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $607836.21    | 0.01%             | 2031-12-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $152523.05    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1610000 | PA      | $1687399.24   | 0.01%             | 2029-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $888232.26    | 0.01%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $489234.53    | 0.00%             | 2029-11-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11200000 | PA      | $2673343.22   | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $332638.45    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     1050000 | PA      | $1190870.52   | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | 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      | $380543.39    | 0.00%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6760000 | PA      | $1776652.32   | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $532640.13    | 0.00%             | 2029-12-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      644000 | PA      | $483864.06    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $728509.23    | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      200000 | PA      | $199415.91    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |      350000 | PA      | $399730.19    | 0.00%             | 2026-12-04      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8576000 | PA      | $2345134.91   | 0.02%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1859733.11   | 0.02%             | 2027-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $270566.69    | 0.00%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $557559.67    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2120000 | PA      | $411778.48    | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $605700.33    | 0.01%             | 2031-02-05      | Fixed         | 0.05%                 | 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      | $13436116.61  | 0.12%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $944318.03    | 0.01%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201374.73    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1189699.30   | 0.01%             | 2027-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      335000 | PA      | $352699.73    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | 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      | $414227.85    | 0.00%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $674193.84    | 0.01%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      700000 | PA      | $789944.07    | 0.01%             | 2028-01-14      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $748059.01    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $112797.67    | 0.00%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7750000 | PA      | $8157619.97   | 0.07%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $738302.54    | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      835000 | PA      | $374969.67    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $564426.35    | 0.00%             | 2032-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1151698.42   | 0.01%             | 2032-01-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $300467.91    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $607400.50    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $677775.28    | 0.01%             | 2027-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $563535.21    | 0.00%             | 2027-01-14      | 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        |   996600000 | PA      | $3689207.62   | 0.03%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $452485.97    | 0.00%             | 2027-01-20      | 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        |      700000 | PA      | $787079.06    | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $798573.39    | 0.01%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $416910.16    | 0.00%             | 2030-01-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $561248.85    | 0.00%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $438709.47    | 0.00%             | 2028-02-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $526471.92    | 0.00%             | 2030-01-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $310769.19    | 0.00%             | 2030-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $767391.56    | 0.01%             | 2028-01-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $363571.86    | 0.00%             | 2035-01-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109124.41    | 0.00%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      472000 | PA      | $409764.74    | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $792436.06    | 0.01%             | 2027-01-22      | 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        |     5123000 | PA      | $4406707.09   | 0.04%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      425000 | PA      | $443313.59    | 0.00%             | 2030-01-23      | Fixed         | 0.05%                 | 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      | $415733.15    | 0.00%             | 2030-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $423284.88    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      450000 | PA      | $505751.56    | 0.00%             | 2027-01-23      | 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        |   288350000 | PA      | $1454409.37   | 0.01%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                      | Public Storage Operating Co                                                      | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      200000 | PA      | $200374.83    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1129287.99   | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12166000 | PA      | $6724805.26   | 0.06%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      460000 | PA      | $556186.75    | 0.00%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $111381.72    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $424644.42    | 0.00%             | 2030-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $107757.53    | 0.00%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $243845.70    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $82921.77     | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $336946.08    | 0.00%             | 2027-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $678970.49    | 0.01%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $564013.70    | 0.00%             | 2027-02-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7960000 | PA      | $4173723.22   | 0.04%             | 2052-05-25      | Fixed         | 0.75%                 | 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        |      400000 | PA      | $437583.18    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $619116.57    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $557255.34    | 0.00%             | 2027-10-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1033000 | PA      | $1077186.77   | 0.01%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $336527.32    | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $169732.70    | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     3000000 | PA      | $452983.31    | 0.00%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     6650000 | PA      | $954880.82    | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $364513.92    | 0.00%             | 2031-04-02      | None          | 0.00%                 | 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      | $107073.10    | 0.00%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $449137.29    | 0.00%             | 2027-02-11      | None          | 0.00%                 | 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      | $761093.98    | 0.01%             | 2027-02-11      | 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        |      500000 | PA      | $549678.30    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      350000 | PA      | $338474.18    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      850000 | PA      | $934306.35    | 0.01%             | 2028-02-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |     1296000 | PA      | $1205280.98   | 0.01%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CEPSA FINANCE SA                                          | Cepsa Finance SA                                                                 | CUSIP: 000000000<br>LEI: 959800QEUH8V5SPPCB45 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1324355.01   | 0.01%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $672671.61    | 0.01%             | 2027-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                | Nasdaq Inc                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      300000 | PA      | $319041.74    | 0.00%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $898423.74    | 0.01%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $517380.13    | 0.00%             | 2030-02-20      | Fixed         | 0.01%                 | 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      | $520184.77    | 0.00%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $308525.01    | 0.00%             | 2030-08-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 12350900000 | PA      | $6405682.39   | 0.06%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $604517.31    | 0.01%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5755000 | PA      | $1234052.72   | 0.01%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     6960000 | PA      | $4006558.91   | 0.04%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     3100000 | PA      | $3835082.09   | 0.03%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1950000 | PA      | $2011618.38   | 0.02%             | 2045-05-10      | None          | 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        |     3390000 | PA      | $2493930.25   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                              | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398583.27    | 0.00%             | 2032-03-15      | Fixed         | 1.13%                 | 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      | $556704.38    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | 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      | $779249.43    | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                      | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $219743.94    | 0.00%             | 2028-02-27      | Fixed         | 0.63%                 | 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      | $161907.69    | 0.00%             | 2041-05-28      | 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        |     4218000 | PA      | $4514670.13   | 0.04%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2030000 | PA      | $1042375.80   | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2590000 | PA      | $1962155.98   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $420560.25    | 0.00%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2542696.62   | 0.02%             | 2029-09-20      | Fixed         | 3.45%                 | 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      | $1830446.87   | 0.02%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299193.92    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $428240.73    | 0.00%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $223900.80    | 0.00%             | 2027-03-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    40810000 | PA      | $1668257.84   | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $2326221.04   | 0.02%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   700000000 | PA      | $1288784.08   | 0.01%             | 2041-04-25      | 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        |     1000000 | PA      | $1121846.31   | 0.01%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1182009.52   | 0.01%             | 2029-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7571000 | PA      | $8545534.45   | 0.08%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $334221.14    | 0.00%             | 2032-03-27      | 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        |      300000 | PA      | $333147.68    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                              | Danaher Corp                                                                     | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229386.61    | 0.00%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $623303.09    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $515225.49    | 0.00%             | 2027-04-02      | 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        |     2630000 | PA      | $1627452.48   | 0.01%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1489696.80   | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    10850000 | PA      | $2607802.71   | 0.02%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      250000 | PA      | $277960.09    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $344312.74    | 0.00%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      380000 | PA      | $428432.38    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $244543.46    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    25227000 | PA      | $1986384.64   | 0.02%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $231805.53    | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    69890000 | PA      | $12118533.78  | 0.11%             | 2050-03-16      | Fixed         | 3.39%                 | 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      | $2152625.68   | 0.02%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1138270.67   | 0.01%             | 2027-01-14      | 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        |     2307000 | PA      | $2598456.26   | 0.02%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $224738.33    | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $330398.78    | 0.00%             | 2030-04-08      | 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        |  3525800000 | PA      | $21825597.92  | 0.19%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $228593.11    | 0.00%             | 2030-04-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $389923.81    | 0.00%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $216712.13    | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   437500000 | PA      | $1598229.77   | 0.01%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1051181.29   | 0.01%             | 2030-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     5204000 | PA      | $5839884.68   | 0.05%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $478828.08    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     7190000 | PA      | $7791315.58   | 0.07%             | 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        |      600000 | PA      | $623467.39    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $451211.87    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $549915.37    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     5960000 | PA      | $6369157.94   | 0.06%             | 2030-10-09      | Fixed         | 1.00%                 | 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      | $113904.79    | 0.00%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $963658.68    | 0.01%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $887199.35    | 0.01%             | 2029-04-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1345829.31   | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5410230000 | PA      | $3551819.28   | 0.03%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GUINNESS PARTNERSHIP LTD                                  | Guinness Partnership Ltd/The                                                     | CUSIP: 000000000<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $121334.22    | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN EUROPE                                       | Givaudan Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105455.01    | 0.00%             | 2032-04-22      | Fixed         | 1.63%                 | 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      | $327733.51    | 0.00%             | 2028-04-24      | 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      | $293334.13    | 0.00%             | 2029-12-14      | 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        |   730550000 | PA      | $3717763.17   | 0.03%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    59160000 | PA      | $1856231.54   | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | 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      | $446924.68    | 0.00%             | 2027-04-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $132610.74    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $670368.26    | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRMENICH PRODUCTIONS                                     | Firmenich Productions Participations SAS                                         | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $550683.67    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      423000 | PA      | $435741.52    | 0.00%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127794.17    | 0.00%             | 2050-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      920000 | PA      | $1024359.48   | 0.01%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $367824.72    | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      730000 | PA      | $767798.01    | 0.01%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $571738.60    | 0.01%             | 2026-10-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      500000 | PA      | $498632.14    | 0.00%             | 2032-05-05      | Fixed         | 0.80%                 | 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      | $676646.15    | 0.01%             | 2027-07-30      | Fixed         | 0.83%                 | 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      | $459675.51    | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2500000 | PA      | $1557797.75   | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198046.55    | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1104695.68   | 0.01%             | 2028-05-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $375771.05    | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4591000 | PA      | $4130547.30   | 0.04%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $902428.24    | 0.01%             | 2027-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1122220.72   | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                 | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $582580.59    | 0.01%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $99325.31     | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    87521000 | PA      | $20117582.51  | 0.18%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $344074.00    | 0.00%             | 2026-05-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $557875.17    | 0.00%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4400000 | PA      | $2509804.86   | 0.02%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $330509.76    | 0.00%             | 2031-05-18      | Fixed         | 2.00%                 | 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      | $556094.52    | 0.00%             | 2027-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      639000 | PA      | $564612.44    | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | 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      | $441290.86    | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $485456.50    | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $180296.07    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4257000 | PA      | $4719671.11   | 0.04%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $460517.24    | 0.00%             | 2032-05-20      | Fixed         | 1.00%                 | 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      | $684481.70    | 0.01%             | 2026-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $678274.49    | 0.01%             | 2027-08-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $568414.15    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      327000 | PA      | $363405.74    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $215918.50    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $310431.31    | 0.00%             | 2032-05-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $624256.79    | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $176099.36    | 0.00%             | 2040-05-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $519302.83    | 0.00%             | 2026-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $571376.64    | 0.01%             | 2031-10-22      | 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        |      500000 | PA      | $511364.67    | 0.00%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $451050.41    | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      310000 | PA      | $177159.70    | 0.00%             | 2030-11-27      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   398100000 | PA      | $58786118.65  | 0.52%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   196060000 | PA      | $28951535.85  | 0.26%             | 2030-05-21      | Fixed         | 2.68%                 | 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      | $1774960.85   | 0.02%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                          | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $327198.16    | 0.00%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| SOCIETE FONCIERE LYONNAI                                  | Societe Fonciere Lyonnaise SA                                                    | CUSIP: 000000000<br>LEI: 969500B0S40FTUVKD182 | Long             | DBT              |  | FR        |      500000 | PA      | $567449.14    | 0.01%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113300.34    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344715.03    | 0.00%             | 2026-01-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5770000 | PA      | $1152914.35   | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11520000 | PA      | $2301832.47   | 0.02%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $212051.20    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                         | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $630842.04    | 0.01%             | 2025-12-17      | 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        |    23823000 | PA      | $24046700.31  | 0.21%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $294379.66    | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220655.48    | 0.00%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $660491.88    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $877946.30    | 0.01%             | 2035-06-10      | 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        |     2248000 | PA      | $2470813.98   | 0.02%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $333093.61    | 0.00%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15700000 | PA      | $2261420.86   | 0.02%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $568976.34    | 0.01%             | 2026-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $746110.27    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $77442.35     | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK CAPITAL FINANCE                                    | Mohawk Capital Finance SA                                                        | CUSIP: 000000000<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $340882.46    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1387000 | PA      | $1438317.44   | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID NORTH                                  | Northern Powergrid Northeast PLC                                                 | CUSIP: 000000000<br>LEI: 21380072EMKFDZSTLD28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $218403.30    | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5774000 | PA      | $4851738.06   | 0.04%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      790000 | PA      | $854246.16    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      920000 | PA      | $678056.07    | 0.01%             | 2040-09-15      | 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        |      400000 | PA      | $452991.47    | 0.00%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9570000 | PA      | $2299382.16   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $444093.45    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $713660.33    | 0.01%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                               | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108617.86    | 0.00%             | 2031-06-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $225272.31    | 0.00%             | 2027-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212774.41    | 0.00%             | 2030-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    12730000 | PA      | $13239561.26  | 0.12%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114813.56    | 0.00%             | 2028-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $444094.95    | 0.00%             | 2029-06-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $107524.91    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $410752.29    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $637038.97    | 0.01%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1297617.33   | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $410046.71    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $776416.93    | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $543493.74    | 0.00%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      461538 | PA      | $522462.16    | 0.00%             | 2040-06-30      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $454211.07    | 0.00%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      400000 | PA      | $419643.64    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $225625.87    | 0.00%             | 2028-07-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISBANE AIRPORT CORP                                     | Brisbane Airport Corp Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $192709.86    | 0.00%             | 2030-12-30      | 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        |     5000000 | PA      | $715866.57    | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $876550.42    | 0.01%             | 2051-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELVETIA EUROPE SA                                        | Helvetia Europe SA                                                               | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $219484.96    | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      350000 | PA      | $351271.19    | 0.00%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $423145.09    | 0.00%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $427490.43    | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $411262.36    | 0.00%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $262860.42    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRAINGER PLC                                              | Grainger PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              |  | GB        |      300000 | PA      | $362035.18    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $430893.06    | 0.00%             | 2040-10-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $178908.68    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $205528.59    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $756110.82    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $111980.79    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7977000 | PA      | $1884878.45   | 0.02%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2530138.34   | 0.02%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    29450000 | PA      | $4383092.59   | 0.04%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1430000 | PA      | $1595783.81   | 0.01%             | 2027-06-17      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      670000 | PA      | $586142.23    | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $204150.06    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $107086.84    | 0.00%             | 2030-01-06      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3084850000 | PA      | $19036845.55  | 0.17%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $632756.29    | 0.01%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $331572.00    | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANN BETEILIGUNG NDS                                      | Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | CUSIP: 000000000<br>LEI: 391200ZYVJJCJO6H7178 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $89426.28     | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   823150000 | PA      | $3155574.98   | 0.03%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $225522.87    | 0.00%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $327756.60    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      840000 | PA      | $979621.68    | 0.01%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $444610.78    | 0.00%             | 2028-07-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1202512.03   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      462000 | PA      | $531127.25    | 0.00%             | 2027-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5060000 | PA      | $5714361.21   | 0.05%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    79700000 | PA      | $11941508.01  | 0.11%             | 2029-05-21      | Fixed         | 3.65%                 | 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      | $17241910.40  | 0.15%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1530000 | PA      | $597472.41    | 0.01%             | 2041-05-15      | 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        |  1066550000 | PA      | $5386083.59   | 0.05%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $944316.99    | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HYDE HOUSING ASSOC LTD                                    | Hyde Housing Association Ltd                                                     | CUSIP: 000000000<br>LEI: 213800WOZ2BUYBVOGK96 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $221704.62    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      950000 | PA      | $974094.80    | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 60396000000 | PA      | $3781832.53   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $252546.80    | 0.00%             | 2050-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    50000000 | PA      | $1528217.24   | 0.01%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1440000 | PA      | $669133.43    | 0.01%             | 2037-11-20      | 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        |      300000 | PA      | $133113.97    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $714998.28    | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      225000 | PA      | $278028.47    | 0.00%             | 2028-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $1192025.17   | 0.01%             | 2030-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $112239.30    | 0.00%             | 2029-06-01      | 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        |      200000 | PA      | $108452.19    | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $261132.84    | 0.00%             | 2035-09-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $339777.40    | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $755093.28    | 0.01%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $214758.72    | 0.00%             | 2052-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24150000 | PA      | $981777.96    | 0.01%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4340000 | PA      | $2429056.70   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $750680.74    | 0.01%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ORANO SA                                                  | Orano SA                                                                         | CUSIP: 000000000<br>LEI: 969500161UMNDC85C891 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $920041.93    | 0.01%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10010000 | PA      | $10412484.23  | 0.09%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      250000 | PA      | $215211.86    | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $442681.81    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | 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      | $738313.17    | 0.01%             | 2032-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $98268.20     | 0.00%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $969757.36    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | 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      | $696141.57    | 0.01%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $216134.36    | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| BEVCO LUX SARL                                            | Bevco Lux Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900A04GL02604LJ24 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $452971.58    | 0.00%             | 2027-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $547327.42    | 0.00%             | 2029-09-18      | Fixed         | 1.63%                 | 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      | $522224.45    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3690000 | PA      | $738893.67    | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      550000 | PA      | $547455.38    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | 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      | $331172.25    | 0.00%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $450686.17    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | 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      | $87815.80     | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | 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      | $256642.50    | 0.00%             | 2035-09-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $305449.03    | 0.00%             | 2030-09-23      | 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      | $368749.96    | 0.00%             | 2027-09-23      | 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        |      300000 | PA      | $328276.85    | 0.00%             | 2028-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   118610000 | PA      | $21991861.04  | 0.19%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64500000 | PA      | $11959152.15  | 0.11%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $545666.19    | 0.00%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SATO-OYJ                                                  | SATO Oyj                                                                         | CUSIP: 000000000<br>LEI: 7437009ELUGUOA45V564 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $112288.31    | 0.00%             | 2028-02-24      | 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        |      400000 | PA      | $404080.62    | 0.00%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $665979.75    | 0.01%             | 2030-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1832013.97   | 0.02%             | 2030-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5474040000 | PA      | $3115160.15   | 0.03%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                                                 | Avinor AS                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |      350000 | PA      | $364970.55    | 0.00%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $98956.21     | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $165703.95    | 0.00%             | 2040-10-15      | 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        |     9930000 | PA      | $10422501.17  | 0.09%             | 2031-04-01      | Fixed         | 0.90%                 | 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        |     2200000 | PA      | $2408173.63   | 0.02%             | 2028-02-25      | 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        |  2179200000 | PA      | $13398559.99  | 0.12%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $221193.70    | 0.00%             | 2027-10-08      | 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      | $336253.91    | 0.00%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1078014.86   | 0.01%             | 2028-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $192388.08    | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $290323.79    | 0.00%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   581950000 | PA      | $2209305.07   | 0.02%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $338492.84    | 0.00%             | 2035-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      899000 | PA      | $1032241.89   | 0.01%             | 2029-07-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $918217.30    | 0.01%             | 2030-10-14      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1600000 | PA      | $1605784.95   | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $156447.59    | 0.00%             | 2054-04-05      | Fixed         | 2.92%                 | 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      | $329693.30    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      800000 | PA      | $893169.36    | 0.01%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $995599.41    | 0.01%             | 2028-07-15      | 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        |      800000 | PA      | $807912.35    | 0.01%             | 2031-02-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      803000 | PA      | $443520.72    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    37430000 | PA      | $8614919.63   | 0.08%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    30000000 | PA      | $3131187.27   | 0.03%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $249165.50    | 0.00%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $411481.11    | 0.00%             | 2031-10-26      | Fixed         | 0.65%                 | 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      | $873646.68    | 0.01%             | 2030-11-20      | 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        |  1586750000 | PA      | $7947583.07   | 0.07%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1900000 | PA      | $1943339.60   | 0.02%             | 2030-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2500000 | PA      | $1772034.17   | 0.02%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1784450000 | PA      | $866682.71    | 0.01%             | 2070-09-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4523980000 | PA      | $2965042.94   | 0.03%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $794007.97    | 0.01%             | 2026-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $171011.18    | 0.00%             | 2030-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $333375.62    | 0.00%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1125000 | PA      | $1210270.07   | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $202477.84    | 0.00%             | 2030-10-29      | 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        |    70300000 | PA      | $10826517.63  | 0.10%             | 2030-10-26      | Fixed         | 3.79%                 | 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      | $2002058.74   | 0.02%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $472301.10    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    45050000 | PA      | $6911355.12   | 0.06%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $3061661.82   | 0.03%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1101942.37   | 0.01%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                                  | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $471152.74    | 0.00%             | 2032-11-05      | 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        |     1200000 | PA      | $597560.30    | 0.01%             | 2051-01-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2225000 | PA      | $1193105.04   | 0.01%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57415000 | PA      | $1731162.82   | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1607000 | PA      | $1234634.30   | 0.01%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $418967.85    | 0.00%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1078920000 | PA      | $2396662.89   | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DAA FINANCE PLC                                           | DAA Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 635400KLDJPEGQCL6H42 | Long             | DBT              | CORP              | IE        |      650000 | PA      | $672673.48    | 0.01%             | 2032-11-05      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      300000 | PA      | $312269.49    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      650000 | PA      | $366278.58    | 0.00%             | 2031-03-10      | Fixed         | 1.25%                 | 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      | $64305.54     | 0.00%             | 2026-05-18      | 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        |     4000000 | PA      | $2247349.54   | 0.02%             | 2030-11-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $2454312.40   | 0.02%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2896000 | PA      | $1522481.22   | 0.01%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $101411.97    | 0.00%             | 2031-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1208705.67   | 0.01%             | 2032-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $505954.61    | 0.00%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $429295.04    | 0.00%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                              | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $756675.61    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $210524.99    | 0.00%             | 2051-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     9550000 | PA      | $1468527.70   | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    26000000 | PA      | $3998085.87   | 0.04%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $551261.74    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $70205.67     | 0.00%             | 2040-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    14910000 | PA      | $1014308.33   | 0.01%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      726000 | PA      | $685411.61    | 0.01%             | 2033-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $334300.33    | 0.00%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      286000 | PA      | $183620.78    | 0.00%             | 2026-06-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      425000 | PA      | $466254.18    | 0.00%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2095000 | PA      | $1814220.34   | 0.02%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $266262.16    | 0.00%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1150000 | PA      | $1206020.98   | 0.01%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $483317.96    | 0.00%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $204886.33    | 0.00%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1430273.54   | 0.01%             | 2032-12-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      923000 | PA      | $931231.21    | 0.01%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CLOSE BROTHERS FIN PLC                                    | Close Brothers Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110685.76    | 0.00%             | 2030-12-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $789716.06    | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                        | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $324263.55    | 0.00%             | 2028-12-10      | 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        |     3400000 | PA      | $1879700.68   | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $339510.88    | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $394275.91    | 0.00%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $637815.79    | 0.01%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $504871.66    | 0.00%             | 2026-12-14      | 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        |      390000 | PA      | $139272.95    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1990000 | PA      | $2023356.49   | 0.02%             | 2031-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      750000 | PA      | $827054.74    | 0.01%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                               | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      400000 | PA      | $395638.75    | 0.00%             | 2031-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2955000 | PA      | $2939484.39   | 0.03%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $429646.07    | 0.00%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1105464.13   | 0.01%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $218057.57    | 0.00%             | 2041-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1196657.61   | 0.01%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                                 | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $742350.60    | 0.01%             | 2029-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $251989.85    | 0.00%             | 2026-12-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      200000 | PA      | $261575.85    | 0.00%             | 2025-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $193492.16    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3180000 | PA      | $3263009.94   | 0.03%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $403686.24    | 0.00%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38116000000 | PA      | $2329360.65   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $985103.44    | 0.01%             | 2029-01-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     5240000 | PA      | $5662234.67   | 0.05%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $349468.97    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $107070.63    | 0.00%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $142706.39    | 0.00%             | 2043-01-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $401074.62    | 0.00%             | 2031-07-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $397072.56    | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      454000 | PA      | $467788.86    | 0.00%             | 2030-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      650000 | PA      | $621330.09    | 0.01%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $205897.94    | 0.00%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $806421.76    | 0.01%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1074599.14   | 0.01%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      300000 | PA      | $298409.92    | 0.00%             | 2031-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $706335.38    | 0.01%             | 2028-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $961922.98    | 0.01%             | 2030-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $168021.08    | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $259411.66    | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $206026.72    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HEMSO TREASURY OYJ                                        | Hemso Treasury Oyj                                                               | CUSIP: 000000000<br>LEI: 743700D3NKZC0VKKPY05 | Long             | DBT              | CORP              | FI        |      420000 | PA      | $455958.72    | 0.00%             | 2028-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      280000 | PA      | $197232.80    | 0.00%             | 2041-01-18      | Fixed         | 0.10%                 | 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      | $86498.01     | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $547779.63    | 0.00%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                        | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $216178.25    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    24000000 | PA      | $2451365.29   | 0.02%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5456000 | PA      | $5505651.42   | 0.05%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $605821.41    | 0.01%             | 2031-01-20      | 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        |     4033000 | PA      | $4447160.47   | 0.04%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7770000 | PA      | $1833632.21   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $909745.60    | 0.01%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $171502.56    | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $1975120.51   | 0.02%             | 2031-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $387476.55    | 0.00%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $850246.92    | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      375000 | PA      | $269454.09    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $100842.16    | 0.00%             | 2031-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $419510.84    | 0.00%             | 2026-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $505563.69    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $559799.16    | 0.00%             | 2027-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   260990000 | PA      | $552473.92    | 0.00%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $486079.99    | 0.00%             | 2037-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $95939.16     | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $548391.60    | 0.00%             | 2028-01-26      | Fixed         | 0.01%                 | 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      | $2603778.19   | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SAGAX EURO MTN                                            | Sagax Euro Mtn NL BV                                                             | CUSIP: 000000000<br>LEI: 549300M3FFATWSV78G84 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $331981.75    | 0.00%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $190603.94    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1950000 | PA      | $1274119.83   | 0.01%             | 2025-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $329037.53    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    13025000 | PA      | $1767354.56   | 0.02%             | 2031-11-15      | 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        |      250000 | PA      | $125271.15    | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $399359.18    | 0.00%             | 2031-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $979811.13    | 0.01%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1227349.73   | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $99793.41     | 0.00%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $201457.24    | 0.00%             | 2031-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $2341998.79   | 0.02%             | 2029-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2925000 | PA      | $3492078.72   | 0.03%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     5360000 | PA      | $6194565.29   | 0.05%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $630693.87    | 0.01%             | 2026-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2850000 | PA      | $3112825.11   | 0.03%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1862790000 | PA      | $1302246.87   | 0.01%             | 2026-03-10      | Fixed         | 1.25%                 | 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      | $1681920.75   | 0.01%             | 2031-02-20      | 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        |     1000000 | PA      | $989314.60    | 0.01%             | 2031-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                       | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      200000 | PA      | $216888.73    | 0.00%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3870000 | PA      | $2097770.14   | 0.02%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ESSITY AB                                                 | Essity AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $557370.42    | 0.00%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3980000 | PA      | $1403371.06   | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      350000 | PA      | $342247.22    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1071000 | PA      | $515171.83    | 0.00%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $324227.17    | 0.00%             | 2029-08-09      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 19447190000 | PA      | $10811297.12  | 0.10%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $624958.09    | 0.01%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $246181.51    | 0.00%             | 2027-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2705000 | PA      | $1532268.40   | 0.01%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $705346.09    | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $748230.08    | 0.01%             | 2029-02-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $250279.85    | 0.00%             | 2036-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                           | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $425390.58    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | 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      | $155276.38    | 0.00%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $415598.44    | 0.00%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $626013.28    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $206673.76    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1100000 | PA      | $1210559.75   | 0.01%             | 2029-01-15      | 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        |    15000000 | PA      | $2192185.68   | 0.02%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14929000 | PA      | $1271531.93   | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                           | SpareBank 1 SMN                                                                  | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $436215.68    | 0.00%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVEWEST TREASURY PLC                                     | LiveWest Treasury PLC                                                            | CUSIP: 000000000<br>LEI: 2138003KE7A61PG6CK49 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $57323.76     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $604396.67    | 0.01%             | 2028-02-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $330222.91    | 0.00%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $502714.96    | 0.00%             | 2031-02-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $476730.29    | 0.00%             | 2033-02-24      | 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        |     5553000 | PA      | $5676669.44   | 0.05%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $413718.50    | 0.00%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $862773.26    | 0.01%             | 2028-12-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| H&M FINANCE BV                                            | H&M Finance BV                                                                   | CUSIP: 000000000<br>LEI: 25490079TX62U2IW2D78 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $157672.49    | 0.00%             | 2029-08-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $483250.00    | 0.00%             | 2033-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $172355.27    | 0.00%             | 2036-02-22      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    20597000 | PA      | $5406929.34   | 0.05%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHARTER HALL LWR LTD                                      | Charter Hall LWR Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 254900TA7FL0KBPZO814 | Long             | DBT              |  | AU        |      100000 | PA      | $61751.67     | 0.00%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1008726.36   | 0.01%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1208879.51   | 0.01%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      792000 | PA      | $762029.14    | 0.01%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $972279.52    | 0.01%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $208288.14    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO ASSICURA                                  | Intesa Sanpaolo Assicurazioni SpA                                                | CUSIP: 000000000<br>LEI: 549300UM31PJ24TTSR94 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $274637.24    | 0.00%             | 2030-12-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      200000 | PA      | $201401.38    | 0.00%             | 2031-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      250000 | PA      | $279870.51    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EASYJET FINCO BV                                          | easyJet FinCo BV                                                                 | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $511302.98    | 0.00%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $518827.74    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $211910.26    | 0.00%             | 2030-03-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $290255.05    | 0.00%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $203776.95    | 0.00%             | 2033-03-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      180000 | PA      | $163638.77    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    23670000 | PA      | $20569037.27  | 0.18%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co.                                             | Coca-Cola Co.                                                                    | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      676000 | PA      | $721050.35    | 0.01%             | 2029-03-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $236305.61    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AURIZON FINANCE PTY LTD                                   | Aurizon Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 8945002Q8CO1BE22YB71 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $63094.26     | 0.00%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $500759.68    | 0.00%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                              | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $320099.92    | 0.00%             | 2029-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $105153.52    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      550000 | PA      | $449698.73    | 0.00%             | 2041-03-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                              | Mondelez International, Inc.                                                     | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193536.43    | 0.00%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     1230000 | PA      | $1378853.10   | 0.01%             | 2027-06-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $424257.70    | 0.00%             | 2030-06-08      | 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        |      750000 | PA      | $733325.06    | 0.01%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   283450000 | PA      | $43609291.35  | 0.39%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    63900000 | PA      | $9831129.71   | 0.09%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $143751.03    | 0.00%             | 2041-03-18      | 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        |      300000 | PA      | $298072.70    | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2505000 | PA      | $2137842.15   | 0.02%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $196572.26    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $322806.66    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $995928.19    | 0.01%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $89823.45     | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | 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        |     1400000 | PA      | $1479162.39   | 0.01%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $392460.61    | 0.00%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104929.69    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208822.13    | 0.00%             | 2030-03-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $343737.28    | 0.00%             | 2026-03-23      | Fixed         | 0.88%                 | 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      | $202012.55    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $505990.47    | 0.00%             | 2042-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1206360.01   | 0.01%             | 2031-03-22      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      627000 | PA      | $670282.24    | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $118428.32    | 0.00%             | 2031-03-23      | Fixed         | 3.00%                 | 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      | $102177.02    | 0.00%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                           | Simon International Finance SCA                                                  | CUSIP: 000000000<br>LEI: 549300KMCOJGU910PF77 | Long             | DBT              |  | LU        |      300000 | PA      | $292633.21    | 0.00%             | 2033-03-19      | Fixed         | 1.13%                 | 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      | $647376.79    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |     1305000 | PA      | $1316352.00   | 0.01%             | 2031-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $595351.85    | 0.01%             | 2036-03-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $645060.20    | 0.01%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6067000 | PA      | $6677048.73   | 0.06%             | 2028-01-31      | None          | 0.00%                 | 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        |      200000 | PA      | $186274.61    | 0.00%             | 2036-03-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                      | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |     1225000 | PA      | $1343833.55   | 0.01%             | 2028-03-25      | Fixed         | 0.38%                 | 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      | $88937.12     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $672751.08    | 0.01%             | 2027-03-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                              | Storebrand Livsforsikring AS                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX9TZC13 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $208478.55    | 0.00%             | 2051-09-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120981.75    | 0.00%             | 2028-11-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LTD                                     | Lendlease Finance Ltd                                                            | CUSIP: 000000000<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $57833.80     | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CARMILA SA                                                | Carmila SA                                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |      300000 | PA      | $331911.43    | 0.00%             | 2029-04-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $228540.11    | 0.00%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1250000 | PA      | $1275191.43   | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4380000 | PA      | $1121463.71   | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | 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      | $114252.74    | 0.00%             | 2026-04-08      | 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      | $262043.00    | 0.00%             | 2030-04-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $316507.89    | 0.00%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $217657.90    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311413.99    | 0.00%             | 2041-10-07      | 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        |      700000 | PA      | $740225.50    | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $99354.67     | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $279585.77    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $190919.28    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $204035.29    | 0.00%             | 2031-04-30      | 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      | $241961.64    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $217882.64    | 0.00%             | 2028-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $320561.40    | 0.00%             | 2029-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZURICH                                          | Canton of Zurich                                                                 | CUSIP: 000000000<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | NUSS              | CH        |      300000 | PA      | $358991.77    | 0.00%             | 2033-11-10      | None          | 0.00%                 | 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      | $326727.04    | 0.00%             | 2028-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6061000 | PA      | $3416674.89   | 0.03%             | 2032-11-21      | 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        |      330000 | PA      | $139650.07    | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $275898.95    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2877000 | PA      | $2523816.54   | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    25090000 | PA      | $4639056.74   | 0.04%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $10169315.29  | 0.09%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $598651.86    | 0.01%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $615145.79    | 0.01%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANIMA HOLDING SPA                                         | Anima Holding SpA                                                                | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $111447.57    | 0.00%             | 2028-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $174090.18    | 0.00%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1098000 | PA      | $850243.24    | 0.01%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $333683.30    | 0.00%             | 2029-04-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $229180.41    | 0.00%             | 2026-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224262.97    | 0.00%             | 2033-04-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                  | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $913444.08    | 0.01%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $569772.64    | 0.01%             | 2033-04-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    31000000 | PA      | $1260887.31   | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4516410000 | PA      | $3021188.11   | 0.03%             | 2031-06-10      | Fixed         | 2.00%                 | 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      | $112366.06    | 0.00%             | 2028-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DANFOSS FIN 2 BV                                          | Danfoss Finance II BV                                                            | CUSIP: 000000000<br>LEI: 549300NZCU7GI52SSK89 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $307344.25    | 0.00%             | 2031-04-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $391267.27    | 0.00%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $167703.28    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      425000 | PA      | $452311.10    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $98049.73     | 0.00%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $327096.90    | 0.00%             | 2025-11-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $169498.34    | 0.00%             | 2041-04-28      | 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      | $4003073.76   | 0.04%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $529430.75    | 0.00%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $401545.80    | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | 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      | $220221.95    | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    31721000 | PA      | $34432212.29  | 0.30%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $342930.76    | 0.00%             | 2036-05-02      | Fixed         | 0.25%                 | 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      | $494953.74    | 0.00%             | 2031-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      400000 | PA      | $440177.97    | 0.00%             | 2027-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2650000 | PA      | $804048.66    | 0.01%             | 2026-02-27      | Fixed         | 0.50%                 | 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      | $453087.17    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PARAGON TREASURY PLC                                      | Paragon Treasury Plc                                                             | CUSIP: 000000000<br>LEI: 213800Q65UKPKCQBC252 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $94321.99     | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | 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        |      200000 | PA      | $199141.30    | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $332418.43    | 0.00%             | 2030-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $183191.27    | 0.00%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $216219.16    | 0.00%             | 2029-05-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $452093.01    | 0.00%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $227724.77    | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $414367.69    | 0.00%             | 2031-05-17      | 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      | $452336.15    | 0.00%             | 2027-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $745030.19    | 0.01%             | 2029-07-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5040000 | PA      | $2678440.03   | 0.02%             | 2050-08-15      | None          | 0.00%                 | 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        |     1000000 | PA      | $530604.35    | 0.00%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $309954.27    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $533722.24    | 0.00%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                          | BorgWarner, Inc.                                                                 | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205142.12    | 0.00%             | 2031-05-19      | 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        |     5447000 | PA      | $6000884.98   | 0.05%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      680000 | PA      | $740187.39    | 0.01%             | 2028-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $415133.21    | 0.00%             | 2032-05-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      100000 | PA      | $98363.26     | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1281965.60   | 0.01%             | 2028-08-24      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1230000 | PA      | $821302.19    | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1123532.86   | 0.01%             | 2028-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $617355.25    | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1267122.07   | 0.01%             | 2026-12-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |      250000 | PA      | $268066.08    | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd.                                        | CIMIC Finance Ltd.                                                               | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $754134.06    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | Technip Energies NV                                                              | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $332235.18    | 0.00%             | 2028-05-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1027819.93   | 0.01%             | 2031-11-28      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $860231.24    | 0.01%             | 2029-06-02      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1012946.57   | 0.01%             | 2030-12-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    15000000 | PA      | $2301881.79   | 0.02%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $588162.35    | 0.01%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $407027.57    | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $650684.81    | 0.01%             | 2028-11-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      509000 | PA      | $544816.11    | 0.00%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $324849.73    | 0.00%             | 2028-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                         | Hammerson Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              |  | IE        |      650000 | PA      | $739857.74    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $94238.07     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | 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      | $1696182.32   | 0.01%             | 2061-03-20      | Fixed         | 0.70%                 | 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      | $931457.66    | 0.01%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3036696.91   | 0.03%             | 2031-05-27      | Fixed         | 3.02%                 | 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      | $5266998.88   | 0.05%             | 2031-05-24      | Fixed         | 3.52%                 | 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      | $4593312.97   | 0.04%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $421784.33    | 0.00%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      850000 | PA      | $1082896.76   | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KNAB NV                                                   | Knab NV                                                                          | CUSIP: 000000000<br>LEI: 549300772D1G8JPIUR96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $171683.15    | 0.00%             | 2036-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     1225000 | PA      | $961336.57    | 0.01%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      325000 | PA      | $309904.27    | 0.00%             | 2034-02-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $284370.98    | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    16860000 | PA      | $1755797.75   | 0.02%             | 2026-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1033715.46   | 0.01%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $317536.12    | 0.00%             | 2026-12-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $734355.21    | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2885000 | PA      | $1492158.23   | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      170000 | PA      | $171028.60    | 0.00%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      400000 | PA      | $433196.06    | 0.00%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSMISSION FINANCE DAC                                  | Transmission Finance DAC                                                         | CUSIP: 000000000<br>LEI: 549300X8ZBHYD3ZZIP60 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $108551.41    | 0.00%             | 2028-06-18      | 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        |      549000 | PA      | $530243.47    | 0.00%             | 2033-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $77959.39     | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING NV                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $102305.98    | 0.00%             | 2051-06-16      | Fixed         | 1.38%                 | 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      | $522100.33    | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $380418.18    | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     1150000 | PA      | $1252205.71   | 0.01%             | 2028-06-21      | Fixed         | 0.38%                 | 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        |      900000 | PA      | $918819.78    | 0.01%             | 2052-06-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1129236.16   | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $471618.86    | 0.00%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4010000 | PA      | $4009521.33   | 0.04%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      500000 | PA      | $538062.64    | 0.00%             | 2029-06-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $385810.09    | 0.00%             | 2026-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $224319.33    | 0.00%             | 2032-12-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2999000 | PA      | $3035906.99   | 0.03%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $123168.96    | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $404242.37    | 0.00%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1094158.74   | 0.01%             | 2029-06-24      | Fixed         | 0.63%                 | 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      | $761681.26    | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                                       | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $126674.91    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    11186000 | PA      | $11388279.32  | 0.10%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $263417.69    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1605000 | PA      | $1228224.15   | 0.01%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $199917.11    | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1020000 | PA      | $1019452.56   | 0.01%             | 2031-06-30      | 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        |    19598000 | PA      | $4389915.75   | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3360000 | PA      | $1950326.86   | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4539000 | PA      | $5163200.00   | 0.05%             | 2026-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191302.45    | 0.00%             | 2033-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $768938.25    | 0.01%             | 2033-07-06      | 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      | $1592541.62   | 0.01%             | 2029-01-24      | 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        |   600000000 | PA      | $637545.25    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1185700000 | PA      | $7200467.04   | 0.06%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $499348.26    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $544527.92    | 0.00%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      500000 | PA      | $500739.78    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 43000000000 | PA      | $2654069.81   | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $188909.56    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 39000000000 | PA      | $2356938.19   | 0.02%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $184323.32    | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $516438.14    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $506455.80    | 0.00%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $229074.31    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $107790.62    | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $397397.81    | 0.00%             | 2031-07-15      | None          | 0.00%                 | 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        |      900000 | PA      | $972793.26    | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $422511.99    | 0.00%             | 2028-07-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1218557.27   | 0.01%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $214516.97    | 0.00%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    68724000 | PA      | $2116572.89   | 0.02%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $697653.34    | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $223309.25    | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $182582.87    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      350000 | PA      | $335566.05    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    68200000 | PA      | $10382624.13  | 0.09%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      200000 | PA      | $30447.58     | 0.00%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $309297.79    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109807.50    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $787626.87    | 0.01%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $391601.33    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | 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      | $949832.32    | 0.01%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $864072.46    | 0.01%             | 2033-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $649531.42    | 0.01%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1082395.03   | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $197994.65    | 0.00%             | 2031-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $553614.87    | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia                                                              | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $539642.71    | 0.00%             | 2028-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $593965.00    | 0.01%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $283089.84    | 0.00%             | 2033-09-01      | 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      | $323413.68    | 0.00%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $192499.65    | 0.00%             | 2051-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                  | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $87689.70     | 0.00%             | 2031-09-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $452379.43    | 0.00%             | 2031-12-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206632.46    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | 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      | $326896.78    | 0.00%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      350000 | PA      | $377774.42    | 0.00%             | 2028-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CZECH GAS NETWORKS INV                                    | Czech Gas Networks Investments Sarl                                              | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |     1150000 | PA      | $1206209.04   | 0.01%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    10500000 | PA      | $1606693.96   | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      400000 | PA      | $452547.06    | 0.00%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $704916.46    | 0.01%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $248175.82    | 0.00%             | 2032-12-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $456167.75    | 0.00%             | 2028-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                          | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $330915.67    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $551722.39    | 0.00%             | 2028-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1088316.09   | 0.01%             | 2029-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $430280.92    | 0.00%             | 2028-12-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $190179.31    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $561481.73    | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2500000 | PA      | $2531688.57   | 0.02%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1027334.96   | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $671695.29    | 0.01%             | 2032-09-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3053000 | PA      | $2367850.71   | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $229380.91    | 0.00%             | 2028-03-14      | Fixed         | 2.25%                 | 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      | $88808.72     | 0.00%             | 2051-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                             | Comcast Corp.                                                                    | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104853.09    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      650000 | PA      | $608905.54    | 0.01%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $302580.50    | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $331083.91    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $141272.38    | 0.00%             | 2041-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $575926.65    | 0.01%             | 2029-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESSITY CAPITAL BV                                         | Essity Capital BV                                                                | CUSIP: 000000000<br>LEI: 549300SRFHCXJHBMHF58 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $580225.86    | 0.01%             | 2029-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UTMOST GROUP                                              | Utmost Group PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004N53RFLL6JDQ41 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119217.18    | 0.00%             | 2031-12-15      | 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        |     1600000 | PA      | $1575240.22   | 0.01%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $481102.10    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $57079.82     | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      575000 | PA      | $368065.84    | 0.00%             | 2051-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PLATFORM HG FINANCE PLC                                   | Platform HG Financing PLC                                                        | CUSIP: 000000000<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $286089.73    | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $386591.41    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | 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      | $319152.85    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $925869.85    | 0.01%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      550000 | PA      | $614938.81    | 0.01%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $285902.56    | 0.00%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3080000 | PA      | $1207618.73   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | 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      | $224236.58    | 0.00%             | 2082-03-21      | Fixed         | 1.00%                 | 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      | $566313.95    | 0.01%             | 2027-09-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $361057.15    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $215058.89    | 0.00%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $253770.86    | 0.00%             | 2036-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1325000 | PA      | $1493093.26   | 0.01%             | 2026-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $583993.26    | 0.01%             | 2029-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1078252.54   | 0.01%             | 2028-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $239356.49    | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE EUROPE BV                                   | Bunge Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 549300BIPDLRC1B3OO64 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $330576.95    | 0.00%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $261718.06    | 0.00%             | 2025-12-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113997.51    | 0.00%             | 2031-12-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    77969000 | PA      | $4102467.45   | 0.04%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $242224.30    | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $465169.88    | 0.00%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $61132.91     | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | 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      | $297238.87    | 0.00%             | 2031-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $508613.71    | 0.00%             | 2030-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $904283.16    | 0.01%             | 2026-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3012870.13   | 0.03%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1130542.23   | 0.01%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1722000 | PA      | $1298102.30   | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $322534.07    | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                      | Computershare US Inc                                                             | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501684.48    | 0.00%             | 2031-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $309779.03    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1997200000 | PA      | $1187975.07   | 0.01%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      450000 | PA      | $471368.25    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $499369.09    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | 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      | $442324.61    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $97681.44     | 0.00%             | 2036-10-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $207951.83    | 0.00%             | 2029-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $424796.34    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | 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      | $494378.23    | 0.00%             | 2033-10-18      | Fixed         | 1.13%                 | 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      | $419136.03    | 0.00%             | 2041-10-18      | Fixed         | 1.63%                 | 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        |      200000 | PA      | $150156.61    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                     | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $523223.13    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1761461.45   | 0.02%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $408009.98    | 0.00%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $387921.10    | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1149644.53   | 0.01%             | 2030-01-18      | 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        |   410700000 | PA      | $1550327.13   | 0.01%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41420000 | PA      | $1367213.16   | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    12000000 | PA      | $1244166.27   | 0.01%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6492000 | PA      | $5566335.69   | 0.05%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $339839.46    | 0.00%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $307551.31    | 0.00%             | 2042-04-21      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $96631.44     | 0.00%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1244934.81   | 0.01%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4248000 | PA      | $2573907.99   | 0.02%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41200000 | PA      | $7405163.50   | 0.07%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $898684.89    | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   857300000 | PA      | $4231233.49   | 0.04%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                              | DBS Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      500000 | PA      | $564504.18    | 0.00%             | 2026-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3013140000 | PA      | $2048248.51   | 0.02%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1353000 | PA      | $1521341.45   | 0.01%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $298970.59    | 0.00%             | 2031-10-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $436711.41    | 0.00%             | 2028-10-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2524000 | PA      | $1936782.32   | 0.02%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                                           | HOWOGE Wohnungsbaugesellschaft mbH                                               | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $865701.05    | 0.01%             | 2028-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $542747.32    | 0.00%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $122135.62    | 0.00%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $127247.43    | 0.00%             | 2026-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      377000 | PA      | $380844.78    | 0.00%             | 2033-04-29      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      500000 | PA      | $523723.72    | 0.00%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2010000 | PA      | $2053218.29   | 0.02%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $753862.75    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | 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      | $194081.63    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALIAXIS HOLDINGS SA                                       | Aliaxis Holdings SA                                                              | CUSIP: 000000000<br>LEI: 549300SJMVZUK46L0E37 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $540750.65    | 0.00%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $244443.47    | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $659308.41    | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $899810.22    | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1578368.61   | 0.01%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |      400000 | PA      | $396446.01    | 0.00%             | 2031-11-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $748876.52    | 0.01%             | 2025-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $614896.68    | 0.01%             | 2029-11-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $476622.76    | 0.00%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     6733000 | PA      | $1772870.76   | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    14000000 | PA      | $1452354.58   | 0.01%             | 2027-03-01      | 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        |     2138000 | PA      | $2320570.30   | 0.02%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $668610.09    | 0.01%             | 2032-11-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1343338.89   | 0.01%             | 2027-08-16      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                      | Henkel AG & Co. KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $195878.60    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $313842.24    | 0.00%             | 2029-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                        | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $220783.66    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $479389.22    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      400000 | PA      | $392408.72    | 0.00%             | 2033-11-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1232251.87   | 0.01%             | 2032-11-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $96738.46     | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1128036.39   | 0.01%             | 2026-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $506631.37    | 0.00%             | 2030-11-25      | Fixed         | 0.13%                 | 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      | $689755.13    | 0.01%             | 2031-11-25      | Fixed         | 0.30%                 | 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      | $284117.85    | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $168504.98    | 0.00%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $225579.73    | 0.00%             | 2026-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OMNICOM CAPITAL HOLDINGS                                  | Omnicom Capital Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $212558.54    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $326118.62    | 0.00%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $388830.54    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANDVIK AB                                                | Sandvik AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | DBT              | CORP              | SE        |      900000 | PA      | $972648.20    | 0.01%             | 2028-11-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $419344.81    | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1476526.60   | 0.01%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4535236.99   | 0.04%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $292984.43    | 0.00%             | 2031-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $446451.69    | 0.00%             | 2028-05-30      | 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        |      400000 | PA      | $380095.04    | 0.00%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $508935.63    | 0.00%             | 2031-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $452080.94    | 0.00%             | 2027-12-02      | 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        |    27000000 | PA      | $4108524.80   | 0.04%             | 2031-11-05      | Fixed         | 3.30%                 | 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      | $456502.76    | 0.00%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    13630000 | PA      | $2880393.72   | 0.03%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $538350.81    | 0.00%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |     1050000 | PA      | $1185240.75   | 0.01%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1099429.99   | 0.01%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $222789.83    | 0.00%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2862226.63   | 0.03%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $691290.97    | 0.01%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1146413.31   | 0.01%             | 2030-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $170038.56    | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $703782.14    | 0.01%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      100000 | PA      | $100543.50    | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1013425.96   | 0.01%             | 2028-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2751000 | PA      | $2743370.63   | 0.02%             | 2032-02-15      | 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        |  1020700000 | PA      | $6147608.41   | 0.05%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 20485000000 | PA      | $1249944.27   | 0.01%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $311288.06    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $451414.46    | 0.00%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311231.83    | 0.00%             | 2042-07-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      580000 | PA      | $320661.75    | 0.00%             | 2062-02-13      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $302119.45    | 0.00%             | 2032-07-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $551538.55    | 0.00%             | 2028-01-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1334884.67   | 0.01%             | 2029-01-14      | Fixed         | 0.88%                 | 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        |      500000 | PA      | $466673.21    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8840000 | PA      | $8438041.59   | 0.07%             | 2032-05-25      | 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        |      800000 | PA      | $971634.93    | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   353050000 | PA      | $1324673.29   | 0.01%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $96872.99     | 0.00%             | 2033-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $313010.54    | 0.00%             | 2030-03-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $229193.97    | 0.00%             | 2053-01-17      | 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        |      800000 | PA      | $759929.30    | 0.01%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $437894.09    | 0.00%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $482364.63    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $902688.16    | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $416034.35    | 0.00%             | 2036-07-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $38099.37     | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $440432.15    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $423342.04    | 0.00%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $555837.58    | 0.00%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     1050000 | PA      | $1182101.02   | 0.01%             | 2028-01-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $496496.28    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3620000 | PA      | $3680306.24   | 0.03%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                        | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $426101.77    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      392000 | PA      | $376946.98    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $105951.14    | 0.00%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $86024.44     | 0.00%             | 2042-01-14      | 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        |      300000 | PA      | $295852.14    | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $680551.31    | 0.01%             | 2042-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $448526.49    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $198783.09    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | 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      | $94483.14     | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      300000 | PA      | $314543.17    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $394813.66    | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2004000 | PA      | $1630941.57   | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | 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      | $1393536.04   | 0.01%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114850.48    | 0.00%             | 2026-01-19      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $276589.39    | 0.00%             | 2032-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $194210.26    | 0.00%             | 2034-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220463.87    | 0.00%             | 2030-01-19      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1021000 | PA      | $1008818.78   | 0.01%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1430000 | PA      | $1483325.93   | 0.01%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2131000 | PA      | $575479.66    | 0.01%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $532086.23    | 0.00%             | 2029-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      267000 | PA      | $306918.53    | 0.00%             | 2026-01-20      | Fixed         | 0.88%                 | 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      | $521360.46    | 0.00%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $436359.64    | 0.00%             | 2037-01-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $564572.87    | 0.00%             | 2028-01-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $128392.44    | 0.00%             | 2027-01-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    18000000 | PA      | $1860047.16   | 0.02%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $600644.01    | 0.01%             | 2032-01-25      | 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        |      800000 | PA      | $894282.65    | 0.01%             | 2027-04-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      200000 | PA      | $195030.70    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $649065.06    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | 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      | $670971.91    | 0.01%             | 2033-02-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9125000 | PA      | $10233155.30  | 0.09%             | 2027-04-16      | None          | 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        |     1550000 | PA      | $1527425.37   | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4320000 | PA      | $586695.00    | 0.01%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $111918.40    | 0.00%             | 2052-01-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1124228.77   | 0.01%             | 2027-01-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $346707.42    | 0.00%             | 2036-01-26      | Fixed         | 2.50%                 | 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      | $2649823.03   | 0.02%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                   | ICG PLC                                                                          | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $331526.98    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $219044.59    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      800000 | PA      | $894033.43    | 0.01%             | 2027-07-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    87100000 | PA      | $12393484.03  | 0.11%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $128026.67    | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $440169.00    | 0.00%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4537580000 | PA      | $3175451.35   | 0.03%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3411000 | PA      | $2425455.46   | 0.02%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $366393.52    | 0.00%             | 2042-01-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   324240000 | PA      | $866674.37    | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218496.02    | 0.00%             | 2030-02-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      200000 | PA      | $218682.58    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      150000 | PA      | $148677.75    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $225609.50    | 0.00%             | 2028-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $714727.81    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | 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      | $337234.60    | 0.00%             | 2027-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $99958.97     | 0.00%             | 2032-02-09      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                                  | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $792744.63    | 0.01%             | 2027-02-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                        | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $393266.23    | 0.00%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    61300000 | PA      | $9203965.17   | 0.08%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    62000000 | PA      | $9309067.55   | 0.08%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    12600000 | PA      | $1792611.07   | 0.02%             | 2027-01-27      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $294570.11    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $221876.15    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8374200000 | PA      | $5312258.10   | 0.05%             | 2052-03-10      | 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        |      400000 | PA      | $231454.52    | 0.00%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14621000 | PA      | $1295839.98   | 0.01%             | 2032-05-18      | Fixed         | 2.13%                 | 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      | $221285.03    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6303000 | PA      | $4871269.75   | 0.04%             | 2052-10-31      | Fixed         | 1.90%                 | 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      | $1066936.89   | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS                                  | Associated British Foods PLC                                                     | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $439365.65    | 0.00%             | 2034-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPERIAN EUROPE DAC                                       | Experian Europe DAC                                                              | CUSIP: 000000000<br>LEI: 635400QBLELMETXQLA08 | Long             | DBT              | CORP              | IE        |      450000 | PA      | $483946.43    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $453791.48    | 0.00%             | 2037-02-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $653989.15    | 0.01%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2190000 | PA      | $1416590.05   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $322592.43    | 0.00%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $608276.33    | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                          | Mastercard, Inc.                                                                 | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      500000 | PA      | $550532.52    | 0.00%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $294362.93    | 0.00%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $870158.02    | 0.01%             | 2030-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1100300.66   | 0.01%             | 2029-02-24      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    66520000 | PA      | $9975463.16   | 0.09%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2999237.27   | 0.03%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $675652.40    | 0.01%             | 2029-03-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $921753.53    | 0.01%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $541860.71    | 0.00%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $459619.20    | 0.00%             | 2026-03-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $433938.17    | 0.00%             | 2029-03-03      | Fixed         | 0.75%                 | 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      | $451759.45    | 0.00%             | 2027-03-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $273053.80    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $243582.36    | 0.00%             | 2027-04-01      | 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        |    50000000 | PA      | $7129674.77   | 0.06%             | 2027-02-23      | Fixed         | 2.74%                 | 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      | $1140747.96   | 0.01%             | 2027-02-23      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $675724.19    | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | 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      | $414214.45    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      200000 | PA      | $220491.88    | 0.00%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $535821.02    | 0.00%             | 2031-03-17      | Fixed         | 1.50%                 | 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      | $303482.12    | 0.00%             | 2034-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $210340.02    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $434233.50    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $102186.45    | 0.00%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $337937.25    | 0.00%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1454153.34   | 0.01%             | 2029-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225665.47    | 0.00%             | 2027-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $281679.72    | 0.00%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $584554.50    | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1250000 | PA      | $1414557.41   | 0.01%             | 2027-03-24      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $569147.55    | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $563057.72    | 0.00%             | 2027-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $340320.14    | 0.00%             | 2027-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $338014.63    | 0.00%             | 2031-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $691729.95    | 0.01%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1095046.30   | 0.01%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $906066.28    | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $249199.86    | 0.00%             | 2035-03-29      | 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        |      600000 | PA      | $674534.76    | 0.01%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $902874.98    | 0.01%             | 2029-03-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $346336.56    | 0.00%             | 2083-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220901.21    | 0.00%             | 2030-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $254329.91    | 0.00%             | 2028-10-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $210322.05    | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $217249.07    | 0.00%             | 2038-03-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $1087125.59   | 0.01%             | 2029-09-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     8639000 | PA      | $8975623.12   | 0.08%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1462117.88   | 0.01%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1100000 | PA      | $1211023.75   | 0.01%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229171.30    | 0.00%             | 2027-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $747972.79    | 0.01%             | 2031-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |      294000 | PA      | $339306.87    | 0.00%             | 2027-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7341244.69   | 0.06%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    40000000 | PA      | $5872995.75   | 0.05%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $431582.27    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      650000 | PA      | $767871.14    | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $529488.13    | 0.00%             | 2032-04-04      | 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        |      800000 | PA      | $663063.76    | 0.01%             | 2042-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $553985.05    | 0.00%             | 2029-04-06      | Fixed         | 1.25%                 | 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      | $386934.31    | 0.00%             | 2027-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342077.52    | 0.00%             | 2027-04-06      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                           | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $336443.21    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $681113.82    | 0.01%             | 2027-03-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $551173.20    | 0.00%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      516000 | PA      | $571593.76    | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $450500.80    | 0.00%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $1116632.79   | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | 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      | $5615136.94   | 0.05%             | 2032-03-11      | Fixed         | 3.18%                 | 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      | $5046035.22   | 0.04%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $864051.77    | 0.01%             | 2030-04-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $253316.57    | 0.00%             | 2030-10-11      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $501519.82    | 0.00%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      750000 | PA      | $855598.40    | 0.01%             | 2027-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $541066.01    | 0.00%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2356900000 | PA      | $14226032.45  | 0.13%             | 2032-03-20      | Fixed         | 0.20%                 | 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      | $555967.14    | 0.00%             | 2028-07-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     7943000 | PA      | $6421997.35   | 0.06%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $204858.39    | 0.00%             | 2034-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1073470.49   | 0.01%             | 2028-06-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $395160.50    | 0.00%             | 2032-04-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    15740000 | PA      | $3925661.50   | 0.03%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1075000 | PA      | $1166382.12   | 0.01%             | 2032-07-16      | Fixed         | 1.65%                 | 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      | $1311228.89   | 0.01%             | 2052-03-20      | 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        |    12262000 | PA      | $10721206.03  | 0.09%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING SA                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $435618.02    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NERVAL SAS                                                | Nerval SAS                                                                       | CUSIP: 000000000<br>LEI: 969500J6JIKQCN6GP325 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $221508.08    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEXAGON HOUSING ASSOC                                     | Hexagon Housing Association Ltd                                                  | CUSIP: 000000000<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91888.13     | 0.00%             | 2048-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213639.17    | 0.00%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $231156.41    | 0.00%             | 2032-04-22      | 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        |   509950000 | PA      | $2617428.65   | 0.02%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $130431.31    | 0.00%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6840000 | PA      | $1802202.74   | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   157000000 | PA      | $22419361.41  | 0.20%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1427984.80   | 0.01%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12200000 | PA      | $2118794.70   | 0.02%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64600000 | PA      | $11219191.63  | 0.10%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      550000 | PA      | $713160.31    | 0.01%             | 2028-04-26      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $793340.70    | 0.01%             | 2029-04-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6761240000 | PA      | $4852201.19   | 0.04%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $338486.12    | 0.00%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $384711.78    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | 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      | $234038.86    | 0.00%             | 2029-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $526176.41    | 0.00%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1369144.46   | 0.01%             | 2029-11-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $918330.20    | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9673000 | PA      | $8982803.63   | 0.08%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $775580.35    | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      100000 | PA      | $82724.26     | 0.00%             | 2052-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $225580.50    | 0.00%             | 2029-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $571935.59    | 0.01%             | 2027-05-05      | 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        |     6360000 | PA      | $7123032.78   | 0.06%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    43570000 | PA      | $1933213.46   | 0.02%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $3005642.87   | 0.03%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    44000000 | PA      | $6612414.32   | 0.06%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $217444.04    | 0.00%             | 2032-02-10      | Fixed         | 1.75%                 | 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        |      700000 | PA      | $771750.37    | 0.01%             | 2030-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $688552.12    | 0.01%             | 2026-11-11      | Fixed         | 1.75%                 | 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      | $335809.01    | 0.00%             | 2029-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      531000 | PA      | $608164.07    | 0.01%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $530270.22    | 0.00%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $107499.71    | 0.00%             | 2034-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLOPLAST FINANCE BV                                      | Coloplast Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900WUKMUUP16A4F62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $573024.54    | 0.01%             | 2030-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6990000 | PA      | $2024039.24   | 0.02%             | 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        |     3603000 | PA      | $4213009.27   | 0.04%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $524251.85    | 0.00%             | 2032-05-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd. Co.                 | Kerry Group Financial Services Unltd. Co.                                        | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $106518.79    | 0.00%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $339906.94    | 0.00%             | 2029-05-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $283788.28    | 0.00%             | 2030-08-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113980.16    | 0.00%             | 2027-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217022.80    | 0.00%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $451535.39    | 0.00%             | 2028-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $224235.11    | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $698875.74    | 0.01%             | 2028-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANADA TORONTO                                   | Royal Bank of Canada/Toronto                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $340931.18    | 0.00%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $559151.86    | 0.00%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $574457.72    | 0.01%             | 2027-05-25      | Fixed         | 2.10%                 | 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      | $517898.64    | 0.00%             | 2031-06-01      | Fixed         | 3.13%                 | 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      | $283877.08    | 0.00%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $800450.94    | 0.01%             | 2029-05-25      | Fixed         | 2.50%                 | 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      | $806647.21    | 0.01%             | 2025-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    19123000 | PA      | $21336866.50  | 0.19%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co.                                      | Procter & Gamble Co.                                                             | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      500000 | PA      | $557271.18    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $451301.84    | 0.00%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $449365.69    | 0.00%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2468000 | PA      | $2090200.45   | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $116492.72    | 0.00%             | 2033-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1138288.63   | 0.01%             | 2027-05-31      | Fixed         | 1.38%                 | 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      | $106608.68    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356077.07    | 0.00%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1324148.72   | 0.01%             | 2030-05-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $218604.61    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                | Visa, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      600000 | PA      | $679145.17    | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228377.60    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $357947.71    | 0.00%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116763.17    | 0.00%             | 2034-06-01      | 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        |   458600000 | PA      | $1590950.09   | 0.01%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $224486.39    | 0.00%             | 2029-06-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                                         | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $461242.11    | 0.00%             | 2032-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $306495.53    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                             | Huhtamaki Oyj                                                                    | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $235663.87    | 0.00%             | 2027-06-09      | Fixed         | 4.25%                 | 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        |      300000 | PA      | $333513.87    | 0.00%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350888.28    | 0.00%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      700000 | PA      | $760867.12    | 0.01%             | 2033-06-14      | 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        |    61680000 | PA      | $9312917.56   | 0.08%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $572315.80    | 0.01%             | 2027-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $262227.02    | 0.00%             | 2052-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $945376.21    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      350000 | PA      | $407648.64    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114169.98    | 0.00%             | 2030-06-15      | 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        |    25000000 | PA      | $3774690.97   | 0.03%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      400000 | PA      | $482324.86    | 0.00%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1198000 | PA      | $1354362.62   | 0.01%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   100000000 | PA      | $14686597.13  | 0.13%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35000000 | PA      | $5140308.99   | 0.05%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $853516.47    | 0.01%             | 2032-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $473237.47    | 0.00%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANCE                                  | Rentokil Initial Finance BV                                                      | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $364835.90    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $3855420.21   | 0.03%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $346019.48    | 0.00%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      381000 | PA      | $454331.49    | 0.00%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $478976.76    | 0.00%             | 2032-06-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $343663.95    | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6236000 | PA      | $7102605.37   | 0.06%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $762110.42    | 0.01%             | 2037-06-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1593560.28   | 0.01%             | 2029-11-15      | 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        |    14389000 | PA      | $16754413.11  | 0.15%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $519677.21    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   113267000 | PA      | $5283722.50   | 0.05%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1551150000 | PA      | $9319281.12   | 0.08%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10489000 | PA      | $11587782.85  | 0.10%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1200000 | PA      | $1311973.52   | 0.01%             | 2032-07-13      | 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        |   255350000 | PA      | $1125095.31   | 0.01%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    15140000 | PA      | $16359631.86  | 0.14%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHURCH COMMISSIONERS                                      | Church Commissioners for England                                                 | CUSIP: 000000000<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $96132.30     | 0.00%             | 2052-07-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40000000 | PA      | $1280154.32   | 0.01%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $551006.47    | 0.00%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   795300000 | PA      | $4126603.73   | 0.04%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $366830.12    | 0.00%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6000000000 | PA      | $4249238.15   | 0.04%             | 2027-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $202304.53    | 0.00%             | 2032-08-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2068000 | PA      | $1673932.51   | 0.01%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35730000 | PA      | $5119561.05   | 0.05%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    95000000 | PA      | $13612043.09  | 0.12%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     4800000 | PA      | $687433.02    | 0.01%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   131750000 | PA      | $19819177.65  | 0.18%             | 2032-07-18      | Fixed         | 2.96%                 | 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      | $685873.96    | 0.01%             | 2028-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3918600000 | PA      | $2799852.48   | 0.02%             | 2052-09-10      | Fixed         | 3.13%                 | 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      | $334893.32    | 0.00%             | 2032-08-12      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2363000 | PA      | $2214679.85   | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    25150000 | PA      | $1240943.78   | 0.01%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $858087.96    | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   115100000 | PA      | $17271955.29  | 0.15%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1350543.85   | 0.01%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $568034.25    | 0.01%             | 2028-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $653208.96    | 0.01%             | 2052-11-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $227338.43    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 63930000000 | PA      | $3975229.25   | 0.04%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   123850000 | PA      | $4481092.75   | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $349630.03    | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 44413000000 | PA      | $2836826.19   | 0.03%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $564199.86    | 0.00%             | 2029-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $998231.54    | 0.01%             | 2028-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $927714.43    | 0.01%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117352.84    | 0.00%             | 2032-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233653.91    | 0.00%             | 2026-08-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $793886.40    | 0.01%             | 2028-08-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $524631.03    | 0.00%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      377000 | PA      | $472315.73    | 0.00%             | 2043-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $343387.30    | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3060000 | PA      | $3496474.68   | 0.03%             | 2027-04-15      | Fixed         | 1.38%                 | 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      | $339404.93    | 0.00%             | 2030-01-07      | Fixed         | 2.13%                 | 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      | $8584865.89   | 0.08%             | 2032-08-19      | Fixed         | 2.90%                 | 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      | $1048761.98   | 0.01%             | 2032-08-19      | Fixed         | 2.90%                 | 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      | $672395.07    | 0.01%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1128000 | PA      | $1263884.90   | 0.01%             | 2032-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $462315.75    | 0.00%             | 2029-09-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $444976.88    | 0.00%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $827624.38    | 0.01%             | 2029-09-01      | 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        |   194450000 | PA      | $27744455.89  | 0.25%             | 2027-08-24      | Fixed         | 2.50%                 | 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      | $1854862.05   | 0.02%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    47600000 | PA      | $6953475.71   | 0.06%             | 2029-08-11      | Fixed         | 2.83%                 | 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      | $438244.27    | 0.00%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $846259.46    | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $693080.91    | 0.01%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $234746.47    | 0.00%             | 2029-09-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $245726.15    | 0.00%             | 2032-12-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1195000 | PA      | $1361227.07   | 0.01%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $693593.31    | 0.01%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344987.64    | 0.00%             | 2032-09-07      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $240363.53    | 0.00%             | 2038-09-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $807242.82    | 0.01%             | 2027-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $464244.26    | 0.00%             | 2027-09-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $237632.32    | 0.00%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $810146.48    | 0.01%             | 2027-09-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227873.38    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   170900000 | PA      | $25499390.20  | 0.23%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      592000 | PA      | $683757.44    | 0.01%             | 2027-09-13      | 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        |      600000 | PA      | $708067.70    | 0.01%             | 2032-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   108460000 | PA      | $16182936.58  | 0.14%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $228982.09    | 0.00%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230990.74    | 0.00%             | 2028-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229037.66    | 0.00%             | 2032-09-16      | 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      | $703556.28    | 0.01%             | 2027-09-19      | 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        |      300000 | PA      | $344935.71    | 0.00%             | 2030-09-19      | Fixed         | 2.50%                 | 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      | $240036.37    | 0.00%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119142.17    | 0.00%             | 2082-12-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $231021.37    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $668189.03    | 0.01%             | 2028-09-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5355000 | PA      | $4773763.82   | 0.04%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   110440000 | PA      | $3969451.90   | 0.04%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |    18000000 | PA      | $1924482.72   | 0.02%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1237000 | PA      | $1421458.28   | 0.01%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $620185.99    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $350942.67    | 0.00%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $231709.09    | 0.00%             | 2027-09-22      | Fixed         | 2.50%                 | 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      | $127680.11    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $241985.49    | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $370474.26    | 0.00%             | 2032-09-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1167176.62   | 0.01%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      800000 | PA      | $1015989.97   | 0.01%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      300000 | PA      | $365431.90    | 0.00%             | 2029-09-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22030000000 | PA      | $1417223.23   | 0.01%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2000000000 | PA      | $1688662.45   | 0.01%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2019610000 | PA      | $1447102.95   | 0.01%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $696009.21    | 0.01%             | 2029-09-27      | Fixed         | 2.63%                 | 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        |     1900000 | PA      | $2150763.82   | 0.02%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $347854.43    | 0.00%             | 2026-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $592281.71    | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      293000 | PA      | $345437.73    | 0.00%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1050000 | PA      | $1325875.24   | 0.01%             | 2029-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    11000000 | PA      | $1602535.43   | 0.01%             | 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        |     2000000 | PA      | $291370.08    | 0.00%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $216241.27    | 0.00%             | 2037-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      960000 | PA      | $1106476.33   | 0.01%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $582563.56    | 0.01%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    17300000 | PA      | $2534020.99   | 0.02%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $465087.90    | 0.00%             | 2027-10-04      | 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        |  1496200000 | PA      | $8947776.00   | 0.08%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $347810.64    | 0.00%             | 2026-10-13      | Fixed         | 2.75%                 | 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      | $233716.86    | 0.00%             | 2029-10-31      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $211638.73    | 0.00%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $604251.67    | 0.01%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $997092.07    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1459910.32   | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR BANK SA                                         | Euroclear Bank SA                                                                | CUSIP: 000000000<br>LEI: 549300OZ46BRLZ8Y6F65 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $589055.85    | 0.01%             | 2027-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     5080000 | PA      | $3241227.87   | 0.03%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $589175.11    | 0.01%             | 2029-02-19      | 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        |   374200000 | PA      | $1689981.12   | 0.01%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1057409.51   | 0.01%             | 2027-10-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1132600000 | PA      | $7240649.55   | 0.06%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $938294.93    | 0.01%             | 2028-01-24      | 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        |   126010000 | PA      | $18980835.60  | 0.17%             | 2032-10-14      | Fixed         | 2.97%                 | 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      | $948966.46    | 0.01%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4120000 | PA      | $4741551.81   | 0.04%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57877000 | PA      | $2009961.24   | 0.02%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   681100000 | PA      | $3636039.56   | 0.03%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $814300.12    | 0.01%             | 2027-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                                  | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $234195.33    | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120648.12    | 0.00%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   138950000 | PA      | $19934665.27  | 0.18%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1147731.72   | 0.01%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3500000000 | PA      | $2649109.23   | 0.02%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231626.07    | 0.00%             | 2026-07-01      | Fixed         | 3.13%                 | 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      | $466501.06    | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $350991.03    | 0.00%             | 2027-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $390450.26    | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $498751.38    | 0.00%             | 2032-06-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $236851.81    | 0.00%             | 2027-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $242127.71    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    61380000 | PA      | $1911685.37   | 0.02%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    91930000 | PA      | $15473874.35  | 0.14%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   135500000 | PA      | $20182778.91  | 0.18%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    18100000 | PA      | $2696002.20   | 0.02%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $378114.53    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $605721.36    | 0.01%             | 2028-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4972000 | PA      | $6259030.40   | 0.06%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      352000 | PA      | $425720.60    | 0.00%             | 2034-11-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $813570.30    | 0.01%             | 2027-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $469070.60    | 0.00%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $593926.09    | 0.01%             | 2032-11-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7530000 | PA      | $2205722.20   | 0.02%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $476112.04    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6851000 | PA      | $4342970.97   | 0.04%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6024000 | PA      | $7235723.33   | 0.06%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      550000 | PA      | $653562.81    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $774410.06    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      535000 | PA      | $626503.64    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      525000 | PA      | $651203.49    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $131020.75    | 0.00%             | 2026-02-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $962706.18    | 0.01%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8123000 | PA      | $9858370.57   | 0.09%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                     | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $135010.96    | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235542.59    | 0.00%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118750.37    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $502346.39    | 0.00%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $851688.98    | 0.01%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      250000 | PA      | $298569.34    | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2430000 | PA      | $1421102.00   | 0.01%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4117000 | PA      | $4749812.49   | 0.04%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                          | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $551960.28    | 0.00%             | 2043-12-07      | Fixed         | 7.00%                 | 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      | $121179.54    | 0.00%             | 2027-11-22      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $123063.74    | 0.00%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $277682.62    | 0.00%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ARVAL SERVICE LEASE SA/F                                  | Arval Service Lease SA/France                                                    | CUSIP: 000000000<br>LEI: 969500UCL6ROAHVXQV60 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1305645.65   | 0.01%             | 2027-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    88360000 | PA      | $13370610.88  | 0.12%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11960000 | PA      | $1809783.91   | 0.02%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $478458.38    | 0.00%             | 2033-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $248677.85    | 0.00%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $351153.42    | 0.00%             | 2028-05-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                 | Bertelsmann SE & Co. KGaA                                                        | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $472689.35    | 0.00%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      600000 | PA      | $697810.86    | 0.01%             | 2027-11-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $489827.68    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $897797.48    | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | 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      | $4697736.09   | 0.04%             | 2028-04-01      | Fixed         | 3.40%                 | 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      | $239747.48    | 0.00%             | 2030-12-05      | 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      | $464891.11    | 0.00%             | 2027-12-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      450000 | PA      | $530635.86    | 0.00%             | 2034-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $723220.82    | 0.01%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $356270.52    | 0.00%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1425000 | PA      | $1562793.40   | 0.01%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   105000000 | PA      | $5340394.38   | 0.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8170000 | PA      | $1207643.76   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | 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      | $1061279.59   | 0.01%             | 2031-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $589160.10    | 0.01%             | 2030-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $483236.77    | 0.00%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $656969.73    | 0.01%             | 2026-02-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      583000 | PA      | $708007.48    | 0.01%             | 2031-01-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1104124.12   | 0.01%             | 2033-01-13      | Fixed         | 4.50%                 | 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      | $3127663.36   | 0.03%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    16380000 | PA      | $20281436.40  | 0.18%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $611571.64    | 0.01%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      800000 | PA      | $964334.18    | 0.01%             | 2028-07-11      | Fixed         | 4.25%                 | 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      | $118995.53    | 0.00%             | 2030-01-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227679.15    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $475378.56    | 0.00%             | 2030-01-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1284950000 | PA      | $7822942.77   | 0.07%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $470967.86    | 0.00%             | 2029-08-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120434.58    | 0.00%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3648000 | PA      | $4228895.96   | 0.04%             | 2033-02-16      | Fixed         | 2.88%                 | 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      | $823277.48    | 0.01%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $604134.52    | 0.01%             | 2033-04-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $593778.05    | 0.01%             | 2028-01-16      | Fixed         | 3.88%                 | 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      | $479498.55    | 0.00%             | 2028-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118074.94    | 0.00%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $651967.69    | 0.01%             | 2031-04-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $248181.73    | 0.00%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2260000 | PA      | $2779433.14   | 0.02%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    12980000 | PA      | $14833453.26  | 0.13%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   432300000 | PA      | $2045720.15   | 0.02%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $213842.52    | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $700693.70    | 0.01%             | 2030-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120743.00    | 0.00%             | 2030-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $484610.48    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $467833.31    | 0.00%             | 2027-07-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1168369.90   | 0.01%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      400000 | PA      | $457452.90    | 0.00%             | 2035-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   455350000 | PA      | $2916228.70   | 0.03%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $131334.04    | 0.00%             | 2026-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $612186.16    | 0.01%             | 2035-01-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1050000 | PA      | $1272001.72   | 0.01%             | 2029-07-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   130000000 | PA      | $18773057.78  | 0.17%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8480000 | PA      | $9827285.62   | 0.09%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $216562.98    | 0.00%             | 2028-06-14      | Fixed         | 3.50%                 | 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      | $236536.59    | 0.00%             | 2027-11-23      | Fixed         | 3.75%                 | 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      | $248274.55    | 0.00%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $463136.76    | 0.00%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   664050000 | PA      | $3704421.47   | 0.03%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $346332.37    | 0.00%             | 2030-01-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $392528.69    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232296.10    | 0.00%             | 2053-01-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $251697.35    | 0.00%             | 2029-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10600000 | PA      | $3034385.19   | 0.03%             | 2033-10-25      | Fixed         | 6.00%                 | 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        |     1000000 | PA      | $1173642.54   | 0.01%             | 2027-02-01      | Fixed         | 4.00%                 | 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      | $692572.63    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      250000 | PA      | $284572.93    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    24000000 | PA      | $2602948.03   | 0.02%             | 2028-09-20      | Fixed         | 3.50%                 | 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      | $1053827.71   | 0.01%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $209985.06    | 0.00%             | 2043-05-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349353.44    | 0.00%             | 2027-03-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5460000 | PA      | $6421114.84   | 0.06%             | 2033-04-30      | Fixed         | 3.15%                 | 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      | $1102687.42   | 0.01%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2036000 | PA      | $2239101.09   | 0.02%             | 2038-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11000000 | PA      | $2657607.62   | 0.02%             | 2028-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $241927.55    | 0.00%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118991.78    | 0.00%             | 2031-02-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      400000 | PA      | $459698.90    | 0.00%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     4350000 | PA      | $2758339.07   | 0.02%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11100000000 | PA      | $7887978.72   | 0.07%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $388129.10    | 0.00%             | 2038-02-10      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122065.72    | 0.00%             | 2035-02-13      | Fixed         | 4.13%                 | 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      | $715384.10    | 0.01%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    54550000 | PA      | $7872577.95   | 0.07%             | 2028-02-06      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    11500000 | PA      | $1063498.25   | 0.01%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $224735.92    | 0.00%             | 2043-02-10      | 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        |      450000 | PA      | $524689.83    | 0.00%             | 2043-02-14      | Fixed         | 4.25%                 | 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      | $377199.26    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8840800000 | PA      | $6481302.51   | 0.06%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    21725000 | PA      | $3331268.13   | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | 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      | $574787.75    | 0.01%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2200000 | PA      | $2575992.71   | 0.02%             | 2028-07-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $700589.68    | 0.01%             | 2033-02-15      | Fixed         | 3.00%                 | 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      | $150415.48    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      400000 | PA      | $477104.81    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1740000 | PA      | $1092998.58   | 0.01%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $659330.56    | 0.01%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $718185.26    | 0.01%             | 2029-02-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $247079.05    | 0.00%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $702960.60    | 0.01%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2323655.17   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $588669.39    | 0.01%             | 2028-02-17      | 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        |      800000 | PA      | $927640.78    | 0.01%             | 2033-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $251097.62    | 0.00%             | 2034-02-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $490583.56    | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $270467.22    | 0.00%             | 2033-05-20      | Fixed         | 6.25%                 | 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      | $1052370.18   | 0.01%             | 2027-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $705635.10    | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $359229.64    | 0.00%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $483369.99    | 0.00%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $700293.50    | 0.01%             | 2032-02-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $492808.35    | 0.00%             | 2035-02-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $349688.40    | 0.00%             | 2027-02-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6400000 | PA      | $1602147.87   | 0.01%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      600000 | PA      | $705271.39    | 0.01%             | 2028-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      650000 | PA      | $768260.58    | 0.01%             | 2026-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $128674.83    | 0.00%             | 2033-02-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      600000 | PA      | $687024.21    | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                      | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1670477.29   | 0.01%             | 2031-08-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $674147.23    | 0.01%             | 2043-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117056.45    | 0.00%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |   145180000 | PA      | $22087716.92  | 0.20%             | 2033-02-13      | Fixed         | 3.10%                 | 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      | $456420.66    | 0.00%             | 2033-02-13      | Fixed         | 3.10%                 | 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      | $3402657.24   | 0.03%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $214031.66    | 0.00%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      900000 | PA      | $1060706.48   | 0.01%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230807.74    | 0.00%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $354590.34    | 0.00%             | 2035-02-27      | Fixed         | 3.36%                 | 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      | $121686.59    | 0.00%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $354976.50    | 0.00%             | 2029-08-27      | Fixed         | 3.20%                 | 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      | $822591.99    | 0.01%             | 2032-09-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1094519.74   | 0.01%             | 2030-03-02      | Fixed         | 4.63%                 | 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      | $1648567.03   | 0.01%             | 2030-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4530000 | PA      | $5457424.62   | 0.05%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $264451.93    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $587403.17    | 0.01%             | 2033-03-01      | Fixed         | 3.13%                 | 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      | $627787.10    | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | 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      | $12564492.18  | 0.11%             | 2033-02-27      | Fixed         | 3.10%                 | 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      | $760562.48    | 0.01%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $605590.12    | 0.01%             | 2032-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      319000 | PA      | $419700.01    | 0.00%             | 2033-03-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      850000 | PA      | $1024552.38   | 0.01%             | 2029-03-02      | Fixed         | 4.66%                 | 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      | $237154.69    | 0.00%             | 2028-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $608321.00    | 0.01%             | 2030-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $365981.95    | 0.00%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122529.79    | 0.00%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $249222.21    | 0.00%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $843554.21    | 0.01%             | 2030-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $657107.01    | 0.01%             | 2033-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $422864.55    | 0.00%             | 2038-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1419148.43   | 0.01%             | 2031-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      678000 | PA      | $844761.14    | 0.01%             | 2032-03-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      850000 | PA      | $1055443.80   | 0.01%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      500000 | PA      | $603925.97    | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $603104.18    | 0.01%             | 2030-03-13      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4710000 | PA      | $2835556.61   | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     9600000 | PA      | $1454915.37   | 0.01%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6371000 | PA      | $7536812.01   | 0.07%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $834166.97    | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |     1050000 | PA      | $1245292.32   | 0.01%             | 2028-03-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | Magna International Inc                                                          | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $365788.44    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                     | Global Payments, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      300000 | PA      | $363075.79    | 0.00%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      750000 | PA      | $888226.83    | 0.01%             | 2027-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2800000 | PA      | $682177.26    | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    83400000 | PA      | $12051827.13  | 0.11%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $728747.15    | 0.01%             | 2035-03-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $357127.69    | 0.00%             | 2029-03-16      | 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      | $480797.36    | 0.00%             | 2029-03-29      | Fixed         | 4.25%                 | 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      | $261076.30    | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   103000000 | PA      | $15273116.39  | 0.13%             | 2030-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   164060000 | PA      | $30181276.43  | 0.27%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    49660000 | PA      | $9135695.40   | 0.08%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      100000 | PA      | $137297.99    | 0.00%             | 2033-03-03      | 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      | $568329.58    | 0.01%             | 2038-04-02      | Fixed         | 2.00%                 | 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      | $518612.97    | 0.00%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      800000 | PA      | $955500.49    | 0.01%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy Finance BV                                 | Siemens Energy Finance BV                                                        | CUSIP: 000000000<br>LEI: 529900GXHPSHYHBLHP23 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $481287.37    | 0.00%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    14050000 | PA      | $3590151.34   | 0.03%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $469662.52    | 0.00%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     1050000 | PA      | $1234133.69   | 0.01%             | 2028-07-05      | 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        |  1426550000 | PA      | $8652211.90   | 0.08%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $1404988.19   | 0.01%             | 2030-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      300000 | PA      | $349599.09    | 0.00%             | 2026-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2770000 | PA      | $3223304.22   | 0.03%             | 2030-01-15      | 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        |     2200000 | PA      | $2709652.36   | 0.02%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $636618.16    | 0.01%             | 2043-07-11      | 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        |      500000 | PA      | $588430.48    | 0.01%             | 2028-04-12      | 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        |    30530000 | PA      | $35010403.12  | 0.31%             | 2033-05-25      | 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        |     1200000 | PA      | $1412629.26   | 0.01%             | 2030-10-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $495664.40    | 0.00%             | 2030-01-18      | Fixed         | 5.38%                 | 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      | $511325.90    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $275895.37    | 0.00%             | 2031-08-28      | Fixed         | 6.14%                 | 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      | $2040224.09   | 0.02%             | 2028-03-20      | Fixed         | 0.20%                 | 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      | $358311.27    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | 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        |      400000 | PA      | $469716.98    | 0.00%             | 2029-02-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $236311.40    | 0.00%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $588713.83    | 0.01%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3108130000 | PA      | $2190349.33   | 0.02%             | 2026-06-10      | 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        |    12930000 | PA      | $15622083.07  | 0.14%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1222000 | PA      | $1443541.00   | 0.01%             | 2029-04-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1927396.57   | 0.02%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $599169.19    | 0.01%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119168.72    | 0.00%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10500000 | PA      | $1792414.87   | 0.02%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   198730000 | PA      | $33924438.85  | 0.30%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1930000 | PA      | $2039290.73   | 0.02%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $582881.51    | 0.01%             | 2033-06-07      | 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        |     1200000 | PA      | $1415150.06   | 0.01%             | 2029-05-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    15436000 | PA      | $9534282.90   | 0.08%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $235333.80    | 0.00%             | 2030-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $329354.21    | 0.00%             | 2028-05-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5500000000 | PA      | $3913684.19   | 0.03%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   435000000 | PA      | $2297093.02   | 0.02%             | 2043-03-20      | 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        |    12720000 | PA      | $14836015.92  | 0.13%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $364767.31    | 0.00%             | 2030-05-02      | Fixed         | 4.38%                 | 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        |      600000 | PA      | $734005.10    | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | 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        |  1900000000 | PA      | $2076326.95   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5950000 | PA      | $7461705.98   | 0.07%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1290000 | PA      | $1474694.11   | 0.01%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $472218.51    | 0.00%             | 2028-05-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1308174.69   | 0.01%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $130722.65    | 0.00%             | 2043-11-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $299529.90    | 0.00%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3186000 | PA      | $3683700.47   | 0.03%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1380000 | PA      | $1613418.46   | 0.01%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $469197.03    | 0.00%             | 2028-05-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $123742.57    | 0.00%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2458000 | PA      | $1521202.38   | 0.01%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    61440000 | PA      | $3002242.60   | 0.03%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $894663.58    | 0.01%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net AS                                                                       | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $256314.14    | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $746108.31    | 0.01%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $526313.81    | 0.00%             | 2028-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131614.51    | 0.00%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5568000 | PA      | $1709927.90   | 0.02%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $524778.84    | 0.00%             | 2027-05-17      | Fixed         | 3.00%                 | 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      | $616994.58    | 0.01%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $244625.39    | 0.00%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                    | Booking Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $242945.97    | 0.00%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      400000 | PA      | $495804.38    | 0.00%             | 2031-05-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $940464.16    | 0.01%             | 2033-05-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $349680.97    | 0.00%             | 2027-01-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237276.35    | 0.00%             | 2033-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1339227.56   | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118651.39    | 0.00%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                         | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $868711.35    | 0.01%             | 2028-12-20      | 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        |  1106550000 | PA      | $7037169.74   | 0.06%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1150000 | PA      | $1344942.17   | 0.01%             | 2030-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1204236.54   | 0.01%             | 2029-05-23      | Fixed         | 4.50%                 | 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      | $245471.42    | 0.00%             | 2033-05-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $562835.68    | 0.00%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $487686.52    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $827229.35    | 0.01%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $261307.51    | 0.00%             | 2028-05-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $125695.42    | 0.00%             | 2033-05-23      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233204.89    | 0.00%             | 2035-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1263000 | PA      | $1480012.06   | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $124775.86    | 0.00%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $610681.55    | 0.01%             | 2033-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      500000 | PA      | $591439.30    | 0.01%             | 2028-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                  | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      430000 | PA      | $525485.74    | 0.00%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1450000 | PA      | $1699623.26   | 0.02%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $475824.91    | 0.00%             | 2030-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                                     | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      200000 | PA      | $241146.81    | 0.00%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                                | Fortum Oyj                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | DBT              | CORP              | FI        |      650000 | PA      | $803550.12    | 0.01%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $593684.73    | 0.01%             | 2028-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   240520000 | PA      | $36032126.26  | 0.32%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $234648.82    | 0.00%             | 2027-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $753213.69    | 0.01%             | 2034-05-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1178202.67   | 0.01%             | 2030-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $370336.04    | 0.00%             | 2033-05-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $699771.14    | 0.01%             | 2026-08-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $362815.26    | 0.00%             | 2029-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231229.79    | 0.00%             | 2025-12-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                            | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $239794.81    | 0.00%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $937644.16    | 0.01%             | 2028-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $268973.03    | 0.00%             | 2033-12-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $278062.43    | 0.00%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $195234.20    | 0.00%             | 2033-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                         | Robert Bosch GmbH                                                                | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $700705.49    | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   534600000 | PA      | $2017937.01   | 0.02%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   452500000 | PA      | $67980359.21  | 0.60%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $652111.48    | 0.01%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2991000 | PA      | $3588766.23   | 0.03%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $495770.43    | 0.00%             | 2031-12-06      | Fixed         | 4.38%                 | 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      | $247165.77    | 0.00%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243941.03    | 0.00%             | 2029-06-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $511380.93    | 0.00%             | 2033-06-02      | Fixed         | 5.63%                 | 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      | $234466.42    | 0.00%             | 2033-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $240296.92    | 0.00%             | 2031-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $471034.61    | 0.00%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $467015.21    | 0.00%             | 2033-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      382000 | PA      | $447747.72    | 0.00%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $470620.31    | 0.00%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      200000 | PA      | $244423.28    | 0.00%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $1075151.94   | 0.01%             | 2029-06-08      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5430000 | PA      | $1799045.03   | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                    | Unilever Capital Corp.                                                           | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353237.22    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $488801.79    | 0.00%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $539359.73    | 0.00%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120389.27    | 0.00%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $596416.71    | 0.01%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1115386.20   | 0.01%             | 2028-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                  | Universal Music Group NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $480737.50    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $478334.25    | 0.00%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1300000 | PA      | $1618630.70   | 0.01%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $769747.26    | 0.01%             | 2030-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $707165.06    | 0.01%             | 2030-08-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $357736.51    | 0.00%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $909844.63    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $418514.11    | 0.00%             | 2031-06-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9029000 | PA      | $10873696.57  | 0.10%             | 2033-10-31      | Fixed         | 3.55%                 | 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      | $11027119.08  | 0.10%             | 2028-06-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $258292.96    | 0.00%             | 2033-07-20      | Fixed         | 4.25%                 | 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      | $137259.15    | 0.00%             | 2030-06-19      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $247969.17    | 0.00%             | 2028-06-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $291398.82    | 0.00%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      685000 | PA      | $589439.51    | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $703682.87    | 0.01%             | 2026-12-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $367933.87    | 0.00%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $650840.41    | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    26834000 | PA      | $31261871.36  | 0.28%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $434471.03    | 0.00%             | 2028-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11448000 | PA      | $15311635.52  | 0.14%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   108580000 | PA      | $5682134.46   | 0.05%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $273789.24    | 0.00%             | 2028-06-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354333.10    | 0.00%             | 2033-06-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    65900000 | PA      | $9868243.09   | 0.09%             | 2033-06-16      | Fixed         | 2.83%                 | 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      | $1048220.06   | 0.01%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $214442.30    | 0.00%             | 2038-06-23      | Fixed         | 6.93%                 | 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      | $473348.92    | 0.00%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $529830.47    | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $476112.58    | 0.00%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |     1000000 | PA      | $1193573.17   | 0.01%             | 2028-12-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $254013.05    | 0.00%             | 2029-06-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $455726.91    | 0.00%             | 2039-04-22      | Fixed         | 3.75%                 | 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      | $928271.53    | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $709416.64    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    14000000 | PA      | $753183.42    | 0.01%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $963986.44    | 0.01%             | 2028-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $238192.70    | 0.00%             | 2028-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $173933.36    | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | 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      | $751139.97    | 0.01%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $252351.30    | 0.00%             | 2033-10-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $484820.49    | 0.00%             | 2029-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      200000 | PA      | $247699.93    | 0.00%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124946.81    | 0.00%             | 2033-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2290350000 | PA      | $13726355.27  | 0.12%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1080000 | PA      | $1270668.49   | 0.01%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $831678.00    | 0.01%             | 2033-07-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                              | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $486000.40    | 0.00%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $683563.94    | 0.01%             | 2030-12-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                     | Heathrow Funding Ltd.                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $123464.04    | 0.00%             | 2033-07-11      | 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        |   264650000 | PA      | $1118275.51   | 0.01%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2772500000 | PA      | $17584780.13  | 0.16%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3800000 | PA      | $4447128.88   | 0.04%             | 2026-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $256614.55    | 0.00%             | 2034-07-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $459742.38    | 0.00%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $596570.53    | 0.01%             | 2028-07-19      | 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        |   639950000 | PA      | $3358448.59   | 0.03%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $116839.15    | 0.00%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    74230000 | PA      | $2327170.30   | 0.02%             | 2027-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120007.54    | 0.00%             | 2033-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   135000000 | PA      | $19481700.57  | 0.17%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                        | Bank of Cyprus Pcl                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |      500000 | PA      | $619978.79    | 0.01%             | 2028-07-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $2866002.93   | 0.03%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   100000000 | PA      | $3201275.92   | 0.03%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    31000000 | PA      | $1586966.23   | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $593048.01    | 0.01%             | 2027-07-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $244915.90    | 0.00%             | 2030-07-27      | Fixed         | 4.50%                 | 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      | $918801.74    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2000000 | PA      | $1596058.33   | 0.01%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3890020000 | PA      | $3046512.32   | 0.03%             | 2053-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $934789.13    | 0.01%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133316.67    | 0.00%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $700528.21    | 0.01%             | 2038-11-26      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $401956.53    | 0.00%             | 2028-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                       | Virgin Money UK PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $996881.32    | 0.01%             | 2029-08-23      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $734234.74    | 0.01%             | 2028-08-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $710933.92    | 0.01%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1200000 | PA      | $1424031.24   | 0.01%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $358655.91    | 0.00%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $886712.98    | 0.01%             | 2028-10-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1280032.35   | 0.01%             | 2031-08-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   281000000 | PA      | $15395141.26  | 0.14%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $172012.04    | 0.00%             | 2033-08-31      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 93000000000 | PA      | $5813884.10   | 0.05%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1350000 | PA      | $1584024.21   | 0.01%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $1189743.19   | 0.01%             | 2030-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2977438.95   | 0.03%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    20000000 | PA      | $2140392.77   | 0.02%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $241691.93    | 0.00%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $857786.54    | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $473048.82    | 0.00%             | 2031-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $480780.89    | 0.00%             | 2043-09-05      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $399674.40    | 0.00%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $584673.18    | 0.01%             | 2035-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $244264.27    | 0.00%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $123264.52    | 0.00%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $479571.84    | 0.00%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $725323.85    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $825912.48    | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119761.38    | 0.00%             | 2028-09-08      | Fixed         | 4.25%                 | 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      | $834400.58    | 0.01%             | 2033-09-07      | 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        |      850000 | PA      | $996636.11    | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1600000 | PA      | $1886640.49   | 0.02%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $632891.35    | 0.01%             | 2033-09-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $970074.08    | 0.01%             | 2029-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $601040.59    | 0.01%             | 2038-12-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $649304.95    | 0.01%             | 2029-09-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $378650.41    | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    47000000 | PA      | $6754861.75   | 0.06%             | 2028-08-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      200000 | PA      | $235815.35    | 0.00%             | 2027-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                             | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $243678.01    | 0.00%             | 2035-09-13      | Fixed         | 4.13%                 | 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      | $682576.65    | 0.01%             | 2030-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                          | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122570.62    | 0.00%             | 2028-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $387789.47    | 0.00%             | 2030-03-14      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $242391.90    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $496730.90    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $285978.71    | 0.00%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $590664.78    | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $233763.05    | 0.00%             | 2026-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $1913234.42   | 0.02%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $854448.25    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $614790.93    | 0.01%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2744010000 | PA      | $2126196.85   | 0.02%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $253279.45    | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4110000 | PA      | $5035248.33   | 0.04%             | 2030-11-15      | 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        |      600000 | PA      | $745726.62    | 0.01%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $490526.75    | 0.00%             | 2030-03-26      | Fixed         | 4.88%                 | 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      | $650385.02    | 0.01%             | 2027-09-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $267892.79    | 0.00%             | 2030-10-03      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    50000000 | PA      | $5524317.15   | 0.05%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $596496.17    | 0.01%             | 2033-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      600000 | PA      | $712937.77    | 0.01%             | 2027-09-25      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $487030.91    | 0.00%             | 2032-09-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $610551.54    | 0.01%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $598374.07    | 0.01%             | 2032-06-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      700000 | PA      | $818174.53    | 0.01%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $370743.77    | 0.00%             | 2030-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121333.54    | 0.00%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233635.26    | 0.00%             | 2026-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120036.31    | 0.00%             | 2029-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $631564.94    | 0.01%             | 2030-04-02      | Fixed         | 5.88%                 | 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      | $117765.53    | 0.00%             | 2027-04-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   133000000 | PA      | $19616800.17  | 0.17%             | 2030-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    30000000 | PA      | $3206118.95   | 0.03%             | 2029-12-06      | 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      | $469612.71    | 0.00%             | 2038-10-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1438077.81   | 0.01%             | 2031-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $366083.79    | 0.00%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      650000 | PA      | $790685.91    | 0.01%             | 2030-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1974000 | PA      | $2334952.46   | 0.02%             | 2028-10-05      | 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        |     5960000 | PA      | $7242444.48   | 0.06%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122314.42    | 0.00%             | 2033-10-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $244720.07    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |      200000 | PA      | $239448.94    | 0.00%             | 2033-10-04      | Fixed         | 3.63%                 | 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      | $369535.99    | 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        |    18550000 | PA      | $2687767.74   | 0.02%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    80000000 | PA      | $11877888.60  | 0.10%             | 2033-09-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $696363.18    | 0.01%             | 2030-10-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $277981.71    | 0.00%             | 2043-10-05      | Fixed         | 6.63%                 | 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      | $10183652.52  | 0.09%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   163380000 | PA      | $23546780.64  | 0.21%             | 2028-09-13      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6020000 | PA      | $7218567.64   | 0.06%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1650000 | PA      | $1974552.09   | 0.02%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   252300000 | PA      | $1245097.41   | 0.01%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1356396.55   | 0.01%             | 2031-10-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    13653000 | PA      | $16125271.37  | 0.14%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $596542.19    | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AENA SME SA                                               | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $366464.64    | 0.00%             | 2030-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2650000 | PA      | $3186417.83   | 0.03%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2325600000 | PA      | $14798092.65  | 0.13%             | 2028-09-20      | Fixed         | 0.30%                 | 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      | $748343.34    | 0.01%             | 2030-10-18      | Fixed         | 4.75%                 | 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      | $592622.28    | 0.01%             | 2030-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $504021.48    | 0.00%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $741587.82    | 0.01%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14485200000 | PA      | $10315226.24  | 0.09%             | 2026-12-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $679652.97    | 0.01%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $366722.09    | 0.00%             | 2028-10-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $254126.37    | 0.00%             | 2031-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $272532.39    | 0.00%             | 2028-10-23      | Fixed         | 5.63%                 | 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      | $627768.34    | 0.01%             | 2031-04-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $130566.68    | 0.00%             | 2033-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3350000 | PA      | $2124614.46   | 0.02%             | 2054-06-21      | 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        |   351000000 | PA      | $1961159.63   | 0.02%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $3018887.80   | 0.03%             | 2033-12-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $604165.20    | 0.01%             | 2029-05-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1440000 | PA      | $960111.75    | 0.01%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $597332.28    | 0.01%             | 2028-10-26      | Fixed         | 3.63%                 | 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      | $1473351.35   | 0.01%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $942075.63    | 0.01%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $357909.16    | 0.00%             | 2028-07-31      | Fixed         | 3.63%                 | 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      | $233901.06    | 0.00%             | 2026-10-25      | Fixed         | 4.13%                 | 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      | $865012.42    | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $235986.33    | 0.00%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1403282.90   | 0.01%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    72900000 | PA      | $10947327.94  | 0.10%             | 2033-10-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    16840000 | PA      | $2388247.83   | 0.02%             | 2026-10-13      | Fixed         | 2.50%                 | 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      | $350001.75    | 0.00%             | 2026-10-19      | 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      | $124302.98    | 0.00%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40000000000 | PA      | $2528583.24   | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $135304.66    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   130120000 | PA      | $5365226.35   | 0.05%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $371493.04    | 0.00%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $367149.09    | 0.00%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      560000 | PA      | $696421.76    | 0.01%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $641018.47    | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      850000 | PA      | $1036733.79   | 0.01%             | 2030-02-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $436712.96    | 0.00%             | 2038-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1179160.73   | 0.01%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $471223.48    | 0.00%             | 2028-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMA SAASTOPANKKI OYJ                                      | Oma Saastopankki Oyj                                                             | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1185446.40   | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      920000 | PA      | $1105132.69   | 0.01%             | 2033-05-22      | Fixed         | 3.88%                 | 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      | $933327.46    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                       | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $618874.29    | 0.01%             | 2033-11-17      | 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      | $135277.08    | 0.00%             | 2028-11-16      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $263961.42    | 0.00%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1095718.67   | 0.01%             | 2029-01-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   628400000 | PA      | $4009689.26   | 0.04%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $361530.22    | 0.00%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $417654.56    | 0.00%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $120486.76    | 0.00%             | 2033-11-21      | Fixed         | 4.18%                 | 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      | $792183.20    | 0.01%             | 2026-11-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1186711.77   | 0.01%             | 2028-11-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      870000 | PA      | $1041241.59   | 0.01%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $367406.73    | 0.00%             | 2028-11-22      | Fixed         | 5.25%                 | 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      | $120282.55    | 0.00%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                             | Huhtamaki Oyj                                                                    | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $243982.92    | 0.00%             | 2028-11-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $130954.69    | 0.00%             | 2038-12-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $593061.80    | 0.01%             | 2028-11-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $241108.71    | 0.00%             | 2029-11-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $374870.96    | 0.00%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      700000 | PA      | $877785.92    | 0.01%             | 2029-11-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLES GROUP TREASURY                                      | Coles Group Treasury Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HRZIAKP6NVUB83 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $273675.14    | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $361383.15    | 0.00%             | 2035-11-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120552.64    | 0.00%             | 2031-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1200300.27   | 0.01%             | 2027-11-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                   | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $120244.60    | 0.00%             | 2031-06-15      | 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      | $959055.96    | 0.01%             | 2030-11-29      | Fixed         | 3.63%                 | 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      | $232959.51    | 0.00%             | 2026-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $591110.62    | 0.01%             | 2036-12-04      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 000000000<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      200000 | PA      | $270956.60    | 0.00%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11170000 | PA      | $1683282.81   | 0.01%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SALTAIRE FINANCE PLC                                      | Saltaire Finance PLC                                                             | CUSIP: 000000000<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $667800.21    | 0.01%             | 2033-12-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      400000 | PA      | $490740.43    | 0.00%             | 2032-06-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $1202825.49   | 0.01%             | 2028-10-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      500000 | PA      | $687662.17    | 0.01%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $134687.11    | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476985.59    | 0.00%             | 2033-12-06      | Fixed         | 3.88%                 | 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      | $268420.38    | 0.00%             | 2041-12-06      | Fixed         | 6.25%                 | 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      | $405920.88    | 0.00%             | 2029-12-07      | Fixed         | 4.95%                 | 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      | $946535.70    | 0.01%             | 2031-12-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6860000 | PA      | $1569851.49   | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | 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      | $478024.82    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      100000 | PA      | $120757.73    | 0.00%             | 2030-12-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $269135.26    | 0.00%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $567173.73    | 0.01%             | 2034-01-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $239492.45    | 0.00%             | 2032-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1162501.31   | 0.01%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1193072.08   | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1300000 | PA      | $1518139.43   | 0.01%             | 2031-01-09      | Fixed         | 2.88%                 | 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      | $116930.49    | 0.00%             | 2029-07-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $832366.53    | 0.01%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $118158.46    | 0.00%             | 2030-01-09      | 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        |      400000 | PA      | $264635.26    | 0.00%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6450000 | PA      | $7486706.84   | 0.07%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118903.62    | 0.00%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $369947.99    | 0.00%             | 2054-07-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $598808.98    | 0.01%             | 2032-01-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ED SW PLC                                   | National Grid Electricity Distribution South Wales PLC                           | CUSIP: 000000000<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $444683.63    | 0.00%             | 2039-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $462412.45    | 0.00%             | 2032-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA FINANCI SA                                  | Red Electrica Financiaciones SA                                                  | CUSIP: 000000000<br>LEI: 9598006P00EGK6U2SG18 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227504.47    | 0.00%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119133.39    | 0.00%             | 2032-01-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $577345.15    | 0.01%             | 2031-01-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233774.73    | 0.00%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2150000 | PA      | $2490264.53   | 0.02%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $566775.72    | 0.01%             | 2034-01-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      590000 | PA      | $674828.80    | 0.01%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1048338.75   | 0.01%             | 2031-01-13      | Fixed         | 2.88%                 | 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      | $2598661.20   | 0.02%             | 2034-10-20      | Fixed         | 2.88%                 | 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      | $1028012.02   | 0.01%             | 2034-01-12      | 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        |      300000 | PA      | $394388.12    | 0.00%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $131511.90    | 0.00%             | 2036-01-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $957186.08    | 0.01%             | 2030-01-15      | 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        |      380000 | PA      | $435057.24    | 0.00%             | 2044-01-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $356625.19    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $331808.75    | 0.00%             | 2029-07-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 44700000000 | PA      | $2740031.00   | 0.02%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1315790.74   | 0.01%             | 2027-07-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |      470000 | PA      | $538652.30    | 0.00%             | 2032-01-12      | Fixed         | 2.55%                 | 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      | $363811.77    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1280000 | PA      | $1466348.19   | 0.01%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $238162.53    | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236507.78    | 0.00%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1550000 | PA      | $1803961.20   | 0.02%             | 2029-07-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $466374.95    | 0.00%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $237315.89    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $659222.39    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117751.92    | 0.00%             | 2036-01-15      | 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        |      100000 | PA      | $119549.56    | 0.00%             | 2032-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1886000 | PA      | $2172476.83   | 0.02%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $468491.22    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1070853.73   | 0.01%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                             | OSB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $293921.77    | 0.00%             | 2030-01-16      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1105038.08   | 0.01%             | 2034-04-16      | Fixed         | 5.38%                 | 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      | $1163651.61   | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2400000 | PA      | $2873792.37   | 0.03%             | 2031-02-15      | 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        |  5209500000 | PA      | $31485503.73  | 0.28%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5202000 | PA      | $5853553.79   | 0.05%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $784095.85    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $579491.16    | 0.01%             | 2029-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231310.01    | 0.00%             | 2036-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $356105.86    | 0.00%             | 2033-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      500000 | PA      | $569361.92    | 0.01%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR BANK                                     | Lansforsakringar Bank AB                                                         | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $475786.10    | 0.00%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $233927.92    | 0.00%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $272435.80    | 0.00%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $580671.99    | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $243929.14    | 0.00%             | 2030-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $549232.05    | 0.00%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $201304.81    | 0.00%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1230000 | PA      | $1388567.23   | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $392950.65    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $791311.19    | 0.01%             | 2034-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $587390.09    | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $470177.43    | 0.00%             | 2029-04-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $353443.30    | 0.00%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $576143.96    | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $129812.50    | 0.00%             | 2036-01-18      | 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        |   350750000 | PA      | $1640167.50   | 0.01%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $121539.53    | 0.00%             | 2034-04-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $228928.68    | 0.00%             | 2034-01-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $721677.90    | 0.01%             | 2028-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $361541.88    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $540944.93    | 0.00%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591456.11    | 0.01%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $788501.31    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | 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      | $235466.33    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591502.28    | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $829076.54    | 0.01%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119555.62    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   720000000 | PA      | $4554879.88   | 0.04%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   128600000 | PA      | $18597572.87  | 0.16%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3000000 | PA      | $3460223.26   | 0.03%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14870000 | PA      | $17261497.71  | 0.15%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $473204.53    | 0.00%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $788855.44    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $252619.34    | 0.00%             | 2032-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113779.95    | 0.00%             | 2037-01-23      | 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        |      500000 | PA      | $585009.49    | 0.01%             | 2031-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $363472.02    | 0.00%             | 2031-01-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236774.46    | 0.00%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8640000 | PA      | $8298708.12   | 0.07%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3090000 | PA      | $2005386.51   | 0.02%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1021000 | PA      | $1025563.47   | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      430000 | PA      | $496672.21    | 0.00%             | 2031-01-24      | Fixed         | 2.63%                 | 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      | $456056.83    | 0.00%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $245020.70    | 0.00%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $828489.05    | 0.01%             | 2032-01-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $469741.96    | 0.00%             | 2036-01-24      | Fixed         | 4.06%                 | 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      | $3515141.96   | 0.03%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1156581.77   | 0.01%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $577274.66    | 0.01%             | 2034-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $469905.59    | 0.00%             | 2029-01-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4900000 | PA      | $5680277.02   | 0.05%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1050000 | PA      | $1261654.12   | 0.01%             | 2028-07-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      843000 | PA      | $1003440.27   | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      550000 | PA      | $654645.03    | 0.01%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $257014.97    | 0.00%             | 2035-01-25      | 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        |     1300000 | PA      | $1507664.75   | 0.01%             | 2034-01-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |     1000000 | PA      | $1200465.46   | 0.01%             | 2029-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1130000 | PA      | $1300290.84   | 0.01%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $478239.70    | 0.00%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $476460.25    | 0.00%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7561000 | PA      | $8747440.97   | 0.08%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236004.71    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $626781.77    | 0.01%             | 2036-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3000000000 | PA      | $2137671.58   | 0.02%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      300000 | PA      | $370738.53    | 0.00%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $566874.27    | 0.01%             | 2038-11-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $925119.93    | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | 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      | $569020.17    | 0.01%             | 2034-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1100000 | PA      | $1290581.66   | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   223210000 | PA      | $7522378.64   | 0.07%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1800000 | PA      | $1187819.66   | 0.01%             | 2034-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $231748.62    | 0.00%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    93600000 | PA      | $13709073.33  | 0.12%             | 2031-01-08      | Fixed         | 2.64%                 | 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      | $351460.43    | 0.00%             | 2030-02-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $353043.16    | 0.00%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345393.90    | 0.00%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   244500000 | PA      | $36236971.24  | 0.32%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3000000 | PA      | $292185.15    | 0.00%             | 2029-07-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $910620.23    | 0.01%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7811000 | PA      | $7829028.66   | 0.07%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1335106.32   | 0.01%             | 2029-02-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $693463.82    | 0.01%             | 2034-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $231393.72    | 0.00%             | 2034-02-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $244536.33    | 0.00%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1926000 | PA      | $2261251.80   | 0.02%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14090800000 | PA      | $10375298.59  | 0.09%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    15760000 | PA      | $1618040.92   | 0.01%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4160000 | PA      | $5026482.79   | 0.04%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $174320.04    | 0.00%             | 2027-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1088692.87   | 0.01%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $347354.69    | 0.00%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      190000 | PA      | $196546.89    | 0.00%             | 2054-02-06      | Fixed         | 3.15%                 | 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      | $612571.78    | 0.01%             | 2036-02-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $349068.98    | 0.00%             | 2031-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $269052.57    | 0.00%             | 2034-02-09      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $131169.72    | 0.00%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1240000 | PA      | $1441737.53   | 0.01%             | 2029-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1950000 | PA      | $2249305.85   | 0.02%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $242042.02    | 0.00%             | 2032-02-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $246023.68    | 0.00%             | 2030-05-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1190696.29   | 0.01%             | 2030-02-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    18770000 | PA      | $1807407.69   | 0.02%             | 2034-04-13      | Fixed         | 3.63%                 | 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      | $927530.30    | 0.01%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1580000 | PA      | $1844693.59   | 0.02%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $717426.62    | 0.01%             | 2034-02-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      510000 | PA      | $592050.97    | 0.01%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       18000 | PA      | $20857.09     | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $841454.55    | 0.01%             | 2035-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237923.42    | 0.00%             | 2029-08-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1350000 | PA      | $1391975.63   | 0.01%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235212.72    | 0.00%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $351995.58    | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | 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      | $3494027.38   | 0.03%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $343752.31    | 0.00%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $235542.94    | 0.00%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    10420000 | PA      | $1618407.62   | 0.01%             | 2026-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232872.83    | 0.00%             | 2034-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1155574.61   | 0.01%             | 2034-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $468443.85    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $358767.18    | 0.00%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      800000 | PA      | $947730.77    | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $529929.47    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $473171.06    | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $714564.70    | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $463187.62    | 0.00%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $781433.22    | 0.01%             | 2030-02-20      | 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        |  1080350000 | PA      | $6576981.59   | 0.06%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1630000 | PA      | $1899118.75   | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116200.44    | 0.00%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1197714.12   | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $333580.21    | 0.00%             | 2044-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      634000 | PA      | $755396.07    | 0.01%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $469659.01    | 0.00%             | 2028-11-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $351080.03    | 0.00%             | 2032-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114907.42    | 0.00%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      550000 | PA      | $623527.34    | 0.01%             | 2036-02-22      | Fixed         | 5.63%                 | 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      | $350883.54    | 0.00%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      300000 | PA      | $357637.42    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                                            | Cooperatieve Rabobank UA/Australia                                               | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $334447.10    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | 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      | $1163865.91   | 0.01%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $4630481.83   | 0.04%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $303109.48    | 0.00%             | 2034-11-27      | 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        |     2400000 | PA      | $1386323.78   | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | 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        |     1200000 | PA      | $1411441.64   | 0.01%             | 2031-02-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HAMBURGER SPARKASSE                                       | Hamburger Sparkasse AG                                                           | CUSIP: 000000000<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $704397.97    | 0.01%             | 2031-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120406.17    | 0.00%             | 2032-06-28      | Fixed         | 4.25%                 | 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      | $243425.19    | 0.00%             | 2036-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $269874.60    | 0.00%             | 2034-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $268118.54    | 0.00%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $591638.86    | 0.01%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |     1490000 | PA      | $1737109.30   | 0.02%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3735000 | PA      | $4443359.79   | 0.04%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5222000 | PA      | $6316341.88   | 0.06%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $605661.78    | 0.01%             | 2032-03-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $1069788.91   | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      300000 | PA      | $348672.47    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                                 | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $464618.99    | 0.00%             | 2032-09-04      | 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        |   800300000 | PA      | $5076956.65   | 0.04%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $708012.58    | 0.01%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1138588.94   | 0.01%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     3210000 | PA      | $3832000.06   | 0.03%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $703106.67    | 0.01%             | 2029-07-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1370000 | PA      | $1309642.26   | 0.01%             | 2055-05-25      | Fixed         | 3.25%                 | 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      | $239120.63    | 0.00%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $237097.06    | 0.00%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      900000 | PA      | $999472.52    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | 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      | $361409.21    | 0.00%             | 2036-03-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $274137.21    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $331701.08    | 0.00%             | 2027-07-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                      | Omnicom Finance Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $352573.29    | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LKQ DUTCH BOND BV                                         | LKQ Dutch Bond BV                                                                | CUSIP: 000000000<br>LEI: 724500O7KBK1ICWRWC17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118029.69    | 0.00%             | 2031-03-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   136440000 | PA      | $20050367.82  | 0.18%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113621.50    | 0.00%             | 2039-03-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $239069.43    | 0.00%             | 2034-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117218.37    | 0.00%             | 2036-03-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118565.00    | 0.00%             | 2031-03-06      | Fixed         | 3.63%                 | 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      | $427804.37    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | 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        |     1200000 | PA      | $791970.05    | 0.01%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12500000 | PA      | $1772826.46   | 0.02%             | 2027-02-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $824715.65    | 0.01%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $355504.55    | 0.00%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $351448.66    | 0.00%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST                                           | Stockland Trust                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      300000 | PA      | $206691.66    | 0.00%             | 2034-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                   | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $135813.02    | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $545775.17    | 0.00%             | 2030-03-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $585097.94    | 0.01%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $474916.84    | 0.00%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $236989.99    | 0.00%             | 2036-03-12      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348911.33    | 0.00%             | 2032-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1100000 | PA      | $1291022.38   | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                          | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $317262.85    | 0.00%             | 2033-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113851.70    | 0.00%             | 2036-03-11      | 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      | $351983.87    | 0.00%             | 2033-12-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $582206.94    | 0.01%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $807313.45    | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $241235.28    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      650000 | PA      | $763866.30    | 0.01%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4250000 | PA      | $2703959.38   | 0.02%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $471408.63    | 0.00%             | 2030-03-18      | Fixed         | 3.39%                 | 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      | $223858.07    | 0.00%             | 2036-03-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $405792.97    | 0.00%             | 2049-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $287196.43    | 0.00%             | 2032-03-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $234549.33    | 0.00%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $468379.57    | 0.00%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $587078.16    | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $354958.03    | 0.00%             | 2034-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $991580.05    | 0.01%             | 2029-09-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1163845.38   | 0.01%             | 2027-03-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $467822.18    | 0.00%             | 2029-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $454220.00    | 0.00%             | 2036-03-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      200000 | PA      | $234868.77    | 0.00%             | 2031-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $349388.36    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229360.01    | 0.00%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $810574.82    | 0.01%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $133536.47    | 0.00%             | 2029-03-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASYJET PLC                                               | easyJet PLC                                                                      | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118155.02    | 0.00%             | 2031-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $129082.21    | 0.00%             | 2036-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $219967.29    | 0.00%             | 2036-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     2000000 | PA      | $1313810.35   | 0.01%             | 2029-05-24      | 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      | $371795.29    | 0.00%             | 2034-03-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $590800.05    | 0.01%             | 2029-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $473772.42    | 0.00%             | 2029-03-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133315.40    | 0.00%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $724472.62    | 0.01%             | 2035-03-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $348528.46    | 0.00%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $715896.00    | 0.01%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1428217.89   | 0.01%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2259409.82   | 0.02%             | 2034-03-21      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $365654.23    | 0.00%             | 2034-06-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $463140.94    | 0.00%             | 2044-03-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $651830.81    | 0.01%             | 2032-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350015.81    | 0.00%             | 2031-03-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6110000 | PA      | $6425894.73   | 0.06%             | 2050-02-04      | Fixed         | 3.25%                 | 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      | $935055.11    | 0.01%             | 2030-11-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      570000 | PA      | $668885.02    | 0.01%             | 2039-03-22      | Fixed         | 3.75%                 | 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      | $425218.08    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | 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      | $148053.99    | 0.00%             | 2031-09-22      | Fixed         | 3.45%                 | 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      | $438893.27    | 0.00%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $597330.81    | 0.01%             | 2032-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $117456.31    | 0.00%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                                   | CUSIP: 000000000<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      350000 | PA      | $409793.94    | 0.00%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $588648.45    | 0.01%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1200000 | PA      | $1376503.10   | 0.01%             | 2034-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $940628.59    | 0.01%             | 2033-10-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      850000 | PA      | $995281.14    | 0.01%             | 2027-10-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $415580.38    | 0.00%             | 2031-04-04      | 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        |     5690000 | PA      | $1553343.58   | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $266744.41    | 0.00%             | 2031-03-28      | Fixed         | 5.41%                 | 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      | $608454.53    | 0.01%             | 2027-03-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    26300000 | PA      | $3769998.22   | 0.03%             | 2029-03-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2610000 | PA      | $652328.62    | 0.01%             | 2054-03-23      | Fixed         | 4.28%                 | 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      | $468149.01    | 0.00%             | 2034-04-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2150000 | PA      | $2506520.90   | 0.02%             | 2029-04-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $955954.29    | 0.01%             | 2030-04-04      | 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      | $126906.95    | 0.00%             | 2040-04-04      | Fixed         | 5.50%                 | 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      | $589183.16    | 0.01%             | 2030-04-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARADIGM HOMES CHARITABL                                  | Paradigm Homes Charitable Housing Association Ltd                                | CUSIP: 000000000<br>LEI: 213800I54XR2I9HM3X58 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123429.99    | 0.00%             | 2044-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $263829.24    | 0.00%             | 2028-10-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                 | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $353609.74    | 0.00%             | 2028-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239982.79    | 0.00%             | 2030-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $660425.80    | 0.01%             | 2029-03-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    49680000 | PA      | $2156322.43   | 0.02%             | 2033-03-03      | 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        |  2142250000 | PA      | $13114831.29  | 0.12%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2400000 | PA      | $1420606.93   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                       | Permanent TSB Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |      650000 | PA      | $780659.55    | 0.01%             | 2030-07-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119694.69    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $396764.32    | 0.00%             | 2029-04-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   480050000 | PA      | $2354110.63   | 0.02%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1172761.35   | 0.01%             | 2029-04-11      | 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        |      400000 | PA      | $460999.14    | 0.00%             | 2034-04-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      900000 | PA      | $1046843.32   | 0.01%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476666.32    | 0.00%             | 2036-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121492.39    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9750000 | PA      | $2381635.78   | 0.02%             | 2031-10-08      | Fixed         | 3.80%                 | 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      | $9523426.12   | 0.08%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117130.20    | 0.00%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     7610000 | PA      | $8879795.81   | 0.08%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $349957.13    | 0.00%             | 2031-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S-PANKKI OYJ                                              | S-Pankki Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700FTBNXAUN57RH30 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1168604.28   | 0.01%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      400000 | PA      | $472148.02    | 0.00%             | 2031-04-01      | 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      | $717126.43    | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $718676.03    | 0.01%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $1062967.69   | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $467720.24    | 0.00%             | 2032-04-16      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7933570000 | PA      | $5622351.20   | 0.05%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8180000 | PA      | $8961506.49   | 0.08%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    19820000 | PA      | $5281304.07   | 0.05%             | 2034-10-25      | 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        |   323800000 | PA      | $1822607.57   | 0.02%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $477791.27    | 0.00%             | 2029-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243603.50    | 0.00%             | 2034-04-22      | Fixed         | 4.13%                 | 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      | $135995.49    | 0.00%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    20190000 | PA      | $4976863.64   | 0.04%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   336960000 | PA      | $48276028.60  | 0.43%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $227597.87    | 0.00%             | 2034-05-25      | Fixed         | 3.25%                 | 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      | $593787.48    | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6140520000 | PA      | $4444761.71   | 0.04%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                           | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |      200000 | PA      | $138854.90    | 0.00%             | 2034-04-24      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |      851000 | PA      | $999806.53    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                       | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234496.10    | 0.00%             | 2032-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $359684.25    | 0.00%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      400000 | PA      | $474685.59    | 0.00%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353005.49    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $411646.98    | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      600000 | PA      | $699041.42    | 0.01%             | 2034-04-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      100000 | PA      | $130953.73    | 0.00%             | 2040-05-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $118852.00    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4600000 | PA      | $5383938.11   | 0.05%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1670000 | PA      | $1939432.56   | 0.02%             | 2034-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $477725.60    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $360276.30    | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $950949.51    | 0.01%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TATRA BANKA AS                                            | Tatra Banka as                                                                   | CUSIP: 000000000<br>LEI: 3157002JBFAI478MD587 | Long             | DBT              | CORP              | SK        |      400000 | PA      | $481862.89    | 0.00%             | 2030-04-29      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      700000 | PA      | $863713.20    | 0.01%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $474617.06    | 0.00%             | 2032-04-30      | Fixed         | 3.75%                 | 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      | $358523.62    | 0.00%             | 2036-04-30      | Fixed         | 4.13%                 | 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      | $219482.76    | 0.00%             | 2044-04-30      | Fixed         | 3.75%                 | 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      | $591794.28    | 0.01%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    15000000 | PA      | $3353329.12   | 0.03%             | 2028-04-26      | Fixed         | 6.30%                 | 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      | $121554.64    | 0.00%             | 2044-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    87880000 | PA      | $12866201.28  | 0.11%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1282722.13   | 0.01%             | 2032-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                                 | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $255050.87    | 0.00%             | 2044-11-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2036000 | PA      | $2392728.47   | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1363252.13   | 0.01%             | 2034-11-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      884000 | PA      | $1020222.15   | 0.01%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                        | Bank of Cyprus Pcl                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |      100000 | PA      | $121191.02    | 0.00%             | 2029-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $354306.32    | 0.00%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $232993.90    | 0.00%             | 2034-05-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    91190000 | PA      | $2883803.61   | 0.03%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WERFEN SA/SPAIN                                           | Werfen SA/Spain                                                                  | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $120645.38    | 0.00%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $235234.64    | 0.00%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1181373.67   | 0.01%             | 2030-05-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1160997.28   | 0.01%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1900000 | PA      | $1627791.36   | 0.01%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    43000000 | PA      | $6145535.83   | 0.05%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $935858.37    | 0.01%             | 2036-05-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1185562.78   | 0.01%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $593287.50    | 0.01%             | 2030-05-03      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348939.01    | 0.00%             | 2034-05-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $607816.68    | 0.01%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $336689.75    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2100000 | PA      | $2461583.99   | 0.02%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |   109750000 | PA      | $16037584.33  | 0.14%             | 2034-04-12      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1794508.90   | 0.02%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $700402.98    | 0.01%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      300000 | PA      | $355755.18    | 0.00%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118646.40    | 0.00%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $235327.00    | 0.00%             | 2036-05-08      | Fixed         | 3.85%                 | 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      | $7970257.41   | 0.07%             | 2027-04-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    61350000 | PA      | $8668967.94   | 0.08%             | 2027-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $353759.78    | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $403256.03    | 0.00%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $232218.85    | 0.00%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |      400000 | PA      | $478425.98    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118685.79    | 0.00%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $357584.24    | 0.00%             | 2032-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      500000 | PA      | $582467.20    | 0.01%             | 2032-05-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233230.90    | 0.00%             | 2031-05-16      | 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        |      500000 | PA      | $586532.49    | 0.01%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227371.80    | 0.00%             | 2036-05-16      | Fixed         | 3.38%                 | 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      | $661797.65    | 0.01%             | 2039-05-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1168254.90   | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $197336.42    | 0.00%             | 2036-10-23      | 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        |    10380000 | PA      | $12390752.52  | 0.11%             | 2031-07-15      | Fixed         | 3.45%                 | 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      | $236119.42    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $594040.42    | 0.01%             | 2044-05-26      | 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        |      700000 | PA      | $808974.53    | 0.01%             | 2034-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $704003.87    | 0.01%             | 2031-05-12      | Fixed         | 3.13%                 | 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      | $133717.45    | 0.00%             | 2029-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $361038.68    | 0.00%             | 2030-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $234181.81    | 0.00%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |     1150000 | PA      | $1349720.48   | 0.01%             | 2032-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $338508.95    | 0.00%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   401300000 | PA      | $2564811.11   | 0.02%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    14840000 | PA      | $3665119.20   | 0.03%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $587264.84    | 0.01%             | 2029-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5220000 | PA      | $5460770.93   | 0.05%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232290.78    | 0.00%             | 2034-05-21      | Fixed         | 3.00%                 | 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      | $794122.52    | 0.01%             | 2039-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $239800.81    | 0.00%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | Illinois Tool Works Inc                                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      450000 | PA      | $527987.76    | 0.00%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERBUND AG                                                | Verbund AG                                                                       | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $708043.35    | 0.01%             | 2031-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $235359.36    | 0.00%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $238427.67    | 0.00%             | 2031-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236818.64    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | 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      | $1173814.36   | 0.01%             | 2029-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      450000 | PA      | $523489.07    | 0.00%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $408280.50    | 0.00%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |      450000 | PA      | $544679.91    | 0.00%             | 2031-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236224.61    | 0.00%             | 2031-05-15      | 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      | $344825.40    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      800000 | PA      | $939444.93    | 0.01%             | 2029-10-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    93510000 | PA      | $13243481.72  | 0.12%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COVIVIO HOTELS SACA                                       | Covivio Hotels SACA                                                              | CUSIP: 000000000<br>LEI: 969500N2QX5LGFFZ0I67 | Long             | DBT              |  | FR        |      300000 | PA      | $355666.49    | 0.00%             | 2033-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $350694.39    | 0.00%             | 2031-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                 | Timken Co/The                                                                    | CUSIP: 000000000<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $233482.27    | 0.00%             | 2034-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $317127.09    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345585.63    | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $335994.58    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $462903.82    | 0.00%             | 2032-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |     1200000 | PA      | $795287.35    | 0.01%             | 2034-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $471426.88    | 0.00%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      625000 | PA      | $735748.88    | 0.01%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     2150000 | PA      | $2517201.80   | 0.02%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SG LT                                  | Standard Chartered Bank Singapore Ltd                                            | CUSIP: 000000000<br>LEI: 549300MDYVVHJ8D1DW28 | Long             | DBT              | CORP              | SG        |      450000 | PA      | $526531.36    | 0.00%             | 2027-05-28      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2250000 | PA      | $2189000.81   | 0.02%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $558698.59    | 0.00%             | 2037-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      435000 | PA      | $509845.10    | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1279100000 | PA      | $6340626.60   | 0.06%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1171450.47   | 0.01%             | 2029-08-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2409000 | PA      | $2672978.55   | 0.02%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      500000 | PA      | $584766.28    | 0.01%             | 2027-09-15      | Fixed         | 3.00%                 | 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      | $587919.86    | 0.01%             | 2029-05-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     7120000 | PA      | $8165574.00   | 0.07%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5700000 | PA      | $539907.42    | 0.00%             | 2039-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $120438.53    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      100000 | PA      | $119408.37    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                | Redexis SA                                                                       | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $354396.84    | 0.00%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1069353.06   | 0.01%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1424280.16   | 0.01%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $235404.96    | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $1037925.76   | 0.01%             | 2034-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $242347.83    | 0.00%             | 2030-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $248081.56    | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ILLIMITY BANK SPA                                         | Illimity Bank SpA                                                                | CUSIP: 000000000<br>LEI: 815600A029117B20DD63 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120307.85    | 0.00%             | 2027-05-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |     1200000 | PA      | $1465472.07   | 0.01%             | 2029-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233935.77    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $474844.32    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $366688.13    | 0.00%             | 2036-05-31      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      499000 | PA      | $344135.15    | 0.00%             | 2039-06-06      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1175274.11   | 0.01%             | 2030-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $359108.71    | 0.00%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANCA POPOLARE SONDRIO                                    | Banca Popolare di Sondrio SPA                                                    | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $359319.34    | 0.00%             | 2030-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $806259.37    | 0.01%             | 2031-10-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $355061.23    | 0.00%             | 2030-06-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $227371.12    | 0.00%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349064.68    | 0.00%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $586345.80    | 0.01%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIFFEISENBANK AS                                         | Raiffeisenbank AS                                                                | CUSIP: 000000000<br>LEI: 31570010000000004460 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $361734.06    | 0.00%             | 2030-06-05      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $824249.59    | 0.01%             | 2034-06-05      | 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        |      500000 | PA      | $588994.27    | 0.01%             | 2029-06-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $235470.83    | 0.00%             | 2031-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     1350000 | PA      | $1618791.02   | 0.01%             | 2030-09-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1260000 | PA      | $1499321.31   | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $705017.55    | 0.01%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $354494.91    | 0.00%             | 2031-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      500000 | PA      | $559957.54    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119191.78    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      125000 | PA      | $149445.06    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      200000 | PA      | $233303.47    | 0.00%             | 2043-10-15      | Fixed         | 4.15%                 | 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      | $836471.83    | 0.01%             | 2030-06-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MAYBANK SINGAPORE LTD                                     | Maybank Singapore Ltd                                                            | CUSIP: 000000000<br>LEI: 549300TVTVALJC1NA695 | Long             | DBT              | CORP              | SG        |      300000 | PA      | $351937.63    | 0.00%             | 2027-06-07      | Fixed         | 3.44%                 | 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        |  2240000000 | PA      | $2524999.32   | 0.02%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $710144.51    | 0.01%             | 2029-06-11      | Fixed         | 3.38%                 | 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      | $351770.29    | 0.00%             | 2034-06-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $738173.48    | 0.01%             | 2028-10-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119412.60    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $470016.82    | 0.00%             | 2028-06-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $560316.40    | 0.00%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118982.45    | 0.00%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $590245.62    | 0.01%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1340000 | PA      | $1584811.62   | 0.01%             | 2029-11-13      | 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        |    14668000 | PA      | $16529919.10  | 0.15%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231239.46    | 0.00%             | 2036-06-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $412287.26    | 0.00%             | 2028-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $118340.03    | 0.00%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $235234.01    | 0.00%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                            | CUSIP: 000000000<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $594550.07    | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $1086694.50   | 0.01%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240555.15    | 0.00%             | 2034-06-11      | 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      | $354649.85    | 0.00%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $594687.76    | 0.01%             | 2032-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $240358.55    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $236098.60    | 0.00%             | 2036-06-07      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      550000 | PA      | $651543.89    | 0.01%             | 2028-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $386235.30    | 0.00%             | 2039-06-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $585080.81    | 0.01%             | 2030-06-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 000000000<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      100000 | PA      | $133550.81    | 0.00%             | 2029-12-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120538.85    | 0.00%             | 2031-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      500000 | PA      | $625428.29    | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | 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        |   475000000 | PA      | $431906.56    | 0.00%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $369134.28    | 0.00%             | 2033-03-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $236353.21    | 0.00%             | 2029-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238293.03    | 0.00%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1003000 | PA      | $671475.89    | 0.01%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     9120000 | PA      | $971401.13    | 0.01%             | 2031-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6600000 | PA      | $7558027.62   | 0.07%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $702057.37    | 0.01%             | 2044-06-17      | Fixed         | 4.75%                 | 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      | $357869.26    | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $236066.78    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                                           | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119914.80    | 0.00%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $236432.44    | 0.00%             | 2029-06-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133459.92    | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $476473.06    | 0.00%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $320111.40    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $356815.70    | 0.00%             | 2029-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $427374.81    | 0.00%             | 2029-12-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1171500.66   | 0.01%             | 2029-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE UNITE GROUP PLC                                       | UNITE Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              |  | GB        |      100000 | PA      | $135110.92    | 0.00%             | 2032-06-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      597000 | PA      | $712290.75    | 0.01%             | 2031-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351784.06    | 0.00%             | 2034-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                        | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $242051.13    | 0.00%             | 2031-06-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     7380000 | PA      | $2390966.20   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1850000 | PA      | $1229759.73   | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   752200000 | PA      | $4791456.26   | 0.04%             | 2029-03-20      | Fixed         | 0.50%                 | 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      | $239662.90    | 0.00%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $253331.38    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                        | John Deere Bank SA                                                               | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $413485.66    | 0.00%             | 2029-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117536.39    | 0.00%             | 2036-07-04      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $348770.84    | 0.00%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235034.59    | 0.00%             | 2034-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $603278.25    | 0.01%             | 2031-07-03      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| PIRELLI & C SPA                                           | Pirelli & C SpA                                                                  | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $535761.56    | 0.00%             | 2029-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     3000000 | PA      | $3499262.55   | 0.03%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1323386.99   | 0.01%             | 2029-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118714.12    | 0.00%             | 2029-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERG SPA                                                   | ERG SpA                                                                          | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $603717.94    | 0.01%             | 2030-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORP                                        | Redeia Corp SA                                                                   | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $348963.40    | 0.00%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1612750000 | PA      | $10089067.63  | 0.09%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $597011.69    | 0.01%             | 2029-07-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $1196885.68   | 0.01%             | 2029-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120210.80    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $594505.56    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7997000 | PA      | $9248692.47   | 0.08%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $490236.67    | 0.00%             | 2035-07-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIOTELEVISIONE ITALIAN                                  | RAI-Radiotelevisione Italiana SpA                                                | CUSIP: 000000000<br>LEI: 815600C62B51478A5144 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240256.14    | 0.00%             | 2029-07-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   585350000 | PA      | $3155155.65   | 0.03%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      300000 | PA      | $357642.33    | 0.00%             | 2031-07-15      | 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        |  1040600000 | PA      | $6635175.73   | 0.06%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $239775.34    | 0.00%             | 2036-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 000000000<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      400000 | PA      | $472766.51    | 0.00%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239675.30    | 0.00%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119550.40    | 0.00%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $473173.37    | 0.00%             | 2034-07-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1955397.84   | 0.02%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3093000 | PA      | $3634198.92   | 0.03%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $241281.70    | 0.00%             | 2029-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $357275.12    | 0.00%             | 2029-07-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SILFIN NV                                                 | Silfin NV                                                                        | CUSIP: 000000000<br>LEI: 213800WDGKCVWZAN1N02 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $243573.47    | 0.00%             | 2030-07-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   328700000 | PA      | $1934351.74   | 0.02%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $1052519.69   | 0.01%             | 2031-07-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   200000000 | PA      | $6452337.53   | 0.06%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      650000 | PA      | $777298.36    | 0.01%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $678966.68    | 0.01%             | 2039-07-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $718877.54    | 0.01%             | 2028-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      500000 | PA      | $590214.65    | 0.01%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115127.62    | 0.00%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $116132.21    | 0.00%             | 2031-07-25      | Fixed         | 2.75%                 | 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      | $3968714.54   | 0.04%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 12636520000 | PA      | $8919927.05   | 0.08%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3000000 | PA      | $1953055.21   | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5771000 | PA      | $6958590.37   | 0.06%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   410200000 | PA      | $2655998.39   | 0.02%             | 2026-08-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117582.47    | 0.00%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $115469.96    | 0.00%             | 2033-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EDENRED SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350135.54    | 0.00%             | 2032-08-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118848.24    | 0.00%             | 2031-08-05      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117370.14    | 0.00%             | 2033-08-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $354429.21    | 0.00%             | 2030-11-06      | Fixed         | 3.50%                 | 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      | $115290.73    | 0.00%             | 2036-08-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $358987.25    | 0.00%             | 2036-08-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 88431000000 | PA      | $5576706.98   | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8399620000 | PA      | $5611111.29   | 0.05%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                     | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120249.23    | 0.00%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $342626.16    | 0.00%             | 2037-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      200000 | PA      | $218131.87    | 0.00%             | 2053-08-15      | 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        |   897700000 | PA      | $5682548.41   | 0.05%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238628.60    | 0.00%             | 2035-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $116770.69    | 0.00%             | 2029-08-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2200000 | PA      | $1266879.80   | 0.01%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113088.12    | 0.00%             | 2034-08-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $128884.86    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $236161.28    | 0.00%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $590721.57    | 0.01%             | 2034-08-28      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $750692.65    | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117003.08    | 0.00%             | 2054-08-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116964.48    | 0.00%             | 2030-08-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229785.58    | 0.00%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1750000 | PA      | $1128851.04   | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   439390000 | PA      | $62038847.48  | 0.55%             | 2027-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1501659.70   | 0.01%             | 2029-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $234397.34    | 0.00%             | 2030-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $228801.38    | 0.00%             | 2034-08-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233630.01    | 0.00%             | 2027-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 65251000000 | PA      | $4089864.45   | 0.04%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $233116.66    | 0.00%             | 2029-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $574425.70    | 0.01%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $584418.14    | 0.01%             | 2030-09-03      | Fixed         | 3.00%                 | 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      | $354158.01    | 0.00%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231611.30    | 0.00%             | 2034-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $264230.13    | 0.00%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121236.09    | 0.00%             | 2032-09-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $588485.82    | 0.01%             | 2035-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1178885.83   | 0.01%             | 2030-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $342888.90    | 0.00%             | 2035-08-30      | Fixed         | 3.38%                 | 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      | $709305.69    | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $133761.57    | 0.00%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $348302.50    | 0.00%             | 2031-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110465.81    | 0.00%             | 2044-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $358853.64    | 0.00%             | 2035-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    11200000 | PA      | $13012649.03  | 0.11%             | 2029-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $132266.08    | 0.00%             | 2029-10-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $232983.78    | 0.00%             | 2036-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $345838.17    | 0.00%             | 2034-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $624812.72    | 0.01%             | 2034-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $354159.95    | 0.00%             | 2032-09-05      | Fixed         | 3.56%                 | 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      | $230790.14    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $943494.83    | 0.01%             | 2031-09-04      | 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        |      900000 | PA      | $1046776.06   | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $253404.08    | 0.00%             | 2054-09-04      | Fixed         | 5.56%                 | 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      | $446453.23    | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $118229.83    | 0.00%             | 2036-09-04      | 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      | $580699.46    | 0.01%             | 2031-04-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $595674.39    | 0.01%             | 2032-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $577797.64    | 0.01%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116708.11    | 0.00%             | 2030-04-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $347864.34    | 0.00%             | 2034-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $357711.79    | 0.00%             | 2031-09-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $292090.32    | 0.00%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $293712.03    | 0.00%             | 2030-03-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $815650.53    | 0.01%             | 2029-03-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $309628.01    | 0.00%             | 2044-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1049451.72   | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1255000 | PA      | $1439312.27   | 0.01%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350413.70    | 0.00%             | 2034-09-09      | Fixed         | 3.57%                 | 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      | $1136906.92   | 0.01%             | 2034-09-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $670139.33    | 0.01%             | 2034-11-09      | Fixed         | 5.75%                 | 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      | $116228.92    | 0.00%             | 2036-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1300000 | PA      | $1505576.83   | 0.01%             | 2028-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5347000 | PA      | $6713283.25   | 0.06%             | 2040-01-31      | Fixed         | 4.38%                 | 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      | $126704.97    | 0.00%             | 2044-09-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $480937.40    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $232835.31    | 0.00%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1100000 | PA      | $1276085.43   | 0.01%             | 2027-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      500000 | PA      | $579861.24    | 0.01%             | 2028-09-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     1000000 | PA      | $1175574.15   | 0.01%             | 2029-09-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $232156.00    | 0.00%             | 2034-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      500000 | PA      | $584455.97    | 0.01%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115454.10    | 0.00%             | 2036-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     7000000 | PA      | $726014.80    | 0.01%             | 2029-09-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $903979.13    | 0.01%             | 2044-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $531560.23    | 0.00%             | 2032-09-12      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350786.73    | 0.00%             | 2031-09-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GAS NETWORKS IRELAND                                      | GAS Networks Ireland                                                             | CUSIP: 000000000<br>LEI: 54930043FTE0M50CGG56 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $351414.07    | 0.00%             | 2030-09-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEARSON FUNDING PLC                                       | Pearson Funding PLC                                                              | CUSIP: 000000000<br>LEI: 2138001ZJKQ5U81RMY52 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $131033.07    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $347773.07    | 0.00%             | 2033-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      100000 | PA      | $116283.72    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $259176.09    | 0.00%             | 2036-09-12      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $872882.40    | 0.01%             | 2032-09-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   777700000 | PA      | $4941263.83   | 0.04%             | 2029-06-20      | 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        |     7160000 | PA      | $8342034.74   | 0.07%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5388000 | PA      | $6169008.29   | 0.05%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $939980.37    | 0.01%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                                 | Terega SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352347.46    | 0.00%             | 2034-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JUST GROUP PLC                                            | Just Group PLC                                                                   | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $410538.74    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $351207.49    | 0.00%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                             | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      775000 | PA      | $915076.82    | 0.01%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234235.94    | 0.00%             | 2032-10-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $589552.32    | 0.01%             | 2032-09-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      650000 | PA      | $765269.89    | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11561220000 | PA      | $7849408.75   | 0.07%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $312451.44    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116022.09    | 0.00%             | 2034-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3979890000 | PA      | $2765759.66   | 0.02%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $339632.24    | 0.00%             | 2034-01-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233261.86    | 0.00%             | 2032-03-21      | 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      | $235074.89    | 0.00%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $355769.71    | 0.00%             | 2035-09-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      200000 | PA      | $255264.49    | 0.00%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      575000 | PA      | $662022.56    | 0.01%             | 2032-01-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $946135.07    | 0.01%             | 2031-10-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232313.25    | 0.00%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      400000 | PA      | $476753.13    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117972.28    | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMVEST RCF CUSTODIAN BV                                   | Amvest RCF Custodian BV                                                          | CUSIP: 000000000<br>LEI: 72450023I38I1JFQ9376 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235505.51    | 0.00%             | 2030-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD LONDON                                       | DBS Bank Ltd/London                                                              | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      300000 | PA      | $347588.15    | 0.00%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344713.01    | 0.00%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1164943.05   | 0.01%             | 2029-01-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $276907.60    | 0.00%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      800000 | PA      | $938077.99    | 0.01%             | 2031-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131638.90    | 0.00%             | 2031-09-26      | Fixed         | 5.35%                 | 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      | $347142.67    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |      200000 | PA      | $233997.84    | 0.00%             | 2031-09-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $347835.13    | 0.00%             | 2028-07-02      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $250611.29    | 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        |      700000 | PA      | $818079.88    | 0.01%             | 2029-04-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $230217.62    | 0.00%             | 2035-09-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $468880.63    | 0.00%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1786281.29   | 0.02%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $458979.34    | 0.00%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                                           | Knorr-Bremse AG                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116313.06    | 0.00%             | 2032-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $461519.14    | 0.00%             | 2029-10-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232606.25    | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE II AG                                  | Swiss Life Finance II AG                                                         | CUSIP: 000000000<br>LEI: 549300YS5BXPRDMWHH23 | Long             | DBT              | CORP              | LI        |      300000 | PA      | $356304.38    | 0.00%             | 2044-10-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $827818.66    | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1616396.67   | 0.01%             | 2034-10-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120279.26    | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER NETWORKS                                    | Eastern Power Networks PLC                                                       | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129314.70    | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | 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      | $506674.49    | 0.00%             | 2029-10-02      | Fixed         | 2.38%                 | 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      | $1134554.27   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $230057.72    | 0.00%             | 2032-04-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $358545.84    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $586831.96    | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $243868.89    | 0.00%             | 2035-01-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234170.32    | 0.00%             | 2029-10-03      | Fixed         | 3.83%                 | 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      | $227171.36    | 0.00%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1100000 | PA      | $1275192.53   | 0.01%             | 2031-10-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1153236.46   | 0.01%             | 2029-10-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $470717.52    | 0.00%             | 2035-01-03      | Fixed         | 4.16%                 | 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      | $817149.85    | 0.01%             | 2029-10-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $292757.23    | 0.00%             | 2031-10-07      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      600000 | PA      | $706600.97    | 0.01%             | 2029-10-08      | 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        |  1842950000 | PA      | $11924038.73  | 0.11%             | 2026-10-01      | Fixed         | 0.40%                 | 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      | $354644.33    | 0.00%             | 2029-10-07      | Fixed         | 4.75%                 | 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      | $352830.52    | 0.00%             | 2031-10-08      | Fixed         | 3.72%                 | 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      | $345451.11    | 0.00%             | 2032-10-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    38800000 | PA      | $5456281.66   | 0.05%             | 2027-09-13      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2100000 | PA      | $2413773.96   | 0.02%             | 2029-12-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                             | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |      100000 | PA      | $132253.93    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8000000 | PA      | $1788927.51   | 0.02%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1625050000 | PA      | $9959506.29   | 0.09%             | 2034-09-20      | Fixed         | 0.90%                 | 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      | $1943213.95   | 0.02%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1044840.81   | 0.01%             | 2031-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $812631.92    | 0.01%             | 2027-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $588052.33    | 0.01%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235611.62    | 0.00%             | 2035-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      500000 | PA      | $595094.39    | 0.01%             | 2030-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116136.11    | 0.00%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1943780.63   | 0.02%             | 2029-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1766779.60   | 0.02%             | 2034-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $235052.22    | 0.00%             | 2030-10-16      | Fixed         | 3.50%                 | 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      | $1151520.51   | 0.01%             | 2030-10-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      800000 | PA      | $937006.19    | 0.01%             | 2029-04-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $464454.07    | 0.00%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $348890.00    | 0.00%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $349337.79    | 0.00%             | 2034-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     5300000 | PA      | $6100826.68   | 0.05%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $351594.54    | 0.00%             | 2029-10-16      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $266145.53    | 0.00%             | 2029-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORNATOR OYJ                                              | Tornator Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700HAOL35VNKK1711 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $117573.28    | 0.00%             | 2031-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1176122.88   | 0.01%             | 2031-10-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $699265.07    | 0.01%             | 2029-10-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235184.60    | 0.00%             | 2031-10-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                 | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $695778.48    | 0.01%             | 2031-10-22      | 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        |      100000 | PA      | $129942.76    | 0.00%             | 2034-10-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      900000 | PA      | $1027559.98   | 0.01%             | 2039-10-22      | Fixed         | 3.88%                 | 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      | $1221024.96   | 0.01%             | 2031-10-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    77900000 | PA      | $11055596.17  | 0.10%             | 2029-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $457234.82    | 0.00%             | 2031-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $347096.98    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $227516.55    | 0.00%             | 2034-10-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $290128.59    | 0.00%             | 2031-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $931066.89    | 0.01%             | 2027-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $230903.98    | 0.00%             | 2034-10-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEASYS SPA                                                | Leasys SpA                                                                       | CUSIP: 000000000<br>LEI: 5493009CCXH3RNCA7U43 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1052825.47   | 0.01%             | 2029-01-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $577339.80    | 0.01%             | 2031-10-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115027.24    | 0.00%             | 2034-10-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   158280000 | PA      | $5538894.08   | 0.05%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $2059533.64   | 0.02%             | 2031-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $332173.73    | 0.00%             | 2039-10-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1049465.76   | 0.01%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124372.64    | 0.00%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $168601.12    | 0.00%             | 2036-10-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1157734.52   | 0.01%             | 2030-10-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $396065.35    | 0.00%             | 2028-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $2035288.87   | 0.02%             | 2034-10-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $577783.74    | 0.01%             | 2031-02-03      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $466014.63    | 0.00%             | 2029-10-29      | 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        |    13630000 | PA      | $15988069.21  | 0.14%             | 2031-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |      300000 | PA      | $341115.29    | 0.00%             | 2036-10-30      | 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        |      200000 | PA      | $266757.41    | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CA IMMOBILIEN ANLAGEN AG                                  | CA Immobilien Anlagen AG                                                         | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $353162.28    | 0.00%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                  | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $347453.73    | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14412270000 | PA      | $10053883.02  | 0.09%             | 2034-12-10      | 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        |   494300000 | PA      | $2851006.77   | 0.03%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $394895.74    | 0.00%             | 2036-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $233181.83    | 0.00%             | 2036-11-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      750000 | PA      | $868293.95    | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERALLIA SA                                               | Verallia SA                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115130.69    | 0.00%             | 2032-11-04      | Fixed         | 3.88%                 | 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      | $345056.56    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117870.93    | 0.00%             | 2036-01-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $131421.40    | 0.00%             | 2028-10-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      500000 | PA      | $572393.52    | 0.01%             | 2031-11-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      450000 | PA      | $520696.13    | 0.00%             | 2031-11-05      | Fixed         | 3.13%                 | 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      | $462781.11    | 0.00%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $231780.80    | 0.00%             | 2029-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347772.02    | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   294000000 | PA      | $1902864.51   | 0.02%             | 2026-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                       | Avery Dennison Corp                                                              | CUSIP: 000000000<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115817.02    | 0.00%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $348478.89    | 0.00%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $400546.29    | 0.00%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $349092.75    | 0.00%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                           | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $463392.02    | 0.00%             | 2029-11-05      | Fixed         | 2.80%                 | 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      | $350950.30    | 0.00%             | 2032-11-07      | 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      | $463868.45    | 0.00%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $1128420.06   | 0.01%             | 2036-11-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1177005.03   | 0.01%             | 2030-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8570000 | PA      | $9980964.64   | 0.09%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133611.07    | 0.00%             | 2029-11-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $670730.81    | 0.01%             | 2030-10-23      | Fixed         | 4.75%                 | 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      | $789510.07    | 0.01%             | 2035-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $587619.42    | 0.01%             | 2029-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $935362.32    | 0.01%             | 2032-11-19      | 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        |      225000 | PA      | $262506.91    | 0.00%             | 2036-11-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228036.21    | 0.00%             | 2036-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230420.50    | 0.00%             | 2031-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |     2000000 | PA      | $2659825.75   | 0.02%             | 2027-11-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1280174.75   | 0.01%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354569.49    | 0.00%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $234617.71    | 0.00%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232255.18    | 0.00%             | 2032-12-15      | Fixed         | 3.52%                 | 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      | $344828.57    | 0.00%             | 2032-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $234444.53    | 0.00%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $464121.23    | 0.00%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350102.77    | 0.00%             | 2029-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      450000 | PA      | $518091.93    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1015108.33   | 0.01%             | 2034-03-19      | 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      | $226977.05    | 0.00%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235720.07    | 0.00%             | 2037-02-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234422.33    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $932604.07    | 0.01%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347492.31    | 0.00%             | 2034-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $581045.83    | 0.01%             | 2029-07-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $236038.24    | 0.00%             | 2031-08-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134814.37    | 0.00%             | 2029-11-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $136016.70    | 0.00%             | 2039-11-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1362250000 | PA      | $8700242.15   | 0.08%             | 2029-09-20      | Fixed         | 0.70%                 | 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      | $114849.27    | 0.00%             | 2036-11-21      | Fixed         | 3.63%                 | 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      | $114803.89    | 0.00%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230346.72    | 0.00%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217741.68    | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                        | Roquette Freres SA                                                               | CUSIP: 000000000<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231566.87    | 0.00%             | 2031-11-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $235295.30    | 0.00%             | 2031-05-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114977.15    | 0.00%             | 2037-11-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $268467.58    | 0.00%             | 2036-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $351361.22    | 0.00%             | 2031-11-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $348989.11    | 0.00%             | 2029-11-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347566.46    | 0.00%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $230045.43    | 0.00%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118637.98    | 0.00%             | 2035-11-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                              | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $357783.15    | 0.00%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    10000000 | PA      | $336944.33    | 0.00%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $135571.00    | 0.00%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $1045204.76   | 0.01%             | 2030-11-29      | 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        |    22450000 | PA      | $7100361.25   | 0.06%             | 2029-08-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $133704.91    | 0.00%             | 2036-12-03      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $230433.85    | 0.00%             | 2030-12-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $631196.90    | 0.01%             | 2034-12-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FINGRID OYJ                                               | Fingrid Oyj                                                                      | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $346841.36    | 0.00%             | 2029-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   108200000 | PA      | $700782.73    | 0.01%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115344.72    | 0.00%             | 2031-01-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                  | South West Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $272700.47    | 0.00%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                          | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $232802.84    | 0.00%             | 2031-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   114000000 | PA      | $15974047.19  | 0.14%             | 2026-12-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    57000000 | PA      | $3122717.99   | 0.03%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1544600000 | PA      | $10000699.47  | 0.09%             | 2027-01-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   159000000 | PA      | $22144391.84  | 0.20%             | 2031-12-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $795989.35    | 0.01%             | 2035-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $577606.28    | 0.01%             | 2030-01-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $666917.30    | 0.01%             | 2029-10-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $266826.85    | 0.00%             | 2030-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $664640.60    | 0.01%             | 2030-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $608970.07    | 0.01%             | 2033-01-13      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $270091.46    | 0.00%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $399754.35    | 0.00%             | 2030-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1425800000 | PA      | $8943433.52   | 0.08%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236017.97    | 0.00%             | 2032-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $116642.34    | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $352746.04    | 0.00%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $641667.44    | 0.01%             | 2030-01-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114988.38    | 0.00%             | 2032-12-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $232593.17    | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      200000 | PA      | $229686.55    | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | 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      | $235379.86    | 0.00%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3451000 | PA      | $3956828.63   | 0.03%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1330107.54   | 0.01%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $235151.20    | 0.00%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1180073.52   | 0.01%             | 2031-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $333714.69    | 0.00%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $347775.34    | 0.00%             | 2032-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2393000 | PA      | $2741824.65   | 0.02%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     4567000 | PA      | $5291473.13   | 0.05%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      600000 | PA      | $709019.01    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $234296.24    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      450000 | PA      | $537453.73    | 0.00%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1000000 | PA      | $1178639.58   | 0.01%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9750000 | PA      | $11152357.47  | 0.10%             | 2035-02-15      | 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        |      500000 | PA      | $672064.31    | 0.01%             | 2030-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    12130000 | PA      | $14063738.44  | 0.12%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $705481.01    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1157897.88   | 0.01%             | 2030-02-20      | Fixed         | 2.63%                 | 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      | $115771.19    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $470040.14    | 0.00%             | 2031-01-15      | Fixed         | 3.58%                 | 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      | $581145.65    | 0.01%             | 2030-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4483000 | PA      | $5304067.28   | 0.05%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2523000 | PA      | $2911749.34   | 0.03%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1158011.91   | 0.01%             | 2034-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      794000 | PA      | $917538.73    | 0.01%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $587320.00    | 0.01%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $350549.70    | 0.00%             | 2037-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $469100.41    | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1380900000 | PA      | $7593113.46   | 0.07%             | 2054-12-20      | Fixed         | 2.30%                 | 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      | $199610.72    | 0.00%             | 2032-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $930003.77    | 0.01%             | 2030-01-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $637186.15    | 0.01%             | 2032-01-16      | Fixed         | 2.75%                 | 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      | $695178.76    | 0.01%             | 2035-01-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2286000 | PA      | $2636519.93   | 0.02%             | 2035-06-15      | 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        |      100000 | PA      | $117242.58    | 0.00%             | 2030-01-16      | 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        |      500000 | PA      | $589487.13    | 0.01%             | 2035-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1064481.40   | 0.01%             | 2033-01-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $230643.31    | 0.00%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $352589.98    | 0.00%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $468266.85    | 0.00%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $199082.87    | 0.00%             | 2030-01-17      | Fixed         | 4.45%                 | 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      | $1155627.46   | 0.01%             | 2033-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352715.26    | 0.00%             | 2030-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SAARLAND                                                  | State of Saarland                                                                | CUSIP: 000000000<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $232085.41    | 0.00%             | 2035-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $2693702.12   | 0.02%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $873836.11    | 0.01%             | 2029-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1538570.44   | 0.01%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $927370.68    | 0.01%             | 2035-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $201108.12    | 0.00%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   833850000 | PA      | $5355994.94   | 0.05%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4100000 | PA      | $4768092.87   | 0.04%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1360000 | PA      | $1614222.21   | 0.01%             | 2035-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350945.37    | 0.00%             | 2028-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117608.18    | 0.00%             | 2030-01-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1334978.15   | 0.01%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $698774.68    | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                     | Nova Ljubljanska Banka dd                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |      400000 | PA      | $465980.78    | 0.00%             | 2029-01-21      | Fixed         | 3.50%                 | 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      | $351381.97    | 0.00%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350745.94    | 0.00%             | 2029-04-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6200000 | PA      | $7225182.95   | 0.06%             | 2028-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237594.22    | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236806.20    | 0.00%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $133709.64    | 0.00%             | 2028-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118426.83    | 0.00%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    49920000 | PA      | $6897116.72   | 0.06%             | 2030-01-06      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $584035.91    | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $580298.81    | 0.01%             | 2033-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $350725.24    | 0.00%             | 2031-01-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                    | Sirius Real Estate Ltd                                                           | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |      100000 | PA      | $115858.62    | 0.00%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $813715.89    | 0.01%             | 2033-01-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231532.54    | 0.00%             | 2037-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234266.15    | 0.00%             | 2033-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $466795.74    | 0.00%             | 2045-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2061050000 | PA      | $12250480.25  | 0.11%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6840000 | PA      | $1673937.91   | 0.01%             | 2040-07-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1350000 | PA      | $1429997.12   | 0.01%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1275187.41   | 0.01%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1550000 | PA      | $1796708.42   | 0.02%             | 2032-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $232465.14    | 0.00%             | 2055-01-23      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $576791.29    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1348863.49   | 0.01%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233458.35    | 0.00%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $117454.51    | 0.00%             | 2032-01-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $232117.40    | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $118048.06    | 0.00%             | 2030-07-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $235076.32    | 0.00%             | 2035-04-24      | Fixed         | 4.00%                 | 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      | $231543.18    | 0.00%             | 2033-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $460045.24    | 0.00%             | 2035-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1161536.97   | 0.01%             | 2032-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $466075.65    | 0.00%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349296.39    | 0.00%             | 2030-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $465787.73    | 0.00%             | 2036-01-23      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $462930.95    | 0.00%             | 2030-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $1882321.05   | 0.02%             | 2031-04-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $582708.52    | 0.01%             | 2028-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1453000 | PA      | $1687272.00   | 0.01%             | 2028-07-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1096000 | PA      | $1253825.86   | 0.01%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $472071.90    | 0.00%             | 2036-01-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $579088.45    | 0.01%             | 2030-01-28      | Fixed         | 2.63%                 | 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        |     1100000 | PA      | $1275017.83   | 0.01%             | 2032-07-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      600000 | PA      | $694215.58    | 0.01%             | 2030-01-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      350000 | PA      | $389189.04    | 0.00%             | 2040-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                  | Stoneweg Ereit Lux Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |      150000 | PA      | $176151.19    | 0.00%             | 2031-01-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1460000 | PA      | $1618223.67   | 0.01%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1286599.38   | 0.01%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $466479.00    | 0.00%             | 2036-01-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $233293.49    | 0.00%             | 2035-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $229251.95    | 0.00%             | 2035-01-29      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $287517.48    | 0.00%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117434.48    | 0.00%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    11836000 | PA      | $13709541.83  | 0.12%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                           | J Sainsbury PLC                                                                  | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $269184.77    | 0.00%             | 2035-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $996332.24    | 0.01%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $666097.62    | 0.01%             | 2055-01-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                               | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237024.99    | 0.00%             | 2032-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1504339.47   | 0.01%             | 2032-02-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $584023.58    | 0.01%             | 2035-07-31      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ISTITUTO PER IL CREDITO                                   | Istituto Per Il Credito Sportivo E Culturale SPA                                 | CUSIP: 000000000<br>LEI: 815600ACC18A758ADE66 | Long             | DBT              | NUSS              | IT        |      400000 | PA      | $471837.60    | 0.00%             | 2030-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITM ENTREPRISES SASU                                      | ITM Entreprises SASU                                                             | CUSIP: 000000000<br>LEI: 969500LMMR83QL6TLK43 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119011.91    | 0.00%             | 2030-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $826109.78    | 0.01%             | 2036-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    19000000 | PA      | $2004200.52   | 0.02%             | 2030-02-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $400542.05    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $580925.49    | 0.01%             | 2031-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |      500000 | PA      | $579984.74    | 0.01%             | 2029-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      400000 | PA      | $469128.57    | 0.00%             | 2032-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $966704.85    | 0.01%             | 2030-01-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $233797.52    | 0.00%             | 2035-04-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $350574.90    | 0.00%             | 2030-01-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $348179.00    | 0.00%             | 2035-01-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1590000 | PA      | $1830603.33   | 0.02%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $356573.90    | 0.00%             | 2033-05-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $355687.81    | 0.00%             | 2037-05-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1170000 | PA      | $1352983.92   | 0.01%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $229682.36    | 0.00%             | 2033-08-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1250000 | PA      | $1449966.40   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $585216.64    | 0.01%             | 2033-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |     1000000 | PA      | $1159098.84   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134488.08    | 0.00%             | 2034-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $441144.95    | 0.00%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $518524.10    | 0.00%             | 2032-11-19      | 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        |     2330000 | PA      | $2691215.37   | 0.02%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1393951.46   | 0.01%             | 2029-02-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $292374.94    | 0.00%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1298724.12   | 0.01%             | 2032-08-04      | Fixed         | 3.63%                 | 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      | $1980514.49   | 0.02%             | 2030-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $339727.87    | 0.00%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $114682.27    | 0.00%             | 2036-02-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   494750000 | PA      | $3205931.27   | 0.03%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $801250.35    | 0.01%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25000000 | PA      | $1364111.84   | 0.01%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1035789.07   | 0.01%             | 2032-02-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      600000 | PA      | $723176.97    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $481442.54    | 0.00%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $115801.45    | 0.00%             | 2033-02-14      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $456766.49    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1340000 | PA      | $1519884.19   | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227730.20    | 0.00%             | 2037-02-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      300000 | PA      | $324548.13    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $225540.13    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346460.72    | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2680000 | PA      | $1742439.07   | 0.02%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      600000 | PA      | $684906.24    | 0.01%             | 2032-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1305000 | PA      | $1505237.11   | 0.01%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $133706.70    | 0.00%             | 2030-10-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $528896.90    | 0.00%             | 2028-02-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                       | Whitbread Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $266329.30    | 0.00%             | 2032-05-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $460805.44    | 0.00%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $345213.11    | 0.00%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1220979.69   | 0.01%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227620.46    | 0.00%             | 2037-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    30830000 | PA      | $2982740.30   | 0.03%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $329368.35    | 0.00%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1553486.49   | 0.01%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $338186.40    | 0.00%             | 2035-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  8283930000 | PA      | $5398499.99   | 0.05%             | 2055-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SPARKASSE PFORZHEIM CALW                                  | Sparkasse Pforzheim Calw                                                         | CUSIP: 000000000<br>LEI: 529900JB2S6CH38UQ526 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230509.94    | 0.00%             | 2028-08-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |     1300000 | PA      | $1498616.20   | 0.01%             | 2030-02-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     6000000 | PA      | $904736.79    | 0.01%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233002.86    | 0.00%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $672848.96    | 0.01%             | 2035-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $115442.97    | 0.00%             | 2030-02-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $693439.47    | 0.01%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347144.67    | 0.00%             | 2030-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $286319.21    | 0.00%             | 2032-02-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $232119.56    | 0.00%             | 2032-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $346891.44    | 0.00%             | 2030-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $457588.66    | 0.00%             | 2034-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRANET PTY LTD                                        | ElectraNet Pty Ltd                                                               | CUSIP: 000000000<br>LEI: 254900N5QT0J6DLN1Z66 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $132584.62    | 0.00%             | 2031-07-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $265697.41    | 0.00%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $457338.74    | 0.00%             | 2033-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $578732.59    | 0.01%             | 2029-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $798819.89    | 0.01%             | 2032-02-17      | Fixed         | 2.50%                 | 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        |     1100000 | PA      | $1259029.22   | 0.01%             | 2032-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345711.97    | 0.00%             | 2031-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                     | Central American Bank for Economic Integration                                   | CUSIP: 000000000<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $397528.67    | 0.00%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $288949.23    | 0.00%             | 2032-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227793.47    | 0.00%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      250000 | PA      | $279853.16    | 0.00%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345005.64    | 0.00%             | 2031-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $337131.25    | 0.00%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1037732.03   | 0.01%             | 2035-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $689052.99    | 0.01%             | 2036-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9420000 | PA      | $12464121.40  | 0.11%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $235230.65    | 0.00%             | 2032-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $345776.60    | 0.00%             | 2031-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2530000 | PA      | $2936633.48   | 0.03%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $232855.76    | 0.00%             | 2032-02-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $696583.37    | 0.01%             | 2037-02-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                              | TSB Bank PLC                                                                     | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1152938.89   | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116710.82    | 0.00%             | 2030-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBK SCHL-HOL                                   | Investitionsbank Schleswig-Holstein                                              | CUSIP: 000000000<br>LEI: 52990063ADNRF9GBTQ30 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1131685.32   | 0.01%             | 2035-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $694635.60    | 0.01%             | 2030-02-19      | 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        |     7910000 | PA      | $8262507.61   | 0.07%             | 2056-05-25      | Fixed         | 3.75%                 | 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      | $796647.33    | 0.01%             | 2028-10-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $694241.58    | 0.01%             | 2030-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $356434.89    | 0.00%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $307207.05    | 0.00%             | 2055-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $466342.81    | 0.00%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $115721.47    | 0.00%             | 2032-05-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $266614.53    | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $465349.26    | 0.00%             | 2036-02-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     2000000 | PA      | $2284787.53   | 0.02%             | 2035-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1400000 | PA      | $1617852.30   | 0.01%             | 2032-02-26      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1054428.55   | 0.01%             | 2037-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $534125.31    | 0.00%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   189600000 | PA      | $26292963.25  | 0.23%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      850000 | PA      | $1125597.86   | 0.01%             | 2029-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $114402.78    | 0.00%             | 2034-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $814292.68    | 0.01%             | 2035-02-25      | Fixed         | 3.72%                 | 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      | $347405.00    | 0.00%             | 2031-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $398798.02    | 0.00%             | 2028-10-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $811347.66    | 0.01%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $397186.46    | 0.00%             | 2029-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $265718.11    | 0.00%             | 2029-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232599.30    | 0.00%             | 2031-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $796236.93    | 0.01%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CRITERIA CAIXA SA                                         | Criteria Caixa SA                                                                | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115916.16    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1035332.29   | 0.01%             | 2035-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1848000.20   | 0.02%             | 2032-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $348959.06    | 0.00%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $439184.48    | 0.00%             | 2055-02-26      | 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      | $347736.76    | 0.00%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $466051.64    | 0.00%             | 2029-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      250000 | PA      | $327947.76    | 0.00%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      300000 | PA      | $347062.79    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117141.31    | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226124.53    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349812.57    | 0.00%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $530413.10    | 0.00%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    18930000 | PA      | $21883950.26  | 0.19%             | 2028-09-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $344723.80    | 0.00%             | 2035-02-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226734.40    | 0.00%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2650000 | PA      | $1750975.69   | 0.02%             | 2039-09-15      | Fixed         | 5.50%                 | 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      | $115202.32    | 0.00%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $345949.67    | 0.00%             | 2032-03-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $464512.84    | 0.00%             | 2030-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1497785.07   | 0.01%             | 2030-03-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230803.63    | 0.00%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1869925.60   | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $793144.67    | 0.01%             | 2035-03-05      | 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        |     2550000 | PA      | $2984851.62   | 0.03%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $231007.51    | 0.00%             | 2030-03-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1050000 | PA      | $1205802.57   | 0.01%             | 2035-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $341028.42    | 0.00%             | 2035-03-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $572169.22    | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                       | Emerson Electric Co                                                              | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $290801.41    | 0.00%             | 2037-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3850000 | PA      | $4384225.17   | 0.04%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $695891.54    | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      300000 | PA      | $342211.35    | 0.00%             | 2037-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1000000 | PA      | $1121374.07   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $806347.61    | 0.01%             | 2035-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO ASSICURA                                  | Intesa Sanpaolo Assicurazioni SpA                                                | CUSIP: 000000000<br>LEI: 549300UM31PJ24TTSR94 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $233982.51    | 0.00%             | 2035-03-05      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                        | PPG Industries Inc                                                               | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1609534.20   | 0.01%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1386817.08   | 0.01%             | 2032-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 000000000<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      400000 | PA      | $530981.28    | 0.00%             | 2028-02-28      | Fixed         | 4.62%                 | 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      | $349733.05    | 0.00%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 12814380000 | PA      | $8903985.26   | 0.08%             | 2030-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $334563.95    | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   415700000 | PA      | $2697055.42   | 0.02%             | 2027-03-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $351551.04    | 0.00%             | 2037-03-05      | 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      | $350615.75    | 0.00%             | 2036-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $577176.31    | 0.01%             | 2030-03-06      | 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      | $332387.72    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $230418.65    | 0.00%             | 2034-03-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2600000 | PA      | $3462594.52   | 0.03%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232808.45    | 0.00%             | 2034-03-10      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4830000 | PA      | $5369561.88   | 0.05%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231073.72    | 0.00%             | 2031-03-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $344062.47    | 0.00%             | 2035-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      400000 | PA      | $462599.73    | 0.00%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $132134.82    | 0.00%             | 2030-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   189100000 | PA      | $26468224.44  | 0.23%             | 2028-02-14      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $348387.71    | 0.00%             | 2030-03-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1264192.93   | 0.01%             | 2032-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8101000 | PA      | $8772114.97   | 0.08%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AFFINITY WATER FIN PLC                                    | Affinity Water Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800SN9HLGE6532G57 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136133.44    | 0.00%             | 2040-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $234701.67    | 0.00%             | 2031-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOJAMO OYJ                                                | Kojamo Oyj                                                                       | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $231641.97    | 0.00%             | 2032-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2600000 | PA      | $1710906.02   | 0.02%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118497.74    | 0.00%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $117689.16    | 0.00%             | 2032-03-13      | 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        |     1033000 | PA      | $1202644.49   | 0.01%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4500000 | PA      | $5324264.04   | 0.05%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $529774.85    | 0.00%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $710578.08    | 0.01%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $234508.96    | 0.00%             | 2035-03-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     2500000 | PA      | $2916225.02   | 0.03%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $352335.32    | 0.00%             | 2035-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235923.20    | 0.00%             | 2035-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASER                                   | SIG COMBIBLOC PURCHASER                                                          | CUSIP: 000000000<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116776.11    | 0.00%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISSE D'EPARGNE                                   | Banque et Caisse d'Epargne de l'Etat                                             | CUSIP: 000000000<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |      200000 | PA      | $234604.95    | 0.00%             | 2031-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      522000 | PA      | $608590.74    | 0.01%             | 2032-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $117006.98    | 0.00%             | 2033-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $587718.84    | 0.01%             | 2035-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $755939.79    | 0.01%             | 2032-03-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1061689.30   | 0.01%             | 2035-03-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $469003.68    | 0.00%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117404.43    | 0.00%             | 2032-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $237331.08    | 0.00%             | 2030-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $241382.65    | 0.00%             | 2037-03-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $583478.25    | 0.01%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $469127.93    | 0.00%             | 2031-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1513589.21   | 0.01%             | 2032-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $583820.89    | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236643.94    | 0.00%             | 2040-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117983.36    | 0.00%             | 2034-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233686.29    | 0.00%             | 2030-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE I AG                                   | Swiss Life Finance I AG                                                          | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |      300000 | PA      | $351885.63    | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1525002.47   | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $465897.65    | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $116655.03    | 0.00%             | 2030-03-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117211.36    | 0.00%             | 2030-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1163243.56   | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DANMARKS SKIBSKREDIT AS                                   | Danmarks Skibskredit A/S                                                         | CUSIP: 000000000<br>LEI: 549300T70JXFWEXCK295 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $232518.57    | 0.00%             | 2031-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $595171.26    | 0.01%             | 2036-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1080327.59   | 0.01%             | 2037-03-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                                   | Lloyds Bank Corporate Markets PLC                                                | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $998429.28    | 0.01%             | 2030-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $234446.80    | 0.00%             | 2031-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1159045.11   | 0.01%             | 2029-09-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $598634.67    | 0.01%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $464941.71    | 0.00%             | 2030-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235215.37    | 0.00%             | 2035-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $234272.41    | 0.00%             | 2030-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     1200000 | PA      | $1394400.56   | 0.01%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATLAS COPCO FINANCE                                       | Atlas Copco Finance DAC                                                          | CUSIP: 000000000<br>LEI: 549300ZF2VKZ1G5T2U85 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $232681.96    | 0.00%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $354241.71    | 0.00%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                      | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      400000 | PA      | $267506.65    | 0.00%             | 2055-03-31      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $704724.94    | 0.01%             | 2032-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNALKREDIT AUSTRIA A                                  | Kommunalkredit Austria AG                                                        | CUSIP: 000000000<br>LEI: 549300IEVCBWVV97WC81 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $235909.05    | 0.00%             | 2031-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $359629.32    | 0.00%             | 2038-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349892.56    | 0.00%             | 2033-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $351915.61    | 0.00%             | 2035-03-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $349681.81    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $691060.66    | 0.01%             | 2040-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    15000000 | PA      | $1494913.35   | 0.01%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $819848.14    | 0.01%             | 2035-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1140510.54   | 0.01%             | 2040-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRAMBLES USA INC                                          | Brambles USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117835.50    | 0.00%             | 2033-04-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                   | Romanian Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1300000 | PA      | $1560442.78   | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $839711.66    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $232940.08    | 0.00%             | 2035-04-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1156252.23   | 0.01%             | 2027-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     1300000 | PA      | $1501653.85   | 0.01%             | 2028-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1883550000 | PA      | $12234080.75  | 0.11%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      800000 | PA      | $928429.08    | 0.01%             | 2030-05-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116025.20    | 0.00%             | 2032-07-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $924620.12    | 0.01%             | 2030-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1155701.20   | 0.01%             | 2028-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118354.07    | 0.00%             | 2031-04-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116875.96    | 0.00%             | 2033-04-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $591762.86    | 0.01%             | 2032-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $232627.07    | 0.00%             | 2035-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1278912.03   | 0.01%             | 2037-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $933300.01    | 0.01%             | 2033-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      800000 | PA      | $924811.80    | 0.01%             | 2030-07-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1169966.95   | 0.01%             | 2037-04-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116149.23    | 0.00%             | 2035-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $809375.22    | 0.01%             | 2029-08-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2402800000 | PA      | $15268947.85  | 0.13%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $344630.25    | 0.00%             | 2035-04-10      | 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        |   462350000 | PA      | $2602786.08   | 0.02%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3000000 | PA      | $3433105.32   | 0.03%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $347955.88    | 0.00%             | 2035-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   927700000 | PA      | $5975296.44   | 0.05%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $460154.52    | 0.00%             | 2035-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $140883.52    | 0.00%             | 2040-04-17      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $239183.98    | 0.00%             | 2035-04-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9861000 | PA      | $11355029.72  | 0.10%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $230004.91    | 0.00%             | 2028-05-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232126.22    | 0.00%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   687300000 | PA      | $4340289.02   | 0.04%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $360548.75    | 0.00%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      550000 | PA      | $648606.75    | 0.01%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345085.26    | 0.00%             | 2030-07-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1307005.42   | 0.01%             | 2028-10-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $268443.15    | 0.00%             | 2032-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1850000 | PA      | $1202554.29   | 0.01%             | 2035-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $348074.72    | 0.00%             | 2035-04-17      | 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        |    10960000 | PA      | $12872439.94  | 0.11%             | 2032-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1200000 | PA      | $279399.10    | 0.00%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8680000 | PA      | $9965020.61   | 0.09%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $717793.25    | 0.01%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $682604.64    | 0.01%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      400000 | PA      | $470821.72    | 0.00%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1242050000 | PA      | $8042069.28   | 0.07%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2410000 | PA      | $2834881.01   | 0.03%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232775.59    | 0.00%             | 2032-05-06      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $118405.37    | 0.00%             | 2056-05-02      | Fixed         | 4.63%                 | 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      | $229835.93    | 0.00%             | 2035-05-07      | 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        |      100000 | PA      | $115680.47    | 0.00%             | 2030-05-07      | Fixed         | 3.00%                 | 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      | $116091.35    | 0.00%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $344187.16    | 0.00%             | 2030-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114406.67    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229706.50    | 0.00%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231062.48    | 0.00%             | 2030-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115869.03    | 0.00%             | 2029-03-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $587833.74    | 0.01%             | 2036-05-06      | Fixed         | 3.98%                 | 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      | $581166.94    | 0.01%             | 2032-03-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $235517.45    | 0.00%             | 2038-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $582562.47    | 0.01%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1500000 | PA      | $402564.55    | 0.00%             | 2030-07-25      | 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      | $116618.68    | 0.00%             | 2032-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $344054.11    | 0.00%             | 2035-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1440000 | PA      | $1660645.80   | 0.01%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $343827.89    | 0.00%             | 2030-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $572559.62    | 0.01%             | 2030-05-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $1032306.18   | 0.01%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135055.09    | 0.00%             | 2039-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1264928.84   | 0.01%             | 2031-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $627809.02    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      850000 | PA      | $967916.26    | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                      | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $240398.72    | 0.00%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115960.86    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      500000 | PA      | $572915.67    | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      800000 | PA      | $918965.63    | 0.01%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226580.05    | 0.00%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ETHIAS SA                                                 | Ethias SA                                                                        | CUSIP: 000000000<br>LEI: 549300WG3JO935L6QD56 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $121717.67    | 0.00%             | 2035-05-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     3290000 | PA      | $3761353.44   | 0.03%             | 2040-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $348476.06    | 0.00%             | 2030-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      850000 | PA      | $992472.28    | 0.01%             | 2037-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $687735.30    | 0.01%             | 2045-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348732.89    | 0.00%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $232889.01    | 0.00%             | 2033-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |     2000000 | PA      | $2291781.90   | 0.02%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $573798.25    | 0.01%             | 2032-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $574988.53    | 0.01%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE CASTILLA Y LEON                                  | Junta de Castilla y Leon                                                         | CUSIP: 000000000<br>LEI: 959800Y87BK35RUBP092 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $346419.35    | 0.00%             | 2032-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1403628.23   | 0.01%             | 2030-05-13      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115114.53    | 0.00%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233360.14    | 0.00%             | 2030-05-13      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $713705.10    | 0.01%             | 2034-05-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116760.95    | 0.00%             | 2030-05-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118458.60    | 0.00%             | 2036-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $477890.32    | 0.00%             | 2036-05-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117767.35    | 0.00%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $1150609.54   | 0.01%             | 2030-05-14      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118159.07    | 0.00%             | 2032-05-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELLEVIO AB                                                | Ellevio AB                                                                       | CUSIP: 000000000<br>LEI: 635400VVAMAJWNK9IT79 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $232962.76    | 0.00%             | 2035-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $350568.33    | 0.00%             | 2035-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $342151.06    | 0.00%             | 2033-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $462764.47    | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $806494.41    | 0.01%             | 2029-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $591530.97    | 0.01%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345664.06    | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $578057.17    | 0.01%             | 2030-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238284.74    | 0.00%             | 2035-05-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $465661.63    | 0.00%             | 2032-05-22      | Fixed         | 3.50%                 | 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      | $234683.59    | 0.00%             | 2034-05-19      | 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      | $232823.27    | 0.00%             | 2029-05-19      | 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        |      100000 | PA      | $115689.38    | 0.00%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $596529.07    | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $345452.54    | 0.00%             | 2030-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $464048.84    | 0.00%             | 2035-05-19      | 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        |      100000 | PA      | $116728.63    | 0.00%             | 2038-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $579083.06    | 0.01%             | 2029-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $239485.38    | 0.00%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233252.56    | 0.00%             | 2030-05-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     2150000 | PA      | $1406704.25   | 0.01%             | 2035-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1274899.39   | 0.01%             | 2030-10-09      | Fixed         | 2.50%                 | 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        |     2100000 | PA      | $2421064.48   | 0.02%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1950000 | PA      | $2250796.08   | 0.02%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      300000 | PA      | $346332.36    | 0.00%             | 2032-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $537750.36    | 0.00%             | 2031-10-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $593710.24    | 0.01%             | 2036-05-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $808482.24    | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPARKASSE HANNOVER                                        | Sparkasse Hannover                                                               | CUSIP: 000000000<br>LEI: 52990085XZWOZNLAWJ54 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $288098.31    | 0.00%             | 2032-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $233352.55    | 0.00%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      950000 | PA      | $1101059.57   | 0.01%             | 2028-05-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117682.98    | 0.00%             | 2034-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1319216.23   | 0.01%             | 2027-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                   | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133249.87    | 0.00%             | 2036-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORFINA LTD                                               | Norfina Ltd                                                                      | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $197467.02    | 0.00%             | 2030-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SBAB BANK AB                                              | SBAB Bank AB                                                                     | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $582099.15    | 0.01%             | 2031-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     4690000 | PA      | $5419410.78   | 0.05%             | 2028-08-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $454614.77    | 0.00%             | 2040-05-21      | 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        |     5640000 | PA      | $6519405.50   | 0.06%             | 2030-10-22      | Fixed         | 2.60%                 | 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      | $1143870.52   | 0.01%             | 2037-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      700000 | PA      | $806913.47    | 0.01%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCA POPOLARE SONDRIO                                    | Banca Popolare di Sondrio SPA                                                    | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115414.69    | 0.00%             | 2030-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $470493.36    | 0.00%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DVI DT VERMOEGENS IMMVWL                                  | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | CUSIP: 000000000<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119148.34    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1279867.09   | 0.01%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      675000 | PA      | $780998.84    | 0.01%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119210.28    | 0.00%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $956567.41    | 0.01%             | 2037-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $116633.27    | 0.00%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDEV GROUP SA                                         | Transdev Group SA                                                                | CUSIP: 000000000<br>LEI: 969500LMWJBG5RHVJV88 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351928.49    | 0.00%             | 2032-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5000000 | PA      | $232846.65    | 0.00%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $346508.66    | 0.00%             | 2030-11-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $3471402.95   | 0.03%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $686005.93    | 0.01%             | 2033-05-22      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     2000000 | PA      | $2306294.25   | 0.02%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESA SA BELGIUM                                           | Resa SA/Belgium                                                                  | CUSIP: 000000000<br>LEI: 549300Y2TNSX5TN57R56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $234094.89    | 0.00%             | 2031-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237908.31    | 0.00%             | 2035-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      100000 | PA      | $115552.15    | 0.00%             | 2035-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSUR TRAV                                       | Mutuelle Assurance Travailleur Mutualiste SAM                                    | CUSIP: 000000000<br>LEI: 969500TGV20DWSIW1W82 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $240036.67    | 0.00%             | 2036-02-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $354222.63    | 0.00%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $230676.86    | 0.00%             | 2032-05-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3000000 | PA      | $3459248.39   | 0.03%             | 2032-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116341.53    | 0.00%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235826.25    | 0.00%             | 2036-05-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229944.22    | 0.00%             | 2031-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231956.51    | 0.00%             | 2035-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231597.77    | 0.00%             | 2030-05-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116730.39    | 0.00%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116032.59    | 0.00%             | 2029-05-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116533.90    | 0.00%             | 2033-05-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234749.41    | 0.00%             | 2035-05-26      | 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        |      300000 | PA      | $345094.48    | 0.00%             | 2034-05-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1850000 | PA      | $2508758.57   | 0.02%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $225585.38    | 0.00%             | 2040-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231408.08    | 0.00%             | 2032-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      125000 | PA      | $146455.67    | 0.00%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      375000 | PA      | $437783.43    | 0.00%             | 2033-05-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                       | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     1200000 | PA      | $1381018.17   | 0.01%             | 2030-05-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $578027.69    | 0.01%             | 2032-04-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $464767.34    | 0.00%             | 2032-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1900000 | PA      | $2192399.21   | 0.02%             | 2030-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1137646.93   | 0.01%             | 2040-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116453.61    | 0.00%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      125000 | PA      | $149004.39    | 0.00%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232687.68    | 0.00%             | 2029-11-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115202.36    | 0.00%             | 2030-05-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349508.97    | 0.00%             | 2029-11-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      375000 | PA      | $431468.02    | 0.00%             | 2028-05-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      425000 | PA      | $491096.83    | 0.00%             | 2033-05-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      175000 | PA      | $203471.09    | 0.00%             | 2030-08-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $523944.47    | 0.00%             | 2037-05-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      500000 | PA      | $587768.71    | 0.01%             | 2032-05-30      | Fixed         | 3.63%                 | 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      | $346142.75    | 0.00%             | 2030-05-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $528970.18    | 0.00%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1177624.39   | 0.01%             | 2032-05-28      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $115958.26    | 0.00%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231494.00    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      500000 | PA      | $581018.64    | 0.01%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CESKE DRAHY                                               | Ceske Drahy AS                                                                   | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $118370.44    | 0.00%             | 2030-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                                                 | Metso Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |      125000 | PA      | $147400.06    | 0.00%             | 2032-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |      300000 | PA      | $352105.90    | 0.00%             | 2034-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                  | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $238746.44    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH INVESTMENT                                   | Robert Bosch Investment Nederland BV                                             | CUSIP: 000000000<br>LEI: 72450009QLIV38GTKN14 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $351885.27    | 0.00%             | 2037-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $1051033.85   | 0.01%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $231812.59    | 0.00%             | 2031-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $233780.08    | 0.00%             | 2035-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $346196.62    | 0.00%             | 2030-05-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $924863.33    | 0.01%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| H LUNDBECK A/S                                            | H Lundbeck A/S                                                                   | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | DBT              | CORP              | DK        |      225000 | PA      | $263332.58    | 0.00%             | 2029-06-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $393662.23    | 0.00%             | 2030-04-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $576254.71    | 0.01%             | 2029-05-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $265128.67    | 0.00%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $230842.00    | 0.00%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                                        | Contact Energy Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $199471.48    | 0.00%             | 2031-12-03      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DERWENT LONDON PLC                                        | Derwent London PLC                                                               | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | DBT              |  | GB        |      100000 | PA      | $133745.70    | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER P/L                                      | GAIF Bond Issuer Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131609.17    | 0.00%             | 2030-06-03      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $664093.39    | 0.01%             | 2040-06-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      225000 | PA      | $260090.89    | 0.00%             | 2028-12-03      | Fixed         | 3.00%                 | 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        |      200000 | PA      | $228813.74    | 0.00%             | 2035-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERCIALYS SA                                              | Mercialys SA                                                                     | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              |  | FR        |      200000 | PA      | $233831.01    | 0.00%             | 2032-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $464559.75    | 0.00%             | 2029-12-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      375000 | PA      | $434114.32    | 0.00%             | 2030-06-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $436425.15    | 0.00%             | 2031-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $354597.41    | 0.00%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $473110.10    | 0.00%             | 2055-07-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $648333.37    | 0.01%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $688781.94    | 0.01%             | 2030-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   246050000 | PA      | $1526212.72   | 0.01%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1397598.13   | 0.01%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $347936.35    | 0.00%             | 2035-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NZ BANK                                       | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $633896.57    | 0.01%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $235274.04    | 0.00%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $462337.70    | 0.00%             | 2031-12-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      875000 | PA      | $1017936.03   | 0.01%             | 2031-09-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231960.02    | 0.00%             | 2029-06-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $1125229.58   | 0.01%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $135688.66    | 0.00%             | 2031-10-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233106.76    | 0.00%             | 2032-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |      100000 | PA      | $116716.09    | 0.00%             | 2031-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8755000 | PA      | $10141588.62  | 0.09%             | 2035-10-31      | 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        |      100000 | PA      | $135122.69    | 0.00%             | 2031-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1148030.43   | 0.01%             | 2030-06-11      | Fixed         | 2.50%                 | 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      | $117006.33    | 0.00%             | 2035-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $115724.72    | 0.00%             | 2037-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $918870.98    | 0.01%             | 2030-12-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $586111.79    | 0.01%             | 2034-06-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $348060.38    | 0.00%             | 2030-06-06      | Fixed         | 3.13%                 | 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      | $232225.49    | 0.00%             | 2031-06-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $473887.52    | 0.00%             | 2036-06-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $264314.14    | 0.00%             | 2035-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $572435.79    | 0.01%             | 2030-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $573876.60    | 0.01%             | 2030-08-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $796174.30    | 0.01%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      400000 | PA      | $457669.06    | 0.00%             | 2032-06-14      | 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        |      200000 | PA      | $230372.47    | 0.00%             | 2030-07-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230850.09    | 0.00%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                     | International Finance Facility for Immunisation Co                               | CUSIP: 000000000<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $264449.83    | 0.00%             | 2028-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $566275.65    | 0.01%             | 2045-06-12      | Fixed         | 3.25%                 | 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        |      500000 | PA      | $573957.90    | 0.01%             | 2032-06-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WERFEN SA/SPAIN                                           | Werfen SA/Spain                                                                  | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $232795.31    | 0.00%             | 2032-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345182.48    | 0.00%             | 2030-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      425000 | PA      | $494498.78    | 0.00%             | 2031-06-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $232061.39    | 0.00%             | 2032-06-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      500000 | PA      | $589697.92    | 0.01%             | 2033-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $378702.54    | 0.00%             | 2035-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $345534.81    | 0.00%             | 2033-06-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS                                     | London Power Networks PLC                                                        | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233354.57    | 0.00%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344502.00    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TP ICAP FINANCE PLC                                       | TP ICAP Finance PLC                                                              | CUSIP: 000000000<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135974.82    | 0.00%             | 2032-06-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                        | Publicis Groupe SA                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115962.54    | 0.00%             | 2032-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $129971.56    | 0.00%             | 2030-06-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $268397.21    | 0.00%             | 2055-06-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    11180000 | PA      | $3510380.92   | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     8000000 | PA      | $832794.13    | 0.01%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $695079.13    | 0.01%             | 2029-06-16      | Fixed         | 3.00%                 | 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        |      500000 | PA      | $576129.99    | 0.01%             | 2030-06-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $115161.47    | 0.00%             | 2030-06-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $117490.38    | 0.00%             | 2033-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $575539.41    | 0.01%             | 2035-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $230669.66    | 0.00%             | 2033-06-17      | 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        |      100000 | PA      | $115375.54    | 0.00%             | 2029-06-18      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1471000 | PA      | $1692140.81   | 0.01%             | 2028-11-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $265564.82    | 0.00%             | 2032-08-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230183.16    | 0.00%             | 2037-06-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348193.67    | 0.00%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $347024.41    | 0.00%             | 2028-06-17      | 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        |      200000 | PA      | $130680.53    | 0.00%             | 2030-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      500000 | PA      | $332322.06    | 0.00%             | 2055-06-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                    | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     2120000 | PA      | $1444814.02   | 0.01%             | 2035-06-18      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                                         | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116056.44    | 0.00%             | 2035-06-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1450000 | PA      | $1667504.96   | 0.01%             | 2035-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 000000000<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230851.21    | 0.00%             | 2031-06-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1259495.14   | 0.01%             | 2030-09-30      | Fixed         | 2.75%                 | 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        |      200000 | PA      | $229980.34    | 0.00%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XUNTA DE GALICIA                                          | Xunta de Galicia                                                                 | CUSIP: 000000000<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | NUSS              | ES        |     1000000 | PA      | $1155656.54   | 0.01%             | 2032-04-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      175000 | PA      | $203197.70    | 0.00%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      275000 | PA      | $320291.15    | 0.00%             | 2036-06-18      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $467681.81    | 0.00%             | 2055-06-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                    | CUSIP: 000000000<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231422.30    | 0.00%             | 2032-06-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118586.82    | 0.00%             | 2055-06-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      325000 | PA      | $377032.29    | 0.00%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      550000 | PA      | $633788.05    | 0.01%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115397.91    | 0.00%             | 2036-01-19      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| EQUITABLE BANK                                            | Equitable Bank                                                                   | CUSIP: 000000000<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $573762.08    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114700.74    | 0.00%             | 2032-03-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347421.63    | 0.00%             | 2031-06-19      | 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        |      400000 | PA      | $453256.21    | 0.00%             | 2035-06-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117963.16    | 0.00%             | 2033-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAKOFF HUMANIS PREV                                     | Malakoff Humanis Prevoyance                                                      | CUSIP: 000000000<br>LEI: 969500UDOCU0ZBDSQN62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236909.45    | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    34000000 | PA      | $1726867.20   | 0.02%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $578347.72    | 0.01%             | 2035-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $230808.03    | 0.00%             | 2029-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      100000 | PA      | $116364.95    | 0.00%             | 2030-06-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233112.77    | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAIXA ECO MONTEPIO GERAL                                  | Caixa Economica Montepio Geral Caixa Economica Bancaria SA                       | CUSIP: 000000000<br>LEI: 2138004FIUXU3B2MR537 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $116605.36    | 0.00%             | 2029-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRAD INVESTMENT AUTHOR                                  | Altrad Investment Authority SAS                                                  | CUSIP: 000000000<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $469790.96    | 0.00%             | 2032-06-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ALTRAD INVESTMENT AUTHOR                                  | Altrad Investment Authority SAS                                                  | CUSIP: 000000000<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116498.93    | 0.00%             | 2029-06-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $346531.41    | 0.00%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PKO BANK HIPOTECZNY                                       | PKO Bank Hipoteczny SA                                                           | CUSIP: 000000000<br>LEI: 259400ALN6AM4REPEA16 | Long             | DBT              | CORP              | PL        |      400000 | PA      | $459263.76    | 0.00%             | 2029-06-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349409.80    | 0.00%             | 2033-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                     | Supernova Invest GmbH                                                            | CUSIP: 000000000<br>LEI: 5299008Z5M2L56PLUX74 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $117780.87    | 0.00%             | 2030-06-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                      | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115951.79    | 0.00%             | 2032-06-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      225000 | PA      | $273317.37    | 0.00%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $237876.43    | 0.00%             | 2030-06-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $921501.51    | 0.01%             | 2032-06-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $130583.02    | 0.00%             | 2033-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229816.83    | 0.00%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $346355.97    | 0.00%             | 2035-06-26      | Fixed         | 3.38%                 | 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      | $459076.13    | 0.00%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                  | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $116896.40    | 0.00%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $349196.97    | 0.00%             | 2035-06-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235079.49    | 0.00%             | 2037-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $354578.87    | 0.00%             | 2030-10-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $695226.05    | 0.01%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $233190.65    | 0.00%             | 2031-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD LONDON                                       | DBS Bank Ltd/London                                                              | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      950000 | PA      | $1093302.82   | 0.01%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $347468.35    | 0.00%             | 2032-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      704592 | PA      | $817638.17    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $578025.76    | 0.01%             | 2035-07-02      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $810337.14    | 0.01%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      300000 | PA      | $345980.23    | 0.00%             | 2030-07-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $117904.01    | 0.00%             | 2032-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      200000 | PA      | $230933.78    | 0.00%             | 2032-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $299636.97    | 0.00%             | 2028-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1260000 | PA      | $999590.49    | 0.01%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $573379.34    | 0.01%             | 2030-07-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                         | Korea International Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $232098.26    | 0.00%             | 2032-07-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                          | REWE International Finance BV                                                    | CUSIP: 000000000<br>LEI: 5299003XLG8J4YTHLX44 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116174.07    | 0.00%             | 2032-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $230798.24    | 0.00%             | 2032-10-31      | Fixed         | 3.13%                 | 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      | $927567.40    | 0.01%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $461820.20    | 0.00%             | 2030-07-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $271818.45    | 0.00%             | 2050-07-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $115952.76    | 0.00%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $115086.55    | 0.00%             | 2038-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1500000 | PA      | $1735301.71   | 0.02%             | 2032-07-07      | 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        |  1803150000 | PA      | $11557674.69  | 0.10%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1600000 | PA      | $1820233.78   | 0.02%             | 2040-06-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $572156.07    | 0.01%             | 2030-07-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      100000 | PA      | $131684.06    | 0.00%             | 2028-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230311.60    | 0.00%             | 2032-07-08      | Fixed         | 2.63%                 | 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      | $226524.93    | 0.00%             | 2045-07-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2160000 | PA      | $2482697.03   | 0.02%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $347953.56    | 0.00%             | 2032-01-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $345876.08    | 0.00%             | 2028-07-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BRIGHT FOOD SINGAPORE                                     | Bright Food Singapore Holdings Pte Ltd                                           | CUSIP: 000000000<br>LEI: 300300512OD32371Y830 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $232227.76    | 0.00%             | 2030-07-09      | 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        |   445400000 | PA      | $2735286.98   | 0.02%             | 2055-06-20      | Fixed         | 2.80%                 | 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      | $229425.33    | 0.00%             | 2030-07-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $229583.84    | 0.00%             | 2032-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $230818.78    | 0.00%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115628.66    | 0.00%             | 2030-12-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $115360.80    | 0.00%             | 2029-01-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $132237.06    | 0.00%             | 2031-07-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $230449.56    | 0.00%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $344863.18    | 0.00%             | 2029-07-14      | Fixed         | 2.38%                 | 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      | $264860.73    | 0.00%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1381776.95   | 0.01%             | 2028-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $527418.36    | 0.00%             | 2035-07-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2000000 | PA      | $2305247.28   | 0.02%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      425000 | PA      | $493492.61    | 0.00%             | 2031-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      800000 | PA      | $942766.66    | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $348007.60    | 0.00%             | 2029-03-16      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $477891.23    | 0.00%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   420650000 | PA      | $2695168.80   | 0.02%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                  | Port of Newcastle Investments Financing Pty Ltd                                  | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $201718.15    | 0.00%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133849.19    | 0.00%             | 2033-07-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134934.68    | 0.00%             | 2040-07-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      600000 | PA      | $676029.26    | 0.01%             | 2045-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $345387.80    | 0.00%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     1200000 | PA      | $1372269.19   | 0.01%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3220000 | PA      | $757978.27    | 0.01%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $864513.50    | 0.01%             | 2032-07-23      | 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        |      700000 | PA      | $809647.42    | 0.01%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $236560.81    | 0.00%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231166.50    | 0.00%             | 2029-07-23      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353630.32    | 0.00%             | 2036-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $229795.44    | 0.00%             | 2031-07-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      275000 | PA      | $316366.37    | 0.00%             | 2028-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231251.81    | 0.00%             | 2037-07-28      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228005.20    | 0.00%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $529779.83    | 0.00%             | 2040-07-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115867.96    | 0.00%             | 2037-07-30      | Fixed         | 4.13%                 | 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      | $345430.22    | 0.00%             | 2037-08-04      | 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        |   467600000 | PA      | $3034762.78   | 0.03%             | 2027-08-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 36752000000 | PA      | $2290139.82   | 0.02%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $232574.17    | 0.00%             | 2033-02-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $459206.19    | 0.00%             | 2037-08-06      | Fixed         | 3.75%                 | 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      | $231515.61    | 0.00%             | 2035-08-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $272339.75    | 0.00%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      300000 | PA      | $340477.40    | 0.00%             | 2037-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $231810.05    | 0.00%             | 2031-08-11      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $467965.90    | 0.00%             | 2036-08-11      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7663120000 | PA      | $5341747.07   | 0.05%             | 2027-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $653761.86    | 0.01%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115212.94    | 0.00%             | 2028-08-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3604100000 | PA      | $2349404.66   | 0.02%             | 2055-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $347916.97    | 0.00%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $346395.29    | 0.00%             | 2032-08-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $406502.28    | 0.00%             | 2032-08-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116110.71    | 0.00%             | 2037-08-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $229398.87    | 0.00%             | 2035-08-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $115926.27    | 0.00%             | 2037-08-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $459752.46    | 0.00%             | 2032-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $347602.33    | 0.00%             | 2036-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $461210.24    | 0.00%             | 2035-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $230716.03    | 0.00%             | 2035-11-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1266982.07   | 0.01%             | 2032-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346094.49    | 0.00%             | 2032-08-22      | Fixed         | 3.72%                 | 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      | $268514.69    | 0.00%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $232197.60    | 0.00%             | 2035-08-26      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $579196.52    | 0.01%             | 2030-08-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $232176.24    | 0.00%             | 2031-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $872390.41    | 0.01%             | 2035-08-27      | Fixed         | 3.25%                 | 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      | $578080.64    | 0.01%             | 2033-08-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $230763.09    | 0.00%             | 2030-08-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117229.76    | 0.00%             | 2046-05-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345379.05    | 0.00%             | 2035-09-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $115872.15    | 0.00%             | 2035-03-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      150000 | PA      | $173656.25    | 0.00%             | 2055-09-02      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115062.72    | 0.00%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $233389.77    | 0.00%             | 2037-09-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116481.31    | 0.00%             | 2035-09-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351068.47    | 0.00%             | 2037-09-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $578364.21    | 0.01%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $582420.53    | 0.01%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $922636.94    | 0.01%             | 2032-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115665.52    | 0.00%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $2083049.04   | 0.02%             | 2031-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $115259.91    | 0.00%             | 2033-03-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $346516.76    | 0.00%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      700000 | PA      | $802235.56    | 0.01%             | 2032-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $466241.90    | 0.00%             | 2037-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116598.23    | 0.00%             | 2055-09-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      100000 | PA      | $114756.89    | 0.00%             | 2033-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      307000 | PA      | $311585.91    | 0.00%             | 2031-08-05      | Fixed         | 1.30%                 | 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      | $232708.66    | 0.00%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $2199264.97   | 0.02%             | 2028-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1045935.47   | 0.01%             | 2034-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $827317.62    | 0.01%             | 2055-09-10      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6744000 | PA      | $9055881.43   | 0.08%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $234396.82    | 0.00%             | 2035-12-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $232234.31    | 0.00%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      900000 | PA      | $1039112.11   | 0.01%             | 2036-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      825000 | PA      | $953656.78    | 0.01%             | 2045-09-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SGS NEDERLAND HLDG BV                                     | SGS Nederland Holding BV                                                         | CUSIP: 000000000<br>LEI: 213800U69SS972KARU16 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117051.48    | 0.00%             | 2035-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116126.08    | 0.00%             | 2030-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1044965.64   | 0.01%             | 2037-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                  | International Consolidated Airlines Group SA                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115853.25    | 0.00%             | 2030-09-11      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1734709.01   | 0.02%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $465009.79    | 0.00%             | 2035-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                       | Avery Dennison Corp                                                              | CUSIP: 000000000<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117462.60    | 0.00%             | 2035-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115051.20    | 0.00%             | 2034-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $233231.29    | 0.00%             | 2036-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6100000 | PA      | $7038684.13   | 0.06%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2322000 | PA      | $2696992.11   | 0.02%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $230256.57    | 0.00%             | 2029-01-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115283.85    | 0.00%             | 2032-09-16      | Fixed         | 2.88%                 | 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      | $233682.22    | 0.00%             | 2032-09-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WESTERN SYDNEY UNI                                        | Western Sydney University                                                        | CUSIP: 000000000<br>LEI: 984500CS3N0AK68BAB93 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $129668.93    | 0.00%             | 2032-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                      | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      200000 | PA      | $129013.73    | 0.00%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230678.65    | 0.00%             | 2033-09-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $348365.69    | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $330954.80    | 0.00%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $344594.23    | 0.00%             | 2032-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      125000 | PA      | $143412.46    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      175000 | PA      | $202110.04    | 0.00%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $235182.57    | 0.00%             | 2038-03-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   250700000 | PA      | $35267584.62  | 0.31%             | 2027-09-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                                       | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130097.48    | 0.00%             | 2031-09-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $115416.16    | 0.00%             | 2035-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      500000 | PA      | $577606.74    | 0.01%             | 2030-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2300000 | PA      | $2660403.45   | 0.02%             | 2032-09-22      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |      100000 | PA      | $115523.59    | 0.00%             | 2032-09-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1279000 | PA      | $1477617.18   | 0.01%             | 2031-02-17      | 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        |      200000 | PA      | $229980.58    | 0.00%             | 2038-09-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     2058000 | PA      | $1331341.31   | 0.01%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $691912.34    | 0.01%             | 2032-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                                         | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      700000 | PA      | $805253.04    | 0.01%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230786.65    | 0.00%             | 2035-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    35300000 | PA      | $4937896.74   | 0.04%             | 2035-09-05      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $460638.04    | 0.00%             | 2031-09-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $574513.84    | 0.01%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230450.85    | 0.00%             | 2028-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $463837.62    | 0.00%             | 2031-03-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115991.01    | 0.00%             | 2033-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      275000 | PA      | $318228.55    | 0.00%             | 2033-09-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                                      | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134769.03    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      425000 | PA      | $492523.69    | 0.00%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| LANDSHYPOTEK BANK AB                                      | Landshypotek Bank AB                                                             | CUSIP: 000000000<br>LEI: 5493004WUGGU2BQI7F14 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $208760.51    | 0.00%             | 2030-12-16      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| TOKYO METROPOLITAN GOVT                                   | Tokyo Metropolitan Government                                                    | CUSIP: 000000000<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | NUSS              | JP        |      700000 | PA      | $804153.22    | 0.01%             | 2030-10-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OSLO KOMMUNE                                              | City of Oslo Norway                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    25000000 | PA      | $2473266.58   | 0.02%             | 2035-10-23      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $287234.40    | 0.00%             | 2030-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BERTELSMANN SE & CO KGAA                                  | Bertelsmann SE & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $342810.73    | 0.00%             | 2033-10-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233785.20    | 0.00%             | 2033-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $203962.53    | 0.00%             | 2030-10-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $571869.37    | 0.01%             | 2035-10-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      150000 | PA      | $171600.39    | 0.00%             | 2045-11-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229379.59    | 0.00%             | 2033-11-03      | 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      | $231122.60    | 0.00%             | 2031-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8891270 | PA      | $11746848.41  | 0.10%             | 2038-12-07      | 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      | $216254.04    | 0.00%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2868000 | PA      | $3811895.23   | 0.03%             | 2035-03-28      | Fixed         | 5.00%                 | 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      | $1227015.45   | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    32050000 | PA      | $223902.74    | 0.00%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $360367.17    | 0.00%             | 2054-10-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450150000 | PA      | $3144172.67   | 0.03%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                                    | Network Rail Infrastructure Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1456449.45   | 0.01%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4397000 | PA      | $5510434.88   | 0.05%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4340000 | PA      | $5604725.91   | 0.05%             | 2037-01-04      | Fixed         | 4.00%                 | 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      | $5684796.05   | 0.05%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6596000 | PA      | $7471965.05   | 0.07%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $124412.30    | 0.00%             | 2035-04-20      | Fixed         | 5.18%                 | 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      | $237410.05    | 0.00%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     8023000 | PA      | $10229042.67  | 0.09%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                  | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $238487.37    | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      601000 | PA      | $755729.51    | 0.01%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                          | City of Milan Italy                                                              | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $236991.27    | 0.00%             | 2035-06-29      | Fixed         | 4.02%                 | 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      | $365804.69    | 0.00%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $305542.08    | 0.00%             | 2035-09-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6717000 | PA      | $8153260.66   | 0.07%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $503299.38    | 0.00%             | 2036-01-25      | 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        |   155000000 | PA      | $1062100.28   | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $372322.36    | 0.00%             | 2036-03-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1969000 | PA      | $2476613.69   | 0.02%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ASPIRE DEFENCE FINANCE                                    | Aspire Defence Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |      302844 | PA      | $382142.03    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3669400 | PA      | $4298415.51   | 0.04%             | 2046-12-07      | Fixed         | 4.25%                 | 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        |     1200000 | PA      | $1487324.58   | 0.01%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6452020 | PA      | $8587052.60   | 0.08%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $432501.11    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | 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      | $293466.45    | 0.00%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $118018.56    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    22000000 | PA      | $1280787.03   | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    29900000 | PA      | $1366628.11   | 0.01%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1327200000 | PA      | $8740182.20   | 0.08%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    74228000 | PA      | $4007146.31   | 0.04%             | 2027-06-03      | Fixed         | 7.50%                 | 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      | $59247.18     | 0.00%             | 2027-02-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1230000 | PA      | $971356.11    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $599892.66    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   203900000 | PA      | $1344488.54   | 0.01%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   100000000 | PA      | $72643.73     | 0.00%             | 2027-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6864000 | PA      | $8551623.76   | 0.08%             | 2042-12-07      | 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        |   168400000 | PA      | $1156040.20   | 0.01%             | 2037-03-20      | Fixed         | 2.40%                 | 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      | $354766.42    | 0.00%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $877819.27    | 0.01%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $243132.79    | 0.00%             | 2050-02-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3837000 | PA      | $5112446.32   | 0.05%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $702873.78    | 0.01%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76633.37     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1199500000 | PA      | $7963584.95   | 0.07%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                                   | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | DBT              | CORP              | KY        |      136000 | PA      | $150337.70    | 0.00%             | 2056-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3643000 | PA      | $1144263.40   | 0.01%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5646000 | PA      | $7732717.27   | 0.07%             | 2030-12-07      | 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        |    49000000 | PA      | $339071.39    | 0.00%             | 2037-09-20      | 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        |     5573000 | PA      | $7353510.95   | 0.06%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $673144.96    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   136450000 | PA      | $830097.84    | 0.01%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $1059144.47   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1632000 | PA      | $2207677.78   | 0.02%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3140000 | PA      | $3978145.06   | 0.04%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8025000 | PA      | $10316154.96  | 0.09%             | 2035-04-25      | 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        |     9046000 | PA      | $10780540.47  | 0.10%             | 2038-10-25      | 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        |     2117950 | PA      | $2690484.89   | 0.02%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $503944.54    | 0.00%             | 2039-03-09      | 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        |   180150000 | PA      | $1203333.30   | 0.01%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      795000 | PA      | $1114306.70   | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   411100000 | PA      | $2831612.57   | 0.03%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $757104.79    | 0.01%             | 2058-05-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5016000 | PA      | $5797296.94   | 0.05%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8629000 | PA      | $12076909.85  | 0.11%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $426048.25    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1105195.00   | 0.01%             | 2028-09-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $433063.84    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      650000 | PA      | $917535.88    | 0.01%             | 2028-10-30      | 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        |   332450000 | PA      | $2254209.66   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $409729.42    | 0.00%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    31027240 | PA      | $5786697.28   | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIRCLE ANGLIA SOCIAL HOU                                  | Circle Anglia Social Housing PLC                                                 | CUSIP: 000000000<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $682722.87    | 0.01%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3759000 | PA      | $4685675.58   | 0.04%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      880000 | PA      | $1264244.60   | 0.01%             | 2039-07-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   430900000 | PA      | $2873697.57   | 0.03%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $304461.28    | 0.00%             | 2050-11-22      | Fixed         | 5.38%                 | 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      | $355090.86    | 0.00%             | 2039-07-08      | Fixed         | 6.35%                 | 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      | $659602.22    | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | 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        |      684897 | PA      | $912547.29    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      610000 | PA      | $898794.39    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $549266.30    | 0.00%             | 2050-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   227250000 | PA      | $1516354.95   | 0.01%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $707098.14    | 0.01%             | 2043-12-01      | 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        |   161850000 | PA      | $1087868.43   | 0.01%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $616679.89    | 0.01%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   517700000 | PA      | $3475088.24   | 0.03%             | 2029-03-20      | Fixed         | 2.10%                 | 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      | $8387717.93   | 0.07%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      295000 | PA      | $407022.62    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    53797000 | PA      | $2761176.68   | 0.02%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $84010.91     | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      800000 | PA      | $1043594.87   | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                             | Walmart, Inc.                                                                    | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      600000 | PA      | $753457.44    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      830000 | PA      | $1083953.61   | 0.01%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6057000 | PA      | $7912573.86   | 0.07%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   460300000 | PA      | $3097534.71   | 0.03%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     6284000 | PA      | $7803006.85   | 0.07%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9000000000 | PA      | $557416.87    | 0.00%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36765000 | PA      | $1140135.38   | 0.01%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      350000 | PA      | $467965.85    | 0.00%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      360000 | PA      | $405100.75    | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | 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      | $444644.09    | 0.00%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1081050000 | PA      | $7088456.07   | 0.06%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $125427.81    | 0.00%             | 2060-08-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $548844.97    | 0.00%             | 2034-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $452293.14    | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer Inc                                                                       | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $438621.21    | 0.00%             | 2038-06-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10695000 | PA      | $14237781.82  | 0.13%             | 2034-09-07      | 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        |   205000000 | PA      | $1387352.78   | 0.01%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6575000 | PA      | $7074203.48   | 0.06%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $142882.35    | 0.00%             | 2039-12-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $776808.36    | 0.01%             | 2041-12-01      | 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        |  1929500000 | PA      | $13001955.22  | 0.11%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1812016.55   | 0.02%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $964325.07    | 0.01%             | 2034-11-24      | 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        |      400000 | PA      | $477096.17    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2000000 | PA      | $75923.80     | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | 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      | $62656.26     | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $321227.67    | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      240000 | PA      | $321490.22    | 0.00%             | 2029-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1341000 | PA      | $1588525.30   | 0.01%             | 2026-07-30      | Fixed         | 5.90%                 | 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      | $2873203.73   | 0.03%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6159400000 | PA      | $4760899.40   | 0.04%             | 2029-12-10      | Fixed         | 5.50%                 | 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      | $718476.11    | 0.01%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    31080000 | PA      | $1075106.21   | 0.01%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      850000 | PA      | $213396.16    | 0.00%             | 2030-04-15      | 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        |    12868000 | PA      | $15977529.59  | 0.14%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $508490.94    | 0.00%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $880638.43    | 0.01%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $543404.16    | 0.00%             | 2039-07-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $1004711.56   | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6862000 | PA      | $8437724.28   | 0.07%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1298983.62   | 0.01%             | 2030-04-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $292894.62    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      550000 | PA      | $774890.65    | 0.01%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1299000 | PA      | $1599946.69   | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   853400000 | PA      | $5756759.96   | 0.05%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $366126.79    | 0.00%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $397345.45    | 0.00%             | 2026-11-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      518000 | PA      | $726514.77    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113503.15    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                                      | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $378545.16    | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $179124.95    | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $581299.22    | 0.01%             | 2038-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $175801.03    | 0.00%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADGATE FINANCING PLC                                   | Broadgate Financing PLC                                                          | CUSIP: 000000000<br>LEI: 213800FFPA11956QDF26 | Long             | ABS-CBDO         | CORP              | GB        |      105833 | PA      | $135965.43    | 0.00%             | 2033-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4908000 | PA      | $5077628.52   | 0.04%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    14130000 | PA      | $1617562.90   | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      450000 | PA      | $583359.60    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $1393724.37   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | 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      | $1333716.25   | 0.01%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $585761.96    | 0.01%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1450000 | PA      | $917377.73    | 0.01%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $454269.82    | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | 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        |       85001 | PA      | $109590.11    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1530000 | PA      | $1303296.95   | 0.01%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1276946.87   | 0.01%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $348374.22    | 0.00%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4754340 | PA      | $4520801.80   | 0.04%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6767000 | PA      | $8458712.72   | 0.07%             | 2028-10-31      | Fixed         | 5.15%                 | 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      | $262525.36    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $885486.68    | 0.01%             | 2028-07-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      200000 | PA      | $230401.70    | 0.00%             | 2025-11-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       80000 | PA      | $63761.95     | 0.00%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $887711.16    | 0.01%             | 2033-04-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $229521.62    | 0.00%             | 2026-04-19      | 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        |    16990000 | PA      | $15766657.96  | 0.14%             | 2036-05-25      | 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        |     4900000 | PA      | $5823844.40   | 0.05%             | 2027-04-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    18608000 | PA      | $11543815.69  | 0.10%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                                  | Westfield America Management Ltd                                                 | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |      200000 | PA      | $246147.97    | 0.00%             | 2029-03-30      | 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        |      350000 | PA      | $336763.59    | 0.00%             | 2037-11-02      | 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        |     4828000 | PA      | $1422199.05   | 0.01%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2750000 | PA      | $3348315.39   | 0.03%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     5000000 | PA      | $6107861.42   | 0.05%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1590000 | PA      | $1948903.60   | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | 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      | $3285422.93   | 0.03%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    14235000 | PA      | $16078448.30  | 0.14%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1210000 | PA      | $1065315.76   | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | 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      | $965731.38    | 0.01%             | 2027-02-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $166546.05    | 0.00%             | 2028-07-05      | Fixed         | 0.88%                 | 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      | $264837.31    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1290000 | PA      | $1457699.40   | 0.01%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1640000 | PA      | $2102611.53   | 0.02%             | 2026-09-21      | 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        |     5952000 | PA      | $4991353.19   | 0.04%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1210000 | PA      | $1206615.00   | 0.01%             | 2033-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $447327.33    | 0.00%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3332420000 | PA      | $1982900.51   | 0.02%             | 2047-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                                  | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $681181.82    | 0.01%             | 2026-10-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1065473.02   | 0.01%             | 2028-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $906856.20    | 0.01%             | 2036-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2048000 | PA      | $1426072.58   | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7934400000 | PA      | $5525887.39   | 0.05%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1322000 | PA      | $1036576.65   | 0.01%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $134207.36    | 0.00%             | 2036-10-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      100000 | PA      | $109487.96    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      160000 | PA      | $163806.88    | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      800000 | PA      | $906572.49    | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14007000 | PA      | $1346427.82   | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1249093.80   | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1750000 | PA      | $1969812.87   | 0.02%             | 2027-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $285427.45    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IMERYS SA                                                 | Imerys SA                                                                        | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1021287.14   | 0.01%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $286781.57    | 0.00%             | 2038-08-14      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      820000 | PA      | $894970.78    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3640000 | PA      | $3808662.34   | 0.03%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MAPFRE SA                                                 | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $470253.72    | 0.00%             | 2047-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10100000 | PA      | $11559220.35  | 0.10%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1455120.62   | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $456415.47    | 0.00%             | 2026-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $385001.05    | 0.00%             | 2031-07-11      | Fixed         | 0.88%                 | 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      | $283560.11    | 0.00%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5609674 | PA      | $3901240.34   | 0.03%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $964858.21    | 0.01%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1370000 | PA      | $1544189.32   | 0.01%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     1370000 | PA      | $1481502.79   | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $54891.10     | 0.00%             | 2028-09-07      | 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        |   592600000 | PA      | $3320964.24   | 0.03%             | 2037-09-20      | Fixed         | 0.60%                 | 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      | $358330.89    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     3480000 | PA      | $2696210.08   | 0.02%             | 2053-07-17      | 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        |   515700000 | PA      | $1815481.58   | 0.02%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $672947.10    | 0.01%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1740000 | PA      | $1961717.74   | 0.02%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   158400000 | PA      | $23020693.93  | 0.20%             | 2027-04-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $319884.83    | 0.00%             | 2032-07-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $284008.50    | 0.00%             | 2027-02-14      | 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        |      460000 | PA      | $474930.30    | 0.00%             | 2031-07-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      480000 | PA      | $554603.03    | 0.00%             | 2026-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      681000 | PA      | $763189.77    | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $1137216.77   | 0.01%             | 2026-10-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $229025.24    | 0.00%             | 2026-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306127.65    | 0.00%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13400000 | PA      | $16916568.91  | 0.15%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $223367.44    | 0.00%             | 2028-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $579112.21    | 0.01%             | 2047-07-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $251436.57    | 0.00%             | 2028-02-28      | Fixed         | 2.63%                 | 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      | $478767.21    | 0.00%             | 2027-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1200000 | PA      | $690360.46    | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3061000 | PA      | $3490536.52   | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1041652.41   | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    13000000 | PA      | $3175981.45   | 0.03%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $455891.46    | 0.00%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                         | Pension Insurance Corp PLC                                                       | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      863000 | PA      | $1147918.40   | 0.01%             | 2030-09-20      | Fixed         | 5.63%                 | 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      | $1038238.46   | 0.01%             | 2026-10-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                            | ISS Global A/S                                                                   | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |      350000 | PA      | $396219.70    | 0.00%             | 2027-08-31      | 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        |      700000 | PA      | $790470.27    | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       80000 | PA      | $77805.82     | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      340000 | PA      | $342275.64    | 0.00%             | 2037-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $227613.05    | 0.00%             | 2027-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $201473.06    | 0.00%             | 2056-02-28      | Fixed         | 2.00%                 | 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      | $267866.58    | 0.00%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $621742.30    | 0.01%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      500000 | PA      | $446484.47    | 0.00%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      350000 | PA      | $278154.11    | 0.00%             | 2048-01-29      | 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        |    17169000 | PA      | $18881142.32  | 0.17%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236030.95    | 0.00%             | 2047-12-14      | Fixed         | 4.25%                 | 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      | $451399.50    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $526102.90    | 0.00%             | 2032-06-29      | 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        |   472650000 | PA      | $2077527.63   | 0.02%             | 2047-12-20      | Fixed         | 0.80%                 | 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      | $202715.72    | 0.00%             | 2038-08-03      | 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        |     2411000 | PA      | $2270608.18   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | 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      | $3662736.82   | 0.03%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $318124.09    | 0.00%             | 2032-01-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FCC AQUALIA SA                                            | FCC Aqualia SA                                                                   | CUSIP: 000000000<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      350000 | PA      | $404270.85    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                               | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $330799.01    | 0.00%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASSURA FIN PLC                                            | Assura Financing PLC                                                             | CUSIP: 000000000<br>LEI: 549300YH2O3CNDZSO632 | Long             | DBT              |  | GB        |      550000 | PA      | $690872.59    | 0.01%             | 2028-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310694.69    | 0.00%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      450000 | PA      | $492050.41    | 0.00%             | 2036-10-27      | 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      | $223500.66    | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $794694.09    | 0.01%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      199000 | PA      | $223021.41    | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1005486.49   | 0.01%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $1409978.19   | 0.01%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      850000 | PA      | $984676.77    | 0.01%             | 2049-05-28      | 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        |   206800000 | PA      | $911905.69    | 0.01%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      850000 | PA      | $962828.56    | 0.01%             | 2027-10-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      600000 | PA      | $680248.94    | 0.01%             | 2027-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $559310.35    | 0.00%             | 2027-11-15      | Fixed         | 0.75%                 | 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      | $93266.84     | 0.00%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    10109000 | PA      | $5240151.35   | 0.05%             | 2041-05-21      | Fixed         | 2.75%                 | 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      | $170817.40    | 0.00%             | 2048-09-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      585000 | PA      | $665345.01    | 0.01%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      600000 | PA      | $681952.54    | 0.01%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     5942000 | PA      | $3799121.85   | 0.03%             | 2029-08-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2251000 | PA      | $2512773.09   | 0.02%             | 2028-01-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $447565.21    | 0.00%             | 2027-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1131500000 | PA      | $730714.46    | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                                      | Brambles Finance PLC                                                             | CUSIP: 000000000<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $396997.10    | 0.00%             | 2027-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    20361000 | PA      | $22614176.57  | 0.20%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $681533.00    | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5980000 | PA      | $6658146.45   | 0.06%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      350000 | PA      | $439100.52    | 0.00%             | 2029-07-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     9093000 | PA      | $10122779.64  | 0.09%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   308710000 | PA      | $611783.39    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6500000 | PA      | $3495275.19   | 0.03%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1013290.89   | 0.01%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIVAUDAN)                                       | Argentum Netherlands BV for Givaudan SA                                          | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $552169.16    | 0.00%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $210881.37    | 0.00%             | 2037-11-20      | 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        |      600000 | PA      | $655308.40    | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1854250000 | PA      | $11795265.54  | 0.10%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4993000 | PA      | $6888203.45   | 0.06%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $448321.15    | 0.00%             | 2028-01-18      | 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        |     2071000 | PA      | $2395210.28   | 0.02%             | 2028-10-17      | Fixed         | 2.13%                 | 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      | $3075099.45   | 0.03%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1100000 | PA      | $1226458.28   | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1180000 | PA      | $924561.61    | 0.01%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113602.18    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $509418.23    | 0.00%             | 2028-01-18      | 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        |  1931450000 | PA      | $12254748.08  | 0.11%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                                        | Vesteda Finance BV                                                               | CUSIP: 000000000<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $517383.36    | 0.00%             | 2026-07-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9520000 | PA      | $11808946.50  | 0.10%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4749000 | PA      | $4564934.71   | 0.04%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ABBOTT IRELAND FINANCING                                  | Abbott Ireland Financing DAC                                                     | CUSIP: 000000000<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $572819.26    | 0.01%             | 2026-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $683101.92    | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $561121.36    | 0.00%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1812330000 | PA      | $1177369.83   | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5680000 | PA      | $4627097.02   | 0.04%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $648563.45    | 0.01%             | 2029-03-20      | 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        |   600600000 | PA      | $2622280.86   | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $404211.16    | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $551635.03    | 0.00%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      110000 | PA      | $127143.08    | 0.00%             | 2049-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   308100000 | PA      | $1302173.22   | 0.01%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $203203.59    | 0.00%             | 2033-09-12      | Fixed         | 1.13%                 | 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      | $348585.76    | 0.00%             | 2043-01-01      | Fixed         | 6.00%                 | 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      | $276367.57    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1180000 | PA      | $1323551.07   | 0.01%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $112388.65    | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1540000 | PA      | $1706553.66   | 0.02%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $385037.21    | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | 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      | $304578.06    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $105821.22    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $725648.67    | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $333636.13    | 0.00%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $224777.30    | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $93091.92     | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      949000 | PA      | $1049224.42   | 0.01%             | 2027-11-08      | Fixed         | 0.13%                 | 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      | $415268.11    | 0.00%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     2820000 | PA      | $266573.64    | 0.00%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306233.50    | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | 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        |      400000 | PA      | $449513.55    | 0.00%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $782914.99    | 0.01%             | 2033-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB STEIERMARK                                  | Raiffeisen-Landesbank Steiermark AG                                              | CUSIP: 000000000<br>LEI: 529900UNUKYZ9HND3309 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $102312.83    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      100000 | PA      | $127788.32    | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      350000 | PA      | $391908.15    | 0.00%             | 2028-08-30      | 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        |     1000000 | PA      | $1005866.19   | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $357695.29    | 0.00%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4919000 | PA      | $5515059.82   | 0.05%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $330989.82    | 0.00%             | 2028-07-05      | Fixed         | 0.75%                 | 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      | $439227.64    | 0.00%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      848000 | PA      | $932966.20    | 0.01%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $693862.14    | 0.01%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $919670.18    | 0.01%             | 2029-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                  | Digital Stout Holding LLC                                                        | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |      200000 | PA      | $251293.94    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3320000 | PA      | $2083894.20   | 0.02%             | 2029-03-06      | Fixed         | 2.50%                 | 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      | $278999.19    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      180000 | PA      | $210057.46    | 0.00%             | 2029-12-03      | 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        |      200000 | PA      | $209619.06    | 0.00%             | 2029-09-11      | 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        |   839350000 | PA      | $4646682.18   | 0.04%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $309081.72    | 0.00%             | 2051-10-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $405870.48    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1240000 | PA      | $1387551.25   | 0.01%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9140000 | PA      | $1733438.65   | 0.02%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $193467.28    | 0.00%             | 2038-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      366000 | PA      | $417616.91    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $860839.80    | 0.01%             | 2048-11-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   495400000 | PA      | $2651269.83   | 0.02%             | 2038-12-20      | 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        |      250000 | PA      | $275773.19    | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353795.40    | 0.00%             | 2028-12-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    17120000 | PA      | $725747.99    | 0.01%             | 2044-06-29      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $170801.66    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      640000 | PA      | $508169.26    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $172505.70    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $476209.50    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    44000000 | PA      | $6579128.24   | 0.06%             | 2029-01-25      | Fixed         | 3.75%                 | 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      | $196645.65    | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $217802.06    | 0.00%             | 2049-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $436701.71    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $1271292.10   | 0.01%             | 2029-01-22      | 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        |    13599000 | PA      | $15835035.65  | 0.14%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      500000 | PA      | $530568.44    | 0.00%             | 2031-03-18      | Fixed         | 1.13%                 | 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        |     1000000 | PA      | $1063091.38   | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | 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      | $109085.76    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121912.38    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1640874.92   | 0.01%             | 2029-02-18      | Fixed         | 0.75%                 | 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      | $113863.16    | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1121682.05   | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      844000 | PA      | $781389.14    | 0.01%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $652733.48    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      720000 | PA      | $753394.36    | 0.01%             | 2029-11-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $659763.85    | 0.01%             | 2029-02-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $499961.10    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $229105.26    | 0.00%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2890000 | PA      | $1789060.07   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | 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      | $513444.14    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      390000 | PA      | $427902.96    | 0.00%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113219.94    | 0.00%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1290000 | PA      | $1491329.17   | 0.01%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      850000 | PA      | $926898.98    | 0.01%             | 2029-02-05      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2907340 | PA      | $2152839.62   | 0.02%             | 2050-06-22      | Fixed         | 1.70%                 | 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      | $471060.53    | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1430024.03   | 0.01%             | 2028-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $230181.77    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   196900000 | PA      | $818560.77    | 0.01%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $258096.20    | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | 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      | $783846.70    | 0.01%             | 2034-03-13      | Fixed         | 1.10%                 | 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      | $902096.74    | 0.01%             | 2027-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      650000 | PA      | $685227.79    | 0.01%             | 2034-02-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      340000 | PA      | $268590.61    | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1083000 | PA      | $1166252.48   | 0.01%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      680000 | PA      | $608075.66    | 0.01%             | 2034-10-10      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2620000 | PA      | $2813760.28   | 0.02%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $780040.20    | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $628579.43    | 0.01%             | 2031-05-09      | Fixed         | 0.88%                 | 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      | $402919.65    | 0.00%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $657640.70    | 0.01%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      800000 | PA      | $746917.24    | 0.01%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $245803.41    | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $523859.26    | 0.00%             | 2025-12-15      | 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        |     8494000 | PA      | $9476783.84   | 0.08%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $224360.28    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      970000 | PA      | $1248822.16   | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $409576.60    | 0.00%             | 2031-05-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $229602.29    | 0.00%             | 2026-02-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $218380.18    | 0.00%             | 2029-02-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    16429000 | PA      | $17715536.18  | 0.16%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      912000 | PA      | $1016772.96   | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    64550000 | PA      | $9408753.38   | 0.08%             | 2029-11-15      | Fixed         | 0.50%                 | 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      | $192346.32    | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $751749.08    | 0.01%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $457431.80    | 0.00%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $386244.59    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      140000 | PA      | $137197.99    | 0.00%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1010000 | PA      | $914764.78    | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111724.64    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $841166.92    | 0.01%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1320000 | PA      | $1260943.14   | 0.01%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $303919.41    | 0.00%             | 2031-04-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6394000 | PA      | $3956061.80   | 0.03%             | 2054-10-22      | 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        |    36550000 | PA      | $5245231.24   | 0.05%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $128144.94    | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13210000 | PA      | $15566689.41  | 0.14%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $541681.17    | 0.00%             | 2029-03-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      330000 | PA      | $348659.73    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      404000 | PA      | $436565.17    | 0.00%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $414608.84    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $629201.94    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $615663.04    | 0.01%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1189000 | PA      | $1269082.17   | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      300000 | PA      | $323025.33    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $362978.24    | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                       | Blackstone Holdings Finance Co. LLC                                              | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      900000 | PA      | $995870.84    | 0.01%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                    | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $575481.19    | 0.01%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    17942000 | PA      | $14190674.79  | 0.13%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $938301.97    | 0.01%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113493.96    | 0.00%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      870000 | PA      | $915054.28    | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONSDALE FINANCE PTY LTD                                  | Lonsdale Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300VX4WC30OTQ1E62 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $128538.31    | 0.00%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $247123.71    | 0.00%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5176000 | PA      | $5349585.06   | 0.05%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                  | LYB International Finance II BV                                                  | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227374.75    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $312791.23    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226299.22    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1750000 | PA      | $1980693.54   | 0.02%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345190.26    | 0.00%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4000000 | PA      | $4549702.69   | 0.04%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $88875.73     | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      780000 | PA      | $751566.42    | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | 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      | $589567.62    | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2877000 | PA      | $2976218.24   | 0.03%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      600000 | PA      | $679699.60    | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     4345000 | PA      | $3965090.78   | 0.04%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $329678.39    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $141855.86    | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | 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: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      200000 | PA      | $220676.49    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $313764.31    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $359502.26    | 0.00%             | 2027-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES                                         | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $678125.85    | 0.01%             | 2026-09-16      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2100000 | PA      | $1193499.02   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $83897.63     | 0.00%             | 2039-06-21      | 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      | $73019.18     | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      455000 | PA      | $519662.93    | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1320000 | PA      | $1142970.48   | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    17430000 | PA      | $10069025.52  | 0.09%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $75213.64     | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $92940.12     | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1060000 | PA      | $1185456.29   | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1720500.34   | 0.02%             | 2029-05-14      | 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      | $228227.66    | 0.00%             | 2026-05-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $678316.99    | 0.01%             | 2027-05-17      | Fixed         | 1.00%                 | 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      | $148619.01    | 0.00%             | 2040-02-13      | 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      | $1607018.31   | 0.01%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $261109.81    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      550000 | PA      | $563473.27    | 0.00%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     2700000 | PA      | $3346670.95   | 0.03%             | 2027-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $944428.07    | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119342.46    | 0.00%             | 2030-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $195854.76    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $345651.85    | 0.00%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |     1060000 | PA      | $1199198.61   | 0.01%             | 2028-05-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $228546.52    | 0.00%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $174225.18    | 0.00%             | 2039-04-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      170000 | PA      | $178040.67    | 0.00%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6210000 | PA      | $4157557.38   | 0.04%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $283891.69    | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 50166000000 | PA      | $3329506.50   | 0.03%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $417546.43    | 0.00%             | 2029-11-13      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $234728.13    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                       | Repsol International Finance BV                                                  | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $667075.92    | 0.01%             | 2027-08-02      | Fixed         | 0.25%                 | 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      | $322826.18    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | 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      | $240407.45    | 0.00%             | 2026-04-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $584738.75    | 0.01%             | 2029-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     7180000 | PA      | $3545661.26   | 0.03%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $251481.92    | 0.00%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $340152.30    | 0.00%             | 2026-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $321484.84    | 0.00%             | 2031-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      600000 | PA      | $706819.49    | 0.01%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2705000 | PA      | $2305903.76   | 0.02%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                              | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $182368.45    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | 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        |      500000 | PA      | $552538.76    | 0.00%             | 2029-06-18      | 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        |      600000 | PA      | $362370.57    | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $227584.18    | 0.00%             | 2026-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $76143.77     | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $202476.95    | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1174303.32   | 0.01%             | 2029-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $165212.35    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |     1000000 | PA      | $1138916.27   | 0.01%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $733746.69    | 0.01%             | 2030-06-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      760000 | PA      | $470905.86    | 0.00%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| RLB OBEROESTERREICH                                       | Raiffeisenlandesbank Oberoesterreich AG                                          | CUSIP: 000000000<br>LEI: I6SS27Q1Q3385V753S50 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $180771.26    | 0.00%             | 2035-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $421817.72    | 0.00%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $543008.47    | 0.00%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      125000 | PA      | $113246.13    | 0.00%             | 2039-07-01      | Fixed         | 1.96%                 | 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      | $113432.07    | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      500000 | PA      | $520540.58    | 0.00%             | 2030-07-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $640552.90    | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | 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      | $714018.76    | 0.01%             | 2026-12-17      | Fixed         | 1.25%                 | 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      | $484810.27    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $237396.86    | 0.00%             | 2049-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $773431.55    | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $253879.28    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1242836.12   | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1493866.22   | 0.01%             | 2032-02-11      | Fixed         | 0.65%                 | 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      | $424079.90    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $178229.06    | 0.00%             | 2034-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $502969.88    | 0.00%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      600000 | PA      | $446075.57    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $224028.60    | 0.00%             | 2028-10-09      | Fixed         | 2.05%                 | 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      | $343179.11    | 0.00%             | 2026-05-29      | 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      | $515807.34    | 0.00%             | 2030-06-04      | 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        |      700000 | PA      | $639283.47    | 0.01%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $219148.98    | 0.00%             | 2028-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1138015.89   | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     3000000 | PA      | $3137097.35   | 0.03%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224733.83    | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1949000 | PA      | $2053901.04   | 0.02%             | 2030-10-18      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $324127.13    | 0.00%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $208542.19    | 0.00%             | 2029-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $47158.63     | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4083900 | PA      | $4107794.33   | 0.04%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $108854.85    | 0.00%             | 2028-11-12      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $261871.87    | 0.00%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $350361.91    | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1448000 | PA      | $1667677.76   | 0.01%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $612122.24    | 0.01%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $660840.86    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      575000 | PA      | $635539.62    | 0.01%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |      300000 | PA      | $317615.37    | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | 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      | $319490.00    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | 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      | $121690.88    | 0.00%             | 2033-04-26      | Fixed         | 4.23%                 | 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      | $649813.07    | 0.01%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    13266000 | PA      | $7022623.28   | 0.06%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $441755.66    | 0.00%             | 2070-02-18      | 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        |     4700000 | PA      | $4511705.95   | 0.04%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER BANK                                   | Santander Consumer Bank AG                                                       | CUSIP: 000000000<br>LEI: 5299002CRNX7K6KOL397 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $415217.49    | 0.00%             | 2030-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2129176.95   | 0.02%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $679377.03    | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $353263.20    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104100.11    | 0.00%             | 2030-08-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9290000 | PA      | $9843106.69   | 0.09%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    10000000 | PA      | $1462983.86   | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     5420000 | PA      | $2986129.70   | 0.03%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    31771000 | PA      | $23395341.89  | 0.21%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $624572.71    | 0.01%             | 2027-07-22      | Fixed         | 0.75%                 | 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      | $214581.92    | 0.00%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $391617.27    | 0.00%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LOGICOR 2019 1 UK                                         | Logicor 2019-1 UK PLC                                                            | CUSIP: 000000000<br>LEI: 635400V9BO1NJKELQ692 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $384660.98    | 0.00%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $421313.86    | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $407947.08    | 0.00%             | 2031-11-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENW FINANCE PLC                                           | ENW Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300V1O67HJV48FS61 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $461538.03    | 0.00%             | 2032-11-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $375880.71    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $361000.49    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      350000 | PA      | $398158.66    | 0.00%             | 2026-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      785000 | PA      | $874783.94    | 0.01%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2900000 | PA      | $1132464.05   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      700000 | PA      | $789338.23    | 0.01%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $334489.03    | 0.00%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2700000 | PA      | $2775456.41   | 0.02%             | 2030-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4495000 | PA      | $3158901.11   | 0.03%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11097000 | PA      | $12363022.55  | 0.11%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7946000 | PA      | $10480886.31  | 0.09%             | 2027-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     5508000 | PA      | $168348.41    | 0.00%             | 2035-12-17      | Fixed         | 1.59%                 | 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      | $1783638.66   | 0.02%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $395673.53    | 0.00%             | 2028-01-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   363700000 | PA      | $1409768.27   | 0.01%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                  | Andorra International Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      100000 | PA      | $104002.37    | 0.00%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1189000 | PA      | $1251837.22   | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | 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      | $329806.98    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $631480.07    | 0.01%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      297000 | PA      | $227278.86    | 0.00%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                              | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1130013.52   | 0.01%             | 2028-07-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $989680.61    | 0.01%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                          | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231570.99    | 0.00%             | 2035-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $221776.67    | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1850000 | PA      | $2064590.03   | 0.02%             | 2027-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3898000 | PA      | $1673627.78   | 0.01%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $495556.75    | 0.00%             | 2031-10-20      | Fixed         | 0.30%                 | 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      | $404770.03    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136512.88    | 0.00%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $346619.28    | 0.00%             | 2034-03-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $781825.43    | 0.01%             | 2027-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      750000 | PA      | $911047.39    | 0.01%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $248725.53    | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $207211.41    | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $209478.93    | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WOHNEN SE                                        | Deutsche Wohnen SE                                                               | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $753632.68    | 0.01%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $195994.15    | 0.00%             | 2046-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      100000 | PA      | $76076.44     | 0.00%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5612000 | PA      | $3552213.60   | 0.03%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      980000 | PA      | $1146111.35   | 0.01%             | 2031-02-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $852513.34    | 0.01%             | 2033-04-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $533668.67    | 0.00%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1100000 | PA      | $1346759.54   | 0.01%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7560000 | PA      | $8814046.80   | 0.08%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $696223.63    | 0.01%             | 2026-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6973000 | PA      | $3462078.11   | 0.03%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      867000 | PA      | $924551.10    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MMB SCF                                                   | MMB SCF SACA                                                                     | CUSIP: 000000000<br>LEI: 969500901GY8ZCBR6Y85 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $388222.89    | 0.00%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2821000 | PA      | $1526399.03   | 0.01%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $366924.57    | 0.00%             | 2031-03-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    20217000 | PA      | $11820194.09  | 0.10%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8157000 | PA      | $5168764.98   | 0.05%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3736900 | PA      | $3869265.53   | 0.03%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    19038000 | PA      | $1676312.60   | 0.01%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $898029.89    | 0.01%             | 2028-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1550000 | PA      | $863819.61    | 0.01%             | 2032-05-24      | 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        |      100000 | PA      | $104036.95    | 0.00%             | 2030-02-21      | 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        |      400000 | PA      | $468140.85    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $99636.88     | 0.00%             | 2031-10-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3140450000 | PA      | $18988293.92  | 0.17%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1045000 | PA      | $209253.08    | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1355858.78   | 0.01%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1021075.65   | 0.01%             | 2030-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2027000 | PA      | $2029494.21   | 0.02%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    12100000 | PA      | $14364577.24  | 0.13%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7531000 | PA      | $6449566.03   | 0.06%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $127216.95    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      450000 | PA      | $509669.17    | 0.00%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     2100000 | PA      | $2403016.42   | 0.02%             | 2032-04-02      | Fixed         | 2.88%                 | 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      | $172556.68    | 0.00%             | 2027-12-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $351123.02    | 0.00%             | 2028-04-06      | 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        |     6724000 | PA      | $7449133.38   | 0.07%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $733735.50    | 0.01%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1411285.10   | 0.01%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6420000 | PA      | $3098836.89   | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      655000 | PA      | $305517.22    | 0.00%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1750000 | PA      | $1768952.59   | 0.02%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3620000 | PA      | $4353742.76   | 0.04%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4030000 | PA      | $2433314.04   | 0.02%             | 2033-11-21      | Fixed         | 3.00%                 | 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      | $261076.30    | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $622912.04    | 0.01%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6971000 | PA      | $7157411.42   | 0.06%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10706020 | PA      | $11744646.52  | 0.10%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2718000 | PA      | $3080003.45   | 0.03%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                                 | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |     1334000 | PA      | $1518170.50   | 0.01%             | 2027-05-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $447449.95    | 0.00%             | 2027-04-09      | 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        |     1400000 | PA      | $1462411.27   | 0.01%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                       | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $583749.02    | 0.01%             | 2028-04-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1433589.81   | 0.01%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7593000 | PA      | $8818700.44   | 0.08%             | 2030-11-15      | Fixed         | 2.40%                 | 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      | $3569145.77   | 0.03%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $160736.38    | 0.00%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     2365000 | PA      | $142769.97    | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146834.07    | 0.00%             | 2032-05-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      916000 | PA      | $1038644.73   | 0.01%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $227268.38    | 0.00%             | 2027-05-24      | 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        |     2510000 | PA      | $3080459.55   | 0.03%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   700000000 | PA      | $4492079.69   | 0.04%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1130434.15   | 0.01%             | 2030-07-02      | 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        |     2965000 | PA      | $1083303.29   | 0.01%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3000000 | PA      | $3757960.75   | 0.03%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6950000 | PA      | $8080591.10   | 0.07%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $640261.35    | 0.01%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $87794.63     | 0.00%             | 2035-06-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $891141.02    | 0.01%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7162000 | PA      | $2495611.07   | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7810000 | PA      | $3835527.22   | 0.03%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11249483 | PA      | $13696726.77  | 0.12%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $792186.19    | 0.01%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $305741.40    | 0.00%             | 2032-11-11      | Fixed         | 1.25%                 | 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      | $144451.64    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $318098.36    | 0.00%             | 2030-04-28      | Fixed         | 0.88%                 | 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      | $486608.84    | 0.00%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $216624.83    | 0.00%             | 2028-09-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $215243.27    | 0.00%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $413873.88    | 0.00%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201899.74    | 0.00%             | 2030-10-04      | Fixed         | 0.01%                 | 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      | $250172.36    | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      583000 | PA      | $668137.19    | 0.01%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $806981.41    | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106302.63    | 0.00%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $520317.39    | 0.00%             | 2029-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $301786.00    | 0.00%             | 2031-03-10      | 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        |     4136000 | PA      | $3208091.18   | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $129307.04    | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | 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      | $2675152.14   | 0.02%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                        | Segro Capital Sarl                                                               | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              |  | LU        |      300000 | PA      | $295222.43    | 0.00%             | 2031-09-22      | 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        |    10684000 | PA      | $11052142.26  | 0.10%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $604688.72    | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      700000 | PA      | $888058.88    | 0.01%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $126770.41    | 0.00%             | 2051-12-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $262494.97    | 0.00%             | 2029-02-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $490303.08    | 0.00%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      560000 | PA      | $436670.60    | 0.00%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $503705.67    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17555000000 | PA      | $1070291.92   | 0.01%             | 2036-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2403000 | PA      | $1507695.63   | 0.01%             | 2052-04-12      | 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        |     2128000 | PA      | $1876706.14   | 0.02%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   379100000 | PA      | $1916000.85   | 0.02%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $570537.93    | 0.01%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $905365.00    | 0.01%             | 2031-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1185053.96   | 0.01%             | 2030-07-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $218852.69    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12080000 | PA      | $8043859.73   | 0.07%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $439720.48    | 0.00%             | 2034-02-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $644242.67    | 0.01%             | 2029-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $229315.00    | 0.00%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $614504.72    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2017                                          | WPP Finance 2017                                                                 | CUSIP: 000000000<br>LEI: 549300IYY97T872E8L21 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $419250.86    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE BV                                          | Linde Finance BV                                                                 | CUSIP: 000000000<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $670147.12    | 0.01%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $99746.81     | 0.00%             | 2031-04-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      741000 | PA      | $650034.08    | 0.01%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       25000 | PA      | $30341.04     | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2400000 | PA      | $1207113.24   | 0.01%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3270000 | PA      | $3480967.20   | 0.03%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $462195.38    | 0.00%             | 2037-06-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4597000 | PA      | $4763373.99   | 0.04%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1900000 | PA      | $2140088.71   | 0.02%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1148828.01   | 0.01%             | 2033-05-18      | Fixed         | 1.30%                 | 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      | $54622.25     | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     4200000 | PA      | $5089742.50   | 0.04%             | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    50000000 | PA      | $150299.09    | 0.00%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      420000 | PA      | $455865.08    | 0.00%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4384000 | PA      | $2267459.86   | 0.02%             | 2032-05-15      | 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      | $334171.73    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     2200000 | PA      | $2483362.30   | 0.02%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $369262.49    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1051000 | PA      | $1198812.95   | 0.01%             | 2028-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9110000 | PA      | $7065548.63   | 0.06%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COVESTRO AG                                               | Covestro AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $401900.92    | 0.00%             | 2026-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      457000 | PA      | $484883.52    | 0.00%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $711036.79    | 0.01%             | 2029-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4000000 | PA      | $2920473.08   | 0.03%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      620000 | PA      | $689848.82    | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110593.86    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2261440.02   | 0.02%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10131900 | PA      | $10865571.86  | 0.10%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    16529000 | PA      | $15282100.82  | 0.14%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      200000 | PA      | $214390.18    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    18690000 | PA      | $10337990.18  | 0.09%             | 2031-11-21      | Fixed         | 1.00%                 | 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        |      100000 | PA      | $101283.59    | 0.00%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3750000 | PA      | $3269731.57   | 0.03%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $188789.92    | 0.00%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1595000 | PA      | $1720791.82   | 0.02%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4000000 | PA      | $2081824.27   | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121195.96    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $205528.59    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $89454.35     | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $525001.88    | 0.00%             | 2035-07-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1721000 | PA      | $1626206.29   | 0.01%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $696248.39    | 0.01%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4250000 | PA      | $4598324.61   | 0.04%             | 2028-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      500000 | PA      | $560835.45    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | 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      | $386739.28    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $408300.12    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $201920.52    | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $193065.20    | 0.00%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5630000 | PA      | $5550943.35   | 0.05%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $540839.46    | 0.00%             | 2036-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1341000 | PA      | $935826.33    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $558637.16    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     4080000 | PA      | $4230955.43   | 0.04%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1472050.54   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EDENRED SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $880004.29    | 0.01%             | 2029-06-18      | 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      | $644784.77    | 0.01%             | 2030-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                    | EWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900L64X6KZZW19R71 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $189585.02    | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | 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      | $538802.30    | 0.00%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $567087.14    | 0.01%             | 2035-09-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     2430000 | PA      | $2882949.50   | 0.03%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $632612.72    | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1154263.57   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $104633.07    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $654016.72    | 0.01%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      711000 | PA      | $778964.02    | 0.01%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237653.86    | 0.00%             | 2029-11-23      | 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      | $57535.26     | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $392422.40    | 0.00%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2999000 | PA      | $3430124.88   | 0.03%             | 2033-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1400000 | PA      | $1731918.81   | 0.02%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1560000 | PA      | $974319.57    | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $420894.01    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10620000 | PA      | $381049.37    | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $166816.29    | 0.00%             | 2035-11-16      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $548567.14    | 0.00%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $223172.32    | 0.00%             | 2038-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $605254.77    | 0.01%             | 2053-04-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1318471.48   | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $564402.97    | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $230170.91    | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8803000 | PA      | $6435168.38   | 0.06%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $591249.58    | 0.01%             | 2028-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2980000 | PA      | $3464109.70   | 0.03%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $857476.25    | 0.01%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $575508.81    | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $179235.42    | 0.00%             | 2051-11-23      | 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        |   614100000 | PA      | $3010505.01   | 0.03%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12049000 | PA      | $8643134.16   | 0.08%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4359000 | PA      | $4733118.90   | 0.04%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      975000 | PA      | $837449.93    | 0.01%             | 2035-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4000000 | PA      | $728375.74    | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2650000 | PA      | $2872181.46   | 0.03%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1510000 | PA      | $1750761.20   | 0.02%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2820000 | PA      | $2801930.82   | 0.02%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2550000 | PA      | $1381979.92   | 0.01%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6916000 | PA      | $5034170.92   | 0.04%             | 2028-09-01      | 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      | $1462976.38   | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $568267.37    | 0.01%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1173661.52   | 0.01%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1348000 | PA      | $1582825.19   | 0.01%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $166898.91    | 0.00%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1196233.77   | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      600000 | PA      | $650772.94    | 0.01%             | 2030-06-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $223186.85    | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $198916.11    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45360000 | PA      | $1986166.77   | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $566668.88    | 0.01%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353349.70    | 0.00%             | 2030-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $550275.98    | 0.00%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      550000 | PA      | $545075.24    | 0.00%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $419755.08    | 0.00%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7266000 | PA      | $2544994.95   | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5000000 | PA      | $4578316.64   | 0.04%             | 2054-05-25      | 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        |      400000 | PA      | $465712.18    | 0.00%             | 2028-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $844308.88    | 0.01%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $132998.13    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   318580000 | PA      | $47427624.97  | 0.42%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      400000 | PA      | $412997.81    | 0.00%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $135239.28    | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $655665.75    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $330436.90    | 0.00%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $342745.54    | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | 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      | $183931.92    | 0.00%             | 2031-11-25      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $360751.45    | 0.00%             | 2029-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $241516.03    | 0.00%             | 2033-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $525949.92    | 0.00%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2253000 | PA      | $2253396.78   | 0.02%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $583529.06    | 0.01%             | 2035-12-03      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $342615.47    | 0.00%             | 2031-10-01      | Fixed         | 2.13%                 | 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        |      400000 | PA      | $448263.38    | 0.00%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5246000 | PA      | $4209768.21   | 0.04%             | 2038-01-15      | 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        |     3850000 | PA      | $2767371.69   | 0.02%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      963000 | PA      | $1083852.42   | 0.01%             | 2030-03-23      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      100000 | PA      | $96653.68     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8783000 | PA      | $9342506.71   | 0.08%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $1266914.45   | 0.01%             | 2034-10-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3750000 | PA      | $4453454.04   | 0.04%             | 2030-12-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6423000 | PA      | $5513780.21   | 0.05%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3950000 | PA      | $4425164.01   | 0.04%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $315530.18    | 0.00%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $515579.70    | 0.00%             | 2026-07-31      | Fixed         | 1.25%                 | 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      | $1685204.95   | 0.01%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $638142.25    | 0.01%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1550000 | PA      | $1714491.96   | 0.02%             | 2027-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $518197.40    | 0.00%             | 2032-05-21      | Fixed         | 2.50%                 | 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        |      800000 | PA      | $805561.66    | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $412899.43    | 0.00%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     2000000 | PA      | $2703352.98   | 0.02%             | 2029-10-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8420000 | PA      | $1938936.43   | 0.02%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    21850000 | PA      | $2188186.82   | 0.02%             | 2033-11-11      | 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        |  4073850000 | PA      | $24951073.75  | 0.22%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    40035000 | PA      | $3761675.58   | 0.03%             | 2031-05-12      | 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        |     3950000 | PA      | $2576361.04   | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      350000 | PA      | $449262.88    | 0.00%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1145000 | PA      | $1325323.10   | 0.01%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $757094.65    | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $121835.42    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      450000 | PA      | $406858.75    | 0.00%             | 2034-05-04      | 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        |   428200000 | PA      | $2144074.23   | 0.02%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2700000 | PA      | $1487555.38   | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $120972.89    | 0.00%             | 2028-08-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2353000 | PA      | $2024511.53   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    28450000 | PA      | $31935132.70  | 0.28%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207994.13    | 0.00%             | 2032-10-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $605836.06    | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BSK 1818 AG                                               | BSK 1818 AG                                                                      | CUSIP: 000000000<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $356252.73    | 0.00%             | 2028-11-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1177893.24   | 0.01%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $332220.15    | 0.00%             | 2029-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $1000658.19   | 0.01%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3131000 | PA      | $3777166.97   | 0.03%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |     1700000 | PA      | $1799425.96   | 0.02%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1069824.16   | 0.01%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $655972.80    | 0.01%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   506150000 | PA      | $1942190.00   | 0.02%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10950000 | PA      | $10658704.57  | 0.09%             | 2031-11-25      | 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      | $268929.37    | 0.00%             | 2030-10-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   966000000 | PA      | $4719909.10   | 0.04%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3360000 | PA      | $2458765.59   | 0.02%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1950000 | PA      | $1957851.13   | 0.02%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6680000 | PA      | $8511399.34   | 0.08%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8904294 | PA      | $5523638.25   | 0.05%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3742000 | PA      | $3858350.22   | 0.03%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   166760000 | PA      | $24132121.76  | 0.21%             | 2034-07-04      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $405196.94    | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5593000 | PA      | $5275459.87   | 0.05%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $1139762.94   | 0.01%             | 2034-09-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      619000 | PA      | $759683.06    | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $378091.72    | 0.00%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1700000 | PA      | $1803323.27   | 0.02%             | 2029-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   152320000 | PA      | $22148738.70  | 0.20%             | 2034-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      600000 | PA      | $584175.46    | 0.01%             | 2032-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1050000 | PA      | $1052009.80   | 0.01%             | 2032-01-20      | Fixed         | 0.25%                 | 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      | $346341.44    | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2812700000 | PA      | $18000162.29  | 0.16%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1088120.14   | 0.01%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4748000 | PA      | $5318516.29   | 0.05%             | 2029-12-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      725000 | PA      | $737177.17    | 0.01%             | 2031-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $918023.99    | 0.01%             | 2032-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2092537.44   | 0.02%             | 2030-02-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $316492.12    | 0.00%             | 2032-05-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     8450000 | PA      | $785523.95    | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114531.84    | 0.00%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5409000 | PA      | $6036981.76   | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $488886.93    | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      924000 | PA      | $538733.13    | 0.00%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $525493.52    | 0.00%             | 2029-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $110060.61    | 0.00%             | 2051-10-13      | Fixed         | 0.60%                 | 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      | $8029405.52   | 0.07%             | 2031-03-20      | Fixed         | 0.10%                 | 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      | $4903207.86   | 0.04%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $286229.16    | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $86513.94     | 0.00%             | 2036-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1806164.75   | 0.02%             | 2029-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2229000 | PA      | $2259940.41   | 0.02%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      320000 | PA      | $223314.26    | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $346866.68    | 0.00%             | 2028-04-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $348611.63    | 0.00%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $795629.53    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2220000 | PA      | $1753133.51   | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     7787000 | PA      | $4575727.83   | 0.04%             | 2027-04-15      | Fixed         | 4.50%                 | 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      | $341659.89    | 0.00%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4058000 | PA      | $4527086.47   | 0.04%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3830000 | PA      | $3673854.15   | 0.03%             | 2048-02-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1220000 | PA      | $1214969.96   | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $525664.25    | 0.00%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134408.54    | 0.00%             | 2038-07-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4970000 | PA      | $4892820.43   | 0.04%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $115689.38    | 0.00%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    12410000 | PA      | $2843375.07   | 0.03%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $693888.60    | 0.01%             | 2031-12-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $563305.56    | 0.00%             | 2026-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7730000 | PA      | $5101691.75   | 0.05%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1154000 | PA      | $1274697.19   | 0.01%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   162050000 | PA      | $616690.92    | 0.01%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38660000000 | PA      | $2482128.01   | 0.02%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7108000 | PA      | $3614002.52   | 0.03%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     7500000 | PA      | $8631433.17   | 0.08%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1272460.97   | 0.01%             | 2028-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8821000 | PA      | $8967950.65   | 0.08%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1700000 | PA      | $2002655.22   | 0.02%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3215000 | PA      | $3462873.88   | 0.03%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $141169.65    | 0.00%             | 2033-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      850000 | PA      | $944000.17    | 0.01%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                     | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $500242.02    | 0.00%             | 2028-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1400235.08   | 0.01%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $353160.66    | 0.00%             | 2027-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $654214.49    | 0.01%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4650000 | PA      | $5228557.11   | 0.05%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9270000 | PA      | $9611891.39   | 0.08%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREENSQUAREACCORD LTD                                     | Greensquareaccord Ltd                                                            | CUSIP: 000000000<br>LEI: 213800RISQQHH1QRRQ46 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $176656.08    | 0.00%             | 2047-11-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1227179.58   | 0.01%             | 2034-03-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      100000 | PA      | $123508.93    | 0.00%             | 2041-12-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113634.57    | 0.00%             | 2052-12-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1286439.95   | 0.01%             | 2028-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $348634.92    | 0.00%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   315700000 | PA      | $45037749.40  | 0.40%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      510000 | PA      | $548364.02    | 0.00%             | 2032-08-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   795900000 | PA      | $5119709.61   | 0.05%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3500000 | PA      | $3978240.05   | 0.04%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119884.35    | 0.00%             | 2031-04-03      | 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        |    13690000 | PA      | $15582648.50  | 0.14%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    13185000 | PA      | $9143709.09   | 0.08%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7451000 | PA      | $8119704.51   | 0.07%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6841000 | PA      | $9195118.44   | 0.08%             | 2034-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    21406000 | PA      | $27203326.14  | 0.24%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120535.58    | 0.00%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1372597.73   | 0.01%             | 2030-09-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $788684.24    | 0.01%             | 2028-04-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2690000 | PA      | $2719259.58   | 0.02%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2210000 | PA      | $2514302.49   | 0.02%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 63069000000 | PA      | $4062165.79   | 0.04%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $114500.18    | 0.00%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $467814.89    | 0.00%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $216371.99    | 0.00%             | 2029-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    21190000 | PA      | $25039776.47  | 0.22%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1286169.43   | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                      | PPG Industries, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345056.20    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $106998.45    | 0.00%             | 2033-07-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12780000 | PA      | $9534045.29   | 0.08%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $208085.60    | 0.00%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1131671.72   | 0.01%             | 2034-01-10      | 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        |     5290000 | PA      | $5049461.54   | 0.04%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $527298.33    | 0.00%             | 2028-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    48000000 | PA      | $7233444.46   | 0.06%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11807600 | PA      | $15509204.40  | 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        |    18640000 | PA      | $24451953.31  | 0.22%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    10090000 | PA      | $3095655.66   | 0.03%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311205.11    | 0.00%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $674483.47    | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     5530000 | PA      | $4837406.20   | 0.04%             | 2054-01-15      | 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        |      890000 | PA      | $944302.70    | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1084766.27   | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      500000 | PA      | $551824.86    | 0.00%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1500000 | PA      | $1754438.91   | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      941000 | PA      | $1107517.61   | 0.01%             | 2038-06-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      774000 | PA      | $826326.48    | 0.01%             | 2032-09-15      | 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        |     6150000 | PA      | $7228730.23   | 0.06%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3461000 | PA      | $3920351.74   | 0.03%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   102450000 | PA      | $15526674.99  | 0.14%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $467014.47    | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      689000 | PA      | $804089.57    | 0.01%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13000000 | PA      | $606428.99    | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $118339.57    | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | 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      | $121815.78    | 0.00%             | 2042-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1376793.03   | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6920000 | PA      | $4184486.73   | 0.04%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $223325.99    | 0.00%             | 2032-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3829000 | PA      | $4442467.54   | 0.04%             | 2026-10-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $659838.73    | 0.01%             | 2027-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $667106.91    | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $607719.17    | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10569000 | PA      | $14030075.26  | 0.12%             | 2029-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8250000 | PA      | $10765296.96  | 0.10%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1760000 | PA      | $1418943.09   | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      900000 | PA      | $970147.90    | 0.01%             | 2045-06-22      | 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        |     1100000 | PA      | $1286707.51   | 0.01%             | 2027-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2687000 | PA      | $3121529.02   | 0.03%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1359951.22   | 0.01%             | 2028-10-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $713875.85    | 0.01%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3800000 | PA      | $2497291.86   | 0.02%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |     1340000 | PA      | $1575152.93   | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $965079.72    | 0.01%             | 2030-12-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      357000 | PA      | $470326.23    | 0.00%             | 2029-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $345985.90    | 0.00%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    16490000 | PA      | $4270031.34   | 0.04%             | 2027-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1116605.72   | 0.01%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     2140000 | PA      | $2231113.53   | 0.02%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     7559420 | PA      | $9292005.37   | 0.08%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10510000 | PA      | $10046963.65  | 0.09%             | 2055-05-25      | Fixed         | 3.25%                 | 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      | $350135.33    | 0.00%             | 2030-03-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ITALGAS RETI SPA                                          | Italgas Reti SpA                                                                 | CUSIP: 000000000<br>LEI: 815600E731A5016E3080 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $489932.36    | 0.00%             | 2033-06-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $233285.57    | 0.00%             | 2026-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233086.69    | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114867.94    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1150000 | PA      | $1336484.74   | 0.01%             | 2033-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4240000 | PA      | $4925672.89   | 0.04%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6780000 | PA      | $8338299.41   | 0.07%             | 2043-09-01      | Fixed         | 4.45%                 | 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        |     2100000 | PA      | $2462313.99   | 0.02%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121839.92    | 0.00%             | 2043-01-18      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |     1200000 | PA      | $1388362.29   | 0.01%             | 2034-02-06      | Fixed         | 3.13%                 | 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        |     1300000 | PA      | $1515776.92   | 0.01%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $193199.83    | 0.00%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $61672.29     | 0.00%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352005.40    | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1329057.29   | 0.01%             | 2028-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      350000 | PA      | $431125.32    | 0.00%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1575123.57   | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 33986000000 | PA      | $2186860.27   | 0.02%             | 2040-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6460000 | PA      | $7825056.41   | 0.07%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $113391.49    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     9540000 | PA      | $2948212.44   | 0.03%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHG TREASURY PLC                                          | WHG Treasury PLC                                                                 | CUSIP: 000000000<br>LEI: 984500477D9DBB3BD757 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108775.15    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $351633.49    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $292737.23    | 0.00%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114066.88    | 0.00%             | 2035-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   104400000 | PA      | $15126843.78  | 0.13%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14758000 | PA      | $17151324.28  | 0.15%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN GAS NETWORKS                                     | Northern Gas Networks Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $279286.87    | 0.00%             | 2033-06-02      | Fixed         | 6.13%                 | 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      | $6404371.34   | 0.06%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $464863.23    | 0.00%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121921.63    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $951229.00    | 0.01%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $555050.61    | 0.00%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                      | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1070000 | PA      | $881078.44    | 0.01%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     6110000 | PA      | $937706.69    | 0.01%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $359792.64    | 0.00%             | 2032-03-15      | Fixed         | 4.13%                 | 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      | $353818.15    | 0.00%             | 2030-10-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1000000 | PA      | $1152242.67   | 0.01%             | 2026-10-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1040000 | PA      | $1237240.52   | 0.01%             | 2033-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $359234.92    | 0.00%             | 2034-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133459.92    | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   403310000 | PA      | $58676890.06  | 0.52%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1650000 | PA      | $69689.29     | 0.00%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $303908.35    | 0.00%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $343558.86    | 0.00%             | 2032-05-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5900000 | PA      | $6978819.94   | 0.06%             | 2028-12-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234702.88    | 0.00%             | 2031-02-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1404320.16   | 0.01%             | 2032-05-22      | Fixed         | 3.13%                 | 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      | $1199200.63   | 0.01%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4100000 | PA      | $4750781.93   | 0.04%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $574776.28    | 0.01%             | 2032-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 23200000000 | PA      | $1493064.25   | 0.01%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      250000 | PA      | $285703.69    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2930000 | PA      | $3325587.43   | 0.03%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $106407.73    | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    11370000 | PA      | $15138944.04  | 0.13%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6920000 | PA      | $9268797.60   | 0.08%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      800000 | PA      | $898266.94    | 0.01%             | 2031-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $458712.44    | 0.00%             | 2026-12-04      | 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        |     4280000 | PA      | $5031218.33   | 0.04%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119556.05    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      250000 | PA      | $297979.46    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $235043.18    | 0.00%             | 2034-06-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5903000 | PA      | $7024201.35   | 0.06%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $342388.27    | 0.00%             | 2033-07-01      | Fixed         | 3.13%                 | 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      | $115771.19    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    13300000 | PA      | $3510087.20   | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115784.45    | 0.00%             | 2033-08-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2283000 | PA      | $2122744.75   | 0.02%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      467000 | PA      | $574019.30    | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $682015.88    | 0.01%             | 2027-01-21      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     8627000 | PA      | $9110959.75   | 0.08%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      700000 | PA      | $546846.14    | 0.00%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $695353.48    | 0.01%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      722000 | PA      | $771151.00    | 0.01%             | 2031-03-14      | Fixed         | 1.00%                 | 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      | $396125.57    | 0.00%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1090285.36   | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5548000 | PA      | $6254849.04   | 0.06%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114388.12    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4919000 | PA      | $4101802.75   | 0.04%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3450000 | PA      | $2917686.24   | 0.03%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $922507.52    | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      800000 | PA      | $903155.61    | 0.01%             | 2027-03-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $333632.70    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORBIT CAPITAL PLC                                         | Orbit Capital PLC                                                                | CUSIP: 000000000<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192524.88    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $115951.39    | 0.00%             | 2027-03-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $113238.04    | 0.00%             | 2035-03-26      | Fixed         | 3.13%                 | 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      | $827700.27    | 0.01%             | 2026-03-01      | Fixed         | 4.50%                 | 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      | $114095.38    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | Illinois Tool Works Inc                                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      260000 | PA      | $291300.64    | 0.00%             | 2030-05-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      950000 | PA      | $611930.87    | 0.01%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN FUNDING                                      | Metropolitan Funding PLC                                                         | CUSIP: 000000000<br>LEI: 213800LCRSEF1I4UB827 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $101554.92    | 0.00%             | 2048-04-05      | 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      | $476951.46    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2457000 | PA      | $1993385.67   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24840000 | PA      | $1032602.07   | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      546000 | PA      | $498678.84    | 0.00%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      428000 | PA      | $438843.62    | 0.00%             | 2035-10-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      350000 | PA      | $292187.94    | 0.00%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $574634.13    | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $691577.06    | 0.01%             | 2025-11-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $57146.15     | 0.00%             | 2026-05-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      280000 | PA      | $293922.61    | 0.00%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $344218.34    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      260000 | PA      | $259575.67    | 0.00%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $688405.83    | 0.01%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      294000 | PA      | $336181.86    | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229434.80    | 0.00%             | 2026-04-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $646349.65    | 0.01%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230657.91    | 0.00%             | 2026-01-27      | 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        |      100000 | PA      | $130741.32    | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $683195.78    | 0.01%             | 2027-01-06      | 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        |     3737000 | PA      | $3943565.99   | 0.03%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   592750000 | PA      | $3303891.84   | 0.03%             | 2037-12-20      | Fixed         | 0.60%                 | 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        |      700000 | PA      | $779880.79    | 0.01%             | 2028-04-30      | 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        |   708300000 | PA      | $3871504.79   | 0.03%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      420000 | PA      | $328015.09    | 0.00%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $643570.11    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      529070 | PA      | $614113.17    | 0.01%             | 2026-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                    | CUSIP: 000000000<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $253829.53    | 0.00%             | 2029-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      580000 | PA      | $368671.00    | 0.00%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $446935.78    | 0.00%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $911458.13    | 0.01%             | 2027-10-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CRH FIN UK PLC                                            | Crh Finance UK PLC                                                               | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $390127.91    | 0.00%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $330850.82    | 0.00%             | 2029-10-04      | 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        |      400000 | PA      | $410016.62    | 0.00%             | 2032-11-15      | 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        |      500000 | PA      | $563041.43    | 0.00%             | 2027-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $455663.21    | 0.00%             | 2036-11-03      | 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        |      300000 | PA      | $308708.39    | 0.00%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $849750.96    | 0.01%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                                  | Nortegas Energia Grupo SL                                                        | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $455093.49    | 0.00%             | 2027-09-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    12139000 | PA      | $13833907.14  | 0.12%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2299000 | PA      | $2556183.89   | 0.02%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110007.52    | 0.00%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      671000 | PA      | $385593.50    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $679309.98    | 0.01%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $316586.00    | 0.00%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10803000 | PA      | $7938268.44   | 0.07%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1732660000 | PA      | $1212087.31   | 0.01%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    27219000 | PA      | $17525393.20  | 0.15%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $822558.72    | 0.01%             | 2055-07-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $421752.25    | 0.00%             | 2032-05-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $494847.53    | 0.00%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       50000 | PA      | $32288.62     | 0.00%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                                  | Global Switch Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |      610000 | PA      | $697113.58    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3717000 | PA      | $2116835.28   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3896000 | PA      | $3955371.46   | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406484.36    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | 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      | $2704470.62   | 0.02%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230822.17    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $561066.60    | 0.00%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $230086.77    | 0.00%             | 2026-01-12      | 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      | $207483.87    | 0.00%             | 2032-01-12      | Fixed         | 1.25%                 | 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      | $557907.42    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      450000 | PA      | $491495.83    | 0.00%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      100000 | PA      | $104412.18    | 0.00%             | 2032-05-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $284579.34    | 0.00%             | 2026-10-07      | 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      | $315844.97    | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LEEDS                                       | University of Leeds                                                              | CUSIP: 000000000<br>LEI: 213800S82DDTUZA6T344 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $86434.17     | 0.00%             | 2050-12-19      | 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        |      200000 | PA      | $223897.20    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      370000 | PA      | $252026.37    | 0.00%             | 2068-06-12      | 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        |      500000 | PA      | $314604.46    | 0.00%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                      | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  7600000000 | PA      | $526098.71    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1130555.22   | 0.01%             | 2027-05-25      | 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        |      800000 | PA      | $909475.81    | 0.01%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2478910 | PA      | $2829675.06   | 0.02%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $878395.55    | 0.01%             | 2033-04-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $225575.98    | 0.00%             | 2027-09-27      | 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        |      600000 | PA      | $678469.68    | 0.01%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    66500000 | PA      | $10922010.89  | 0.10%             | 2036-01-25      | Fixed         | 3.80%                 | 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      | $615851.77    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6396000 | PA      | $6241461.62   | 0.06%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $214638.63    | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1126178.52   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $380632.67    | 0.00%             | 2030-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $139713.67    | 0.00%             | 2029-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $142006.84    | 0.00%             | 2027-06-23      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $308586.29    | 0.00%             | 2026-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    10000000 | PA      | $1526357.19   | 0.01%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      600000 | PA      | $760044.81    | 0.01%             | 2027-05-17      | Fixed         | 2.13%                 | 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      | $5254360.66   | 0.05%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 000000000<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188128.88    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS INTL LP                                      | Molson Coors International LP                                                    | CUSIP: 000000000<br>LEI: 549300JY2HGCZWKZS671 | Long             | DBT              | CORP              | US        |      200000 | PA      | $142934.37    | 0.00%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      800000 | PA      | $557661.82    | 0.00%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      800000 | PA      | $201991.81    | 0.00%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4740950000 | PA      | $2766593.91   | 0.02%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer