# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-26-000262
**Filing Date:** 2026-5
**Character Count:** 1680804
**Document Hash:** 47a03f338c88304a099ba94f135ca4da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-26-000262.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001635073-26-000262

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nushares ETF Trust
- **CENTRAL INDEX KEY:** 0001635073

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 261028725

**BUSINESS ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NuShares ETF Trust
- **DATE OF NAME CHANGE:** 20160614

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen ETF Trust
- **DATE OF NAME CHANGE:** 20150226

## Series and Classes Contracts Data

### Nuveen International Aggregate Bond ETF (Series ID: S000095480)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000264203 | Nuveen International Aggregate Bond ETF | NXUS            |

## Nport-Ex

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026

#### NXUS
(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

96.3%

CORPORATE

DEBT

-

23.2%

FINANCIALS

-

15.3%

$

72,000

(a) 407

International

Inc

,

Reg

S

2.590 %

05/25/32

$

48,589

200,000

International

Inc

4.110 10/03/35

141,583

500,000

International

Inc

2.840 03/07/50

252,309

660,000

International

Inc

4.540 10/09/54

439,633

200,000

Aareal

Bank

AG

,

Reg

S

0.250 11/23/27

218,567

100,000

Aareal

Bank

AG

,

Reg

S

2.375 09/14/29

112,562

900,000

Aareal

Bank

AG

,

Reg

S

3.000 08/05/31

1,023,985

300,000

Aargauische

Kantonalbank

0.625 04/13/28

374,124

400,000

Abanca

Corp

Bancaria

SA

,

Reg

S

5.250 09/14/28

472,894

400,000

ABN

AMRO

Bank

NV

,

Reg

S

2.375 04/07/28

456,222

300,000

ABN

AMRO

Bank

NV

,

Reg

S

4.375 10/20/28

353,161

200,000

ABN

AMRO

Bank

NV

,

Reg

S

2.500 10/02/29

226,853

200,000

ABN

AMRO

Bank

NV

,

Reg

S

4.250 02/21/30

236,157

300,000

ABN

AMRO

Bank

NV

,

Reg

S

4.625 11/08/30

385,020

900,000

ABN

AMRO

Bank

NV

,

Reg

S

3.875 01/15/32

1,038,970

1,000,000

ABN

AMRO

Bank

NV

,

Reg

S

1.250 01/20/34

943,220

500,000

ABN

AMRO

Bank

NV

,

Reg

S

4.500 11/21/34

597,279

400,000

Accent

Capital

PLC

,

Reg

S

2.625 07/18/49

289,875

200,000

Achmea

Bank

NV

,

Reg

S

2.750 09/15/32

224,382

640,000

Achmea

BV

,

Reg

S

6.750 12/26/43

828,405

300,000

Admiral

Group

PLC

,

Reg

S

8.500 01/06/34

441,239

68,000

Aegon

Ltd

6.125 12/15/31

92,589

800,000

Aeroports

de

Paris

SA

,

Reg

S

2.750 06/05/28

911,177

500,000

Affinity

Sutton

Capital

Markets

PLC

5.981 09/17/38

652,749

355,000

African

Development

Bank

2.875 03/23/28

409,150

400,000

African

Development

Bank

2.500 05/29/30

452,868

400,000

Ageas

SA/NV

,

Reg

S

4.750 12/01/28

522,972

300,000

AIB

Group

PLC

,

Reg

S

5.750 02/16/29

360,276

500,000

AIB

Group

PLC

,

Reg

S

4.625 05/20/35

584,002

300,000

Aldermore

Group

PLC

,

Reg

S

6.000 10/01/35

388,322

300,000

Allianz

SE

,

Reg

S

5.824 07/25/53

376,420

500,000

Allianz

SE

,

Reg

S

4.851 07/26/54

592,321

600,000

Allianz

SE

,

Reg

S

4.431 07/25/55

691,723

400,000

Altarea

SCA

,

Reg

S

1.750 01/16/30

413,409

400,000

American

Express

Co

3.433 05/20/32

453,897

500,000

Amplius

Living

,

Reg

S

3.250 05/15/43

443,283

500,000

Anchor

Hanover

Group

,

Reg

S

2.000 07/21/51

297,724

500,000

ANZ

New

Zealand

Int'l

Ltd/London

,

Reg

S

0.200 09/23/27

552,962

200,000

Argenta

Spaarbank

NV

,

Reg

S

5.375 11/29/27

233,860

200,000

Argenta

Spaarbank

NV

,

Reg

S

2.875 02/03/32

225,491

300,000

Argenta

Spaarbank

NV

,

Reg

S

0.500 10/08/41

211,478

200,000

Arkea

Home

Loans

SFH

SA

,

Reg

S

3.072 02/07/34

224,463

200,000

Arkea

Public

Sector

SCF

SA

,

Reg

S

3.226 07/02/35

225,096

500,000

Aroundtown

SA

,

Reg

S

3.000 10/16/29

594,555

500,000

Artea

Bankas

AB

,

Reg

S

3.739 10/07/29

570,643

500,000

ASB

Bank

Ltd

,

Reg

S

0.250 09/08/28

535,289

100,000

ASB

Bank

Ltd

,

Reg

S

0.250 05/21/31

99,120

300,000

Asian

Development

Bank

2.150 07/11/28

341,068

700,000

Asian

Development

Bank

2.800 01/15/32

797,420

200,000

Asian

Development

Bank

2.875 03/06/35

224,050

80,000

Asian

Infrastructure

Investment

Bank/The

,

Reg

S

3.000 02/14/28

92,531

222,000

Aspire

Defence

Finance

PLC

4.674 03/31/40

270,673

74,000

Aspire

Defence

Finance

PLC

4.674 03/31/40

90,224

400,000

ASR

Nederland

NV

,

Reg

S

7.000 12/07/43

530,107

500,000

Assura

Financing

PLC

,

Reg

S

1.625 06/30/33

492,820

400,000

Aster

Treasury

Plc

,

Reg

S

1.405 01/27/36

354,360

500,000

Athene

Global

Funding

,

Reg

S

0.625 01/12/28

540,895

200,000

Athene

Global

Funding

,

Reg

S

5.146 11/01/29

258,691

200,000

Athene

Global

Funding

,

Reg

S

5.858 09/19/35

251,946

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

500,000

Athora

Holding

Ltd

,

Reg

S

5.875 %

09/10/34

$

584,277

200,000

Atradius

Credito

y

Caucion

SA

de

Seguros

y

Reaseguros

,

Reg

S

5.000 04/17/34

237,933

200,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.906 08/12/32

137,365

640,000

Australia

&

New

Zealand

Banking

Group

Ltd

,

Reg

S

3.706 07/31/35

728,555

240,000

Australia

&

New

Zealand

Banking

Group

Ltd

,

Reg

S

5.145 08/18/36

308,050

150,000

Australia

&

New

Zealand

Banking

Group

Ltd

,

Reg

S

6.736 02/10/38

105,139

100,000

Australia

&

New

Zealand

Banking

Group

Ltd

6.124 07/25/39

67,300

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.691 08/14/40

324,354

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

6.171 08/14/45

327,967

300,000

Avenue

Living

2014

LP

4.653 07/15/29

213,163

500,000

Aviva

PLC

,

Reg

S

4.000 10/02/30

353,133

600,000

Aviva

PLC

,

Reg

S

4.000 06/05/32

716,876

300,000

AXA

Home

Loan

SFH

SA

,

Reg

S

0.050 07/05/27

333,544

200,000

AXA

SA

,

Reg

S

5.500 07/11/43

246,082

700,000

AXA

SA

,

Reg

S

4.375 07/24/55

801,178

500,000

AXA

SA

,

Reg

S

4.125 07/24/56

556,272

200,000

Ayvens

SA

,

Reg

S

3.875 01/24/28

232,720

600,000

Ayvens

SA

,

Reg

S

4.875 10/06/28

713,422

400,000

Banca

Monte

dei

Paschi

di

Siena

SpA

,

Reg

S

3.500 05/28/31

453,678

200,000

Banca

Monte

dei

Paschi

di

Siena

SpA

,

Reg

S

3.250 02/20/32

224,859

340,000

Banca

Transilvania

SA

,

Reg

S

7.250 12/07/28

409,644

300,000

Banco

Bilbao

Vizcaya

Argentaria

SA

,

Reg

S

3.125 07/17/27

346,548

1,400,000

Banco

Bilbao

Vizcaya

Argentaria

SA

,

Reg

S

3.625 06/07/30

1,632,344

400,000

Banco

BPI

SA

,

Reg

S

2.625 04/08/31

449,725

675,000

Banco

BPM

SpA

,

Reg

S

2.625 09/06/29

766,423

200,000

Banco

BPM

SpA

,

Reg

S

3.125 10/23/31

223,249

600,000

Banco

de

Credito

Social

Cooperativo

SA

,

Reg

S

3.500 06/13/31

681,735

1,500,000

Banco

de

Sabadell

SA

,

Reg

S

3.250 06/05/34

1,712,412

300,000

Banco

di

Desio

e

della

Brianza

SpA

,

Reg

S

3.250 01/24/31

338,320

500,000

Banco

Santander

SA

,

Reg

S

3.250 04/02/29

573,769

200,000

Banco

Santander

SA

,

Reg

S

2.375 07/14/29

226,037

1,000,000

Banco

Santander

SA

,

Reg

S

3.375 01/11/30

1,167,057

200,000

Banco

Santander

SA

,

Reg

S

4.625 11/17/30

257,802

400,000

Banco

Santander

SA

,

Reg

S

5.375 01/17/31

531,037

1,000,000

Banco

Santander

SA

,

Reg

S

4.875 10/18/31

1,210,565

400,000

Banco

Santander

SA

,

Reg

S

2.875 07/14/33

448,919

400,000

Banco

Santander

SA

,

Reg

S

3.750 01/09/34

459,441

500,000

Banco

Santander

SA

,

Reg

S

3.500 02/17/35

553,517

200,000

Banco

Santander

Totta

SA

,

Reg

S

3.250 02/15/31

231,385

265,000

Bank

Julius

Baer

&

Co

AG

2.375 04/04/31

348,363

100,000

Bank

of

America

Corp

,

Reg

S

4.134 06/12/28

117,068

200,000

Bank

of

America

Corp

,

Reg

S

1.667 06/02/29

245,652

250,000

Bank

of

America

Corp

,

Reg

S

3.261 01/28/31

284,001

400,000

Bank

of

America

Corp

,

Reg

S

3.584 04/27/31

496,425

500,000

Bank

of

America

Corp

,

Reg

S

2.984 10/30/31

557,819

800,000

Bank

of

America

Corp

,

Reg

S

3.485 03/10/34

898,361

200,000

Bank

of

China

Ltd/London

,

Reg

S

4.125 10/27/28

259,724

100,000

Bank

of

Cyprus

Pcl

,

Reg

S

7.375 07/25/28

120,290

300,000

Bank

of

Ireland

Group

PLC

,

Reg

S

3.625 05/19/32

344,192

200,000

Bank

of

Ireland

Group

PLC

,

Reg

S

4.750 08/10/34

234,340

300,000

Bank

of

Ireland

Group

PLC

,

Reg

S

3.625 11/10/36

331,692

425,000

Bank

of

Montreal

,

Reg

S

0.125 01/26/27

479,544

100,000

Bank

of

Montreal

4.309 06/01/27

72,503

200,000

Bank

of

Montreal

3.190 03/01/28

143,126

400,000

Bank

of

Montreal

,

Reg

S

0.050 06/08/29

419,635

1,000,000

Bank

of

Montreal

3.731 06/03/31

714,507

900,000

Bank

of

Montreal

4.077 03/05/35

644,423

200,000

Bank

of

Nova

Scotia/The

,

Reg

S

3.250 01/18/28

231,900

200,000

Bank

of

Nova

Scotia/The

3.807 11/15/28

144,118

300,000

Bank

of

Nova

Scotia/The

4.680 02/01/29

221,354

500,000

Bank

of

Nova

Scotia/The

,

Reg

S

3.500 04/17/29

578,865

600,000

Bank

of

Nova

Scotia/The

,

Reg

S

2.516 06/18/29

680,679

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

650,000

Bank

of

Nova

Scotia/The

3.734 %

06/27/31

$

464,290

500,000

Bank

of

Nova

Scotia/The

3.616 01/30/32

353,814

400,000

Bank

of

Nova

Scotia/The

5.679 08/02/33

298,884

300,000

Bank

of

Nova

Scotia/The

4.442 11/15/35

216,919

300,000

Bank

of

Queensland

Ltd

,

Reg

S

1.839 06/09/27

341,372

300,000

Bankinter

SA

,

Reg

S

3.500 09/10/32

342,257

400,000

Bankinter

SA

,

Reg

S

3.625 02/04/33

452,475

100,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

4.125 03/13/29

117,544

100,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

5.000 10/22/29

131,158

200,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

3.000 05/07/30

225,766

300,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

5.250 09/10/31

393,046

500,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

3.250 10/17/31

562,894

400,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

4.750 11/10/31

480,933

300,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

5.125 01/13/33

363,467

600,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

3.750 02/01/33

686,863

500,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

4.125 06/14/33

585,835

500,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

4.375 01/11/34

574,662

400,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

3.750 02/03/34

455,421

500,000

Banque

Federative

du

Credit

Mutuel

SA

,

Reg

S

3.625 03/07/35

556,028

600,000

Banque

Ouest

Africaine

de

Developpement

,

Reg

S

6.250 10/14/40

652,236

400,000

Barclays

PLC

,

Reg

S

6.369 01/31/31

541,870

200,000

Barclays

PLC

,

Reg

S

3.543 08/14/31

227,731

100,000

Barclays

PLC

3.250 01/17/33

112,774

150,000

Barclays

PLC

,

Reg

S

4.506 01/31/33

177,003

350,000

Barclays

PLC

,

Reg

S

5.851 03/21/35

457,285

560,000

Barclays

PLC

,

Reg

S

3.941 01/31/36

627,095

300,000

Barclays

PLC

,

Reg

S

3.792 10/31/36

330,701

200,000

Barclays

PLC

,

Reg

S

4.616 03/26/37

231,193

150,000

Basler

Kantonalbank

0.300 06/22/27

186,457

600,000

Bausparkasse

Schwaebisch

Hall

AG

3.000 10/09/35

672,551

200,000

BAWAG

Group

AG

,

Reg

S

6.750 02/24/34

246,671

400,000

BAWAG

PSK

Bank

fuer

Arbeit

und

Wirtschaft

und

Oesterreichische

Postsparkasse

AG

,

Reg

S

3.125 01/12/29

462,746

900,000

BAWAG

PSK

Bank

fuer

Arbeit

und

Wirtschaft

und

Oesterreichische

Postsparkasse

AG

,

Reg

S

3.125 02/27/31

1,036,195

500,000

Bayerische

Landesbank

,

Reg

S

2.625 10/07/31

563,123

500,000

Bayerische

Landesbank

,

Reg

S

2.750 05/28/32

564,777

500,000

Bayerische

Landesbank

,

Reg

S

2.875 01/12/33

566,424

560,000

Bayerische

Landesbodenkreditanstalt

,

Reg

S

3.250 03/15/35

640,843

300,000

Belfius

Bank

SA

,

Reg

S

3.625 10/18/28

351,386

800,000

Belfius

Bank

SA

4.125 09/12/29

943,570

300,000

Belfius

Bank

SA

,

Reg

S

3.250 11/14/31

335,328

500,000

Berkshire

Hathaway

Finance

Corp

2.375 06/19/39

442,433

300,000

Berkshire

Hathaway

Inc

2.150 03/15/28

339,460

700,000

Berkshire

Hathaway

Inc

0.500 01/15/41

480,695

500,000

Beyond

Housing

Ltd

,

Reg

S

2.125 05/17/51

309,082

300,000

Blackstone

Property

Partners

Europe

Holdings

Sarl

,

Reg

S

4.875 04/29/32

373,203

400,000

Blend

Funding

PLC

,

Reg

S

5.260 06/11/32

524,487

300,000

BMS

Ireland

Capital

Funding

DAC

4.289 11/10/45

334,745

400,000

BMS

Ireland

Capital

Funding

DAC

4.581 11/10/55

447,434

400,000

BNP

Paribas

Fortis

SA

,

Reg

S

0.875 03/22/28

442,356

600,000

BNP

Paribas

Home

Loan

SFH

SA

,

Reg

S

3.000 01/31/30

688,481

100,000

BNP

Paribas

SA

,

Reg

S

3.583 01/15/31

114,742

100,000

BNP

Paribas

SA

,

Reg

S

1.250 07/13/31

106,695

200,000

BNP

Paribas

SA

,

Reg

S

4.125 09/26/32

235,781

200,000

BNP

Paribas

SA

,

Reg

S

4.750 11/13/32

239,552

500,000

BNP

Paribas

SA

,

Reg

S

4.125 05/24/33

588,783

1,100,000

BNP

Paribas

SA

,

Reg

S

3.494 09/17/33

1,228,469

400,000

BNP

Paribas

SA

,

Reg

S

4.095 02/13/34

463,268

200,000

BNP

Paribas

SA

,

Reg

S

4.199 07/16/35

229,288

200,000

BNP

Paribas

SA

,

Reg

S

6.318 11/15/35

268,800

800,000

BNP

Paribas

SA

,

Reg

S

3.979 05/06/36

903,657

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

600,000

BNP

Paribas

SA

,

Reg

S

2.000 %

09/13/36

$

550,868

400,000

BNP

Paribas

SA

,

Reg

S

3.945 02/18/37

449,698

250,000

BNZ

International

Funding

Ltd/London

,

Reg

S

0.111 07/24/28

307,459

200,000

BPCE

Assurances

SA

,

Reg

S

4.125 10/22/35

224,477

200,000

BPCE

SA

,

Reg

S

3.500 01/25/28

231,352

200,000

BPCE

SA

,

Reg

S

4.625 03/02/30

236,555

500,000

BPCE

SA

,

Reg

S

4.875 10/22/30

650,485

100,000

BPCE

SA

,

Reg

S

5.250 10/22/30

130,669

200,000

BPCE

SA

,

Reg

S

4.000 11/29/32

233,721

300,000

BPCE

SA

,

Reg

S

3.625 10/01/33

335,837

500,000

BPCE

SA

,

Reg

S

4.000 01/20/34

569,962

600,000

BPCE

SA

,

Reg

S

4.250 01/11/35

693,239

500,000

BPCE

SA

,

Reg

S

3.875 01/25/36

573,135

500,000

BPCE

SA

,

Reg

S

3.875 02/26/36

558,324

100,000

BPCE

SFH

SA

,

Reg

S

0.000 11/08/26

113,560

300,000

BPCE

SFH

SA

,

Reg

S

3.250 04/12/28

347,543

300,000

BPCE

SFH

SA

,

Reg

S

3.000 02/20/29

345,466

500,000

BPCE

SFH

SA

,

Reg

S

2.625 07/24/30

563,951

400,000

BPCE

SFH

SA

,

Reg

S

3.000 01/15/31

457,241

700,000

BPCE

SFH

SA

,

Reg

S

3.000 03/24/32

793,002

500,000

BPCE

SFH

SA

,

Reg

S

3.125 01/20/33

567,989

900,000

BPCE

SFH

SA

,

Reg

S

3.125 05/22/34

1,013,274

600,000

BPER

Banca

SPA

,

Reg

S

3.250 01/22/31

690,279

300,000

BPHA

Finance

PLC

,

Reg

S

4.816 04/11/44

333,291

400,000

Broadgate

Financing

PLC

,

Reg

S

4.821 07/05/33

508,725

300,000

Bromford

Flagship

Livewest

Ltd

,

Reg

S

3.125 05/03/48

248,199

300,000

BSK

1818

AG

,

Reg

S

2.625 10/22/32

333,221

360,000

BUPA

Finance

PLC

,

Reg

S

6.625 11/18/45

458,215

200,000

Caisse

de

Refinancement

de

l'Habitat

SA

,

Reg

S

2.750 01/12/29

229,039

100,000

Caisse

de

Refinancement

de

l'Habitat

SA

,

Reg

S

0.000 10/08/29

103,713

300,000

Caisse

de

Refinancement

de

l'Habitat

SA

,

Reg

S

2.625 06/20/30

339,002

300,000

Caisse

de

Refinancement

de

l'Habitat

SA

,

Reg

S

2.750 02/20/32

336,545

300,000

Caisse

de

Refinancement

de

l'Habitat

SA

,

Reg

S

3.375 06/28/32

347,366

500,000

Caisse

de

Refinancement

de

l'Habitat

SA

,

Reg

S

3.125 02/23/33

567,745

400,000

Caisse

de

Refinancement

de

l'Habitat

SA

,

Reg

S

3.125 06/03/36

443,387

100,000

Caixa

Geral

de

Depositos

SA

,

Reg

S

5.750 10/31/28

119,430

300,000

Caixa

Geral

de

Depositos

SA

,

Reg

S

3.000 10/07/31

337,305

1,000,000

CaixaBank

SA

,

Reg

S

5.000 07/19/29

1,192,134

1,200,000

CaixaBank

SA

,

Reg

S

5.375 11/14/30

1,466,256

325,000

Cambridgeshire

Housing

Capital

Plc

,

Reg

S

4.250 09/15/45

337,193

100,000

Canadian

Imperial

Bank

of

Commerce

2.250 01/07/27

71,287

300,000

Canadian

Imperial

Bank

of

Commerce

,

Reg

S

1.910 07/14/28

385,095

750,000

Canadian

Imperial

Bank

of

Commerce

3.650 12/10/28

539,277

300,000

Canadian

Imperial

Bank

of

Commerce

3.800 12/10/30

215,377

300,000

Canadian

Imperial

Bank

of

Commerce

3.900 06/20/31

215,543

500,000

Canadian

Imperial

Bank

of

Commerce

5.300 01/16/34

371,775

500,000

Canadian

Imperial

Bank

of

Commerce

4.150 04/02/35

358,694

52,000

Canary

Wharf

Finance

II

PLC

,

Reg

S

5.952 01/22/35

70,003

300,000

Carmila

SA

,

Reg

S

3.750 01/13/33

329,063

200,000

Carrefour

Banque

SA

,

Reg

S

4.079 05/05/27

231,663

300,000

CCF

SFH

SACA

,

Reg

S

2.500 04/09/29

339,920

300,000

CCF

SFH

SACA

,

Reg

S

2.625 09/07/32

330,163

200,000

Cepsa

Finance

SA

,

Reg

S

0.750 02/12/28

219,974

350,000

Chesnara

PLC

,

Reg

S

4.750 08/04/32

424,656

500,000

Chubb

INA

Holdings

LLC

2.500 03/15/38

490,355

300,000

Church

Commissioners

for

England

,

Reg

S

5.125 11/25/35

384,763

200,000

Church

Commissioners

for

England

,

Reg

S

3.625 07/14/52

178,577

500,000

CI

Financial

Corp

,

Reg

S

4.625 12/12/31

576,200

200,000

Cie

de

Financement

Foncier

SA

,

Reg

S

5.500 01/26/27

264,931

100,000

Cie

de

Financement

Foncier

SA

,

Reg

S

0.875 09/11/28

109,509

200,000

Cie

de

Financement

Foncier

SA

,

Reg

S

3.125 05/17/29

231,017

400,000

Cie

de

Financement

Foncier

SA

,

Reg

S

3.125 06/06/30

460,554

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

500,000

Cie

de

Financement

Foncier

SA

,

Reg

S

3.375 %

09/16/31

$

578,694

200,000

Cie

de

Financement

Foncier

SA

,

Reg

S

1.250 11/15/32

202,269

200,000

Cie

de

Financement

Foncier

SA

,

Reg

S

3.000 02/24/33

225,609

1,100,000

Cie

de

Financement

Foncier

SA

,

Reg

S

3.000 03/10/33

1,236,836

200,000

Citigroup

Inc

,

Reg

S

3.750 05/14/32

230,031

500,000

Citigroup

Inc

3.493 10/22/34

553,061

700,000

Citigroup

Inc

4.550 06/03/35

505,321

100,000

Citigroup

Inc

4.113 04/29/36

114,430

400,000

Citigroup

Inc

4.296 07/23/36

451,893

400,000

Citizen

Treasury

PLC

,

Reg

S

4.625 12/03/42

432,147

500,000

Close

Brothers

Finance

PLC

,

Reg

S

1.625 12/03/30

544,858

800,000

CNP

Assurances

SA

,

Reg

S

4.875 07/16/54

946,432

200,000

Coface

SA

,

Reg

S

6.000 09/22/32

251,410

600,000

Colonial

SFL

Socimi

SA

,

Reg

S

1.350 10/14/28

661,179

200,000

Commerzbank

AG

,

Reg

S

0.875 04/18/28

221,405

550,000

Commerzbank

AG

0.000 03/11/30

564,149

500,000

Commerzbank

AG

,

Reg

S

4.625 01/17/31

593,376

500,000

Commerzbank

AG

,

Reg

S

0.250 01/12/32

490,572

425,000

Commerzbank

AG

,

Reg

S

2.250 09/01/32

465,020

800,000

Commerzbank

AG

,

Reg

S

3.125 06/13/33

919,663

600,000

Commerzbank

AG

1.250 01/09/34

598,835

400,000

Commonwealth

Bank

of

Australia

4.266 06/04/34

464,466

500,000

Commonwealth

Bank

of

Australia

5.520 12/17/35

332,789

1,000,000

Commonwealth

Bank

of

Australia

,

Reg

S

3.788 08/26/37

1,128,220

400,000

Commonwealth

Bank

of

Australia

6.704 03/15/38

280,334

600,000

Commonwealth

Bank

of

Australia

6.152 11/27/39

403,809

200,000

Cooperatieve

Rabobank

UA

,

Reg

S

5.250 09/14/27

263,919

250,000

Cooperatieve

Rabobank

UA/Australia

5.051 02/26/29

169,744

200,000

Co-Operative

Bank

Holdings

PLC/The

,

Reg

S

9.500 05/24/28

276,512

200,000

Corebridge

Global

Funding

,

Reg

S

5.125 12/09/29

263,014

500,000

Corp

Andina

de

Fomento

,

Reg

S

3.625 02/13/30

584,201

400,000

Coventry

Building

Society

Charitable

Foundation/GB

,

Reg

S

2.625 10/01/29

452,945

200,000

Credit

Agricole

Home

Loan

SFH

SA

,

Reg

S

3.375 09/04/28

232,491

300,000

Credit

Agricole

Home

Loan

SFH

SA

,

Reg

S

3.000 12/01/30

343,918

500,000

Credit

Agricole

Home

Loan

SFH

SA

,

Reg

S

2.625 02/17/31

563,076

500,000

Credit

Agricole

Home

Loan

SFH

SA

,

Reg

S

3.000 07/09/32

568,044

200,000

Credit

Agricole

Home

Loan

SFH

SA

,

Reg

S

3.000 12/11/32

226,437

700,000

Credit

Agricole

Home

Loan

SFH

SA

,

Reg

S

3.000 08/29/33

789,472

700,000

Credit

Agricole

Home

Loan

SFH

SA

,

Reg

S

2.875 01/12/34

779,473

200,000

Credit

Agricole

Italia

SpA

,

Reg

S

3.500 01/15/30

233,680

500,000

Credit

Agricole

Italia

SpA

,

Reg

S

3.250 02/15/34

566,828

500,000

Credit

Agricole

Italia

SpA

,

Reg

S

3.500 03/11/36

572,002

100,000

Credit

Agricole

Public

Sector

SCF

SA

0.000 09/13/28

107,177

300,000

Credit

Agricole

SA

,

Reg

S

4.875 10/23/29

392,300

400,000

Credit

Agricole

SA

,

Reg

S

3.875 04/20/31

467,224

400,000

Credit

Agricole

SA

,

Reg

S

5.500 07/31/32

526,406

300,000

Credit

Agricole

SA

,

Reg

S

3.250 08/25/32

335,601

300,000

Credit

Agricole

SA

,

Reg

S

4.375 11/27/33

354,021

500,000

Credit

Agricole

SA

,

Reg

S

3.750 01/22/34

572,646

500,000

Credit

Agricole

SA

,

Reg

S

3.500 09/26/34

554,570

900,000

Credit

Agricole

SA

,

Reg

S

3.750 05/27/35

1,007,813

700,000

Credit

Agricole

SA

,

Reg

S

4.125 02/26/36

805,656

200,000

Credit

Agricole

SA

,

Reg

S

4.375 04/15/36

231,078

100,000

Credit

Mutuel

Arkea

SA

,

Reg

S

1.125 05/23/29

107,614

400,000

Credit

Mutuel

Arkea

SA

,

Reg

S

3.307 05/06/32

450,167

200,000

Credit

Mutuel

Arkea

SA

,

Reg

S

4.250 12/01/32

235,052

400,000

Credit

Mutuel

Arkea

SA

,

Reg

S

3.625 10/03/33

453,723

400,000

Credit

Mutuel

Arkea

SA

,

Reg

S

4.810 05/15/35

468,742

300,000

Credit

Mutuel

Arkea

SA

,

Reg

S

3.635 07/17/35

335,687

200,000

Credit

Mutuel

Home

Loan

SFH

SA

,

Reg

S

1.000 04/30/28

221,391

500,000

Credit

Mutuel

Home

Loan

SFH

SA

2.625 06/06/30

565,053

500,000

Credit

Mutuel

Home

Loan

SFH

SA

,

Reg

S

3.000 11/28/30

572,687

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

500,000

Credit

Mutuel

Home

Loan

SFH

SA

,

Reg

S

3.000 %

02/03/31

$

571,480

500,000

Credit

Mutuel

Home

Loan

SFH

SA

,

Reg

S

3.000 07/29/32

566,570

500,000

Credito

Emiliano

SpA

,

Reg

S

5.625 05/30/29

599,132

300,000

Crelan

Home

Loan

SCF

,

Reg

S

2.500 07/09/30

336,594

300,000

Crelan

Home

Loan

SCF

,

Reg

S

1.375 04/18/33

300,517

100,000

Crelan

SA

,

Reg

S

6.000 02/28/30

122,543

400,000

Crelan

SA

,

Reg

S

3.875 09/15/36

444,821

300,000

CTP

NV

,

Reg

S

3.625 04/13/32

328,802

300,000

CTP

NV

,

Reg

S

3.875 11/21/32

332,822

300,000

DAA

Finance

PLC

,

Reg

S

1.554 06/07/28

332,285

300,000

Dali

Capital

PLC

4.799 12/21/37

350,012

400,000

Danske

Bank

A/S

,

Reg

S

4.125 01/10/31

471,405

2,000,000

Danske

Hypotek

AB

,

Reg

S

3.500 12/20/28

212,979

2,000,000

Danske

Hypotek

AB

,

Reg

S

3.250 12/19/29

211,189

6,000,000

Danske

Hypotek

AB

,

Reg

S

3.000 12/18/30

623,944

100,000

Danske

Kiinnitysluottopankki

Oyj

,

Reg

S

0.000 11/24/26

113,367

400,000

Danske

Kiinnitysluottopankki

Oyj

,

Reg

S

3.500 01/29/29

467,836

500,000

Danske

Kiinnitysluottopankki

Oyj

,

Reg

S

2.750 11/17/32

560,843

400,000

DBS

Bank

Ltd/London

,

Reg

S

2.429 01/03/29

453,485

400,000

Derwent

London

PLC

,

Reg

S

1.875 11/17/31

433,901

2,000,000

Deutsche

Bahn

AG

,

Reg

S

2.740 10/21/30

185,944

1,840,000

Deutsche

Bahn

AG

,

Reg

S

1.500 12/08/32

1,894,812

100,000

Deutsche

Bank

AG

,

Reg

S

5.375 01/11/29

118,665

400,000

Deutsche

Bank

AG

,

Reg

S

3.000 06/16/29

454,626

400,000

Deutsche

Bank

AG

,

Reg

S

3.750 01/15/30

463,252

500,000

Deutsche

Bank

AG

,

Reg

S

4.125 04/04/30

581,759

300,000

Deutsche

Bank

AG

,

Reg

S

6.125 12/12/30

404,242

600,000

Deutsche

Bank

AG

,

Reg

S

3.375 02/13/31

678,534

500,000

Deutsche

Bank

AG

,

Reg

S

4.500 07/12/35

584,720

400,000

Deutsche

Kreditbank

AG

,

Reg

S

0.500 03/19/27

451,210

500,000

Deutsche

Kreditbank

AG

2.875 02/12/31

559,972

50,000

Deutsche

Pfandbriefbank

AG

,

Reg

S

3.000 01/25/27

57,671

200,000

Deutsche

Pfandbriefbank

AG

,

Reg

S

2.875 01/24/28

229,479

740,000

Deutsche

Pfandbriefbank

AG

,

Reg

S

3.250 09/01/28

829,004

175,000

Digital

Dutch

Finco

BV

,

Reg

S

1.500 03/15/30

184,463

400,000

Digital

Dutch

Finco

BV

,

Reg

S

3.875 07/15/34

440,560

240,000

Digital

Dutch

Finco

BV

,

Reg

S

3.875 03/15/35

263,089

200,000

Digital

Intrepid

Holding

BV

,

Reg

S

0.625 07/15/31

192,661

400,000

Digital

Stout

Holding

LLC

,

Reg

S

3.750 10/17/30

489,759

700,000

DLR

Kredit

A/S

1.000 04/01/27

106,332

500,000

DLR

Kredit

A/S

1.000 04/01/28

74,591

2,900,000

DLR

Kredit

A/S

1.000 04/01/30

414,775

100,000

DNB

Bank

ASA

,

Reg

S

4.000 03/14/29

116,801

860,000

DNB

Bank

ASA

,

Reg

S

3.750 07/02/35

980,245

300,000

DNB

Boligkreditt

AS

2.625 09/27/29

341,374

500,000

DNB

Boligkreditt

AS

,

Reg

S

2.625 01/28/30

568,148

300,000

DNB

Boligkreditt

AS

2.375 06/10/30

336,913

200,000

DVI

Deutsche

Vermoegens-

&

Immobilienverwaltungs

GmbH

,

Reg

S

4.875 08/21/30

229,119

300,000

DXC

Capital

Funding

DAC

,

Reg

S

4.250 12/09/30

332,883

950,000

DZ

HYP

AG

,

Reg

S

0.000 04/20/29

1,001,750

1,500,000

DZ

HYP

AG

2.750 02/27/32

1,695,451

200,000

Eaton

Capital

ULC

3.625 05/09/35

224,912

400,000

Eika

Boligkreditt

AS

,

Reg

S

2.750 05/26/32

450,516

500,000

Eika

Boligkreditt

AS

,

Reg

S

3.250 06/14/33

576,375

400,000

ELM

BV

for

Julius

Baer

Group

Ltd

,

Reg

S

3.875 09/13/29

461,707

300,000

EMH

Treasury

PLC

4.500 01/29/44

320,666

225,000

Emirates

Telecommunications

Group

Co

PJSC

,

Reg

S

0.875 05/17/33

212,377

700,000

EnBW

International

Finance

BV

,

Reg

S

0.250 10/19/30

705,519

600,000

EnBW

International

Finance

BV

,

Reg

S

1.875 10/31/33

606,248

400,000

EnBW

International

Finance

BV

,

Reg

S

6.048 10/30/34

271,691

500,000

Enexis

Holding

NV

,

Reg

S

3.500 05/30/36

555,247

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

300,000

Equitable

Bank

,

Reg

S

2.375 %

09/28/28

$

339,656

500,000

Equitable

Bank

3.870 04/12/29

356,408

200,000

Equitable

Financial

Life

Global

Funding

,

Reg

S

6.375 06/02/28

269,182

100,000

Erste

Group

Bank

AG

,

Reg

S

0.625 01/18/27

113,454

100,000

Erste

Group

Bank

AG

,

Reg

S

3.250 01/10/29

116,082

300,000

Erste

Group

Bank

AG

,

Reg

S

2.875 01/09/31

342,668

100,000

Erste

Group

Bank

AG

,

Reg

S

3.000 04/20/32

114,158

300,000

Erste

Group

Bank

AG

,

Reg

S

3.250 01/14/33

337,490

300,000

Erste

Group

Bank

AG

,

Reg

S

3.125 12/12/33

342,887

300,000

Erste

Group

Bank

AG

,

Reg

S

3.100 05/28/35

339,097

700,000

Erste

Group

Bank

AG

,

Reg

S

3.625 11/26/35

782,735

200,000

Eurofima

Europaeische

Gesellschaft

fuer

die

Finanzierung

von

Eisenbahnmaterial

,

Reg

S

3.350 05/21/29

129,706

1,000,000

Eurofima

Europaeische

Gesellschaft

fuer

die

Finanzierung

von

Eisenbahnmaterial

,

Reg

S

0.150 10/10/34

882,292

2,660,000

European

Financial

Stability

Facility

,

Reg

S

3.000 07/10/30

3,069,611

3,000,000

European

Financial

Stability

Facility

,

Reg

S

2.500 11/11/30

3,384,169

3,680,000

European

Financial

Stability

Facility

,

Reg

S

2.875 05/28/31

4,209,781

4,100,000

European

Financial

Stability

Facility

,

Reg

S

2.875 02/13/34

4,603,290

400,000

European

Investment

Bank

,

Reg

S

2.750 07/28/28

460,780

1,481,000

European

Investment

Bank

,

Reg

S

2.250 08/14/28

1,686,923

900,000

European

Investment

Bank

,

Reg

S

0.000 09/28/28

968,748

65,000

European

Investment

Bank

3.300 05/25/29

42,420

500,000

European

Investment

Bank

,

Reg

S

4.500 06/07/29

659,359

2,000,000

European

Investment

Bank

,

Reg

S

3.000 11/25/29

498,947

500,000

European

Investment

Bank

,

Reg

S

2.250 12/14/29

564,431

300,000

European

Investment

Bank

,

Reg

S

2.250 03/15/30

338,138

300,000

European

Investment

Bank

,

Reg

S

2.750 07/30/30

344,212

2,079,000

European

Investment

Bank

,

Reg

S

2.500 02/17/31

2,349,076

1,400,000

European

Investment

Bank

,

Reg

S

2.500 05/14/32

1,566,941

600,000

European

Investment

Bank

,

Reg

S

1.500 06/15/32

632,881

110,000

European

Investment

Bank

4.550 06/02/33

71,584

1,396,000

European

Investment

Bank

,

Reg

S

3.000 10/14/33

1,595,232

1,350,000

European

Investment

Bank

,

Reg

S

2.750 01/16/34

1,515,703

1,000,000

European

Investment

Bank

,

Reg

S

2.625 09/04/34

1,105,572

1,200,000

European

Investment

Bank

,

Reg

S

2.875 01/15/35

1,349,012

150,000

European

Investment

Bank

2.625 03/15/35

164,888

1,950,000

European

Investment

Bank

,

Reg

S

2.875 06/18/35

2,181,982

1,400,000

European

Investment

Bank

0.200 03/17/36

1,193,471

600,000

European

Investment

Bank

,

Reg

S

1.125 09/15/36

557,959

600,000

European

Investment

Bank

,

Reg

S

3.125 05/15/37

676,794

500,000

European

Investment

Bank

,

Reg

S

3.875 06/08/37

592,177

500,000

European

Investment

Bank

0.500 11/13/37

418,143

2,100,000

European

Investment

Bank

,

Reg

S

3.000 02/15/39

2,316,008

19,600,000

European

Union

,

Reg

S

2.500 10/14/30

22,148,745

17,800,000

European

Union

,

Reg

S

3.625 12/12/40

20,048,452

16,800,000

European

Union

,

Reg

S

4.000 10/12/55

19,024,022

300,000

EXOR

NV

,

Reg

S

3.750 02/14/33

339,383

360,000

EXOR

NV

,

Reg

S

3.750 11/05/35

396,191

200,000

Fairfax

Financial

Holdings

Ltd

,

Reg

S

2.750 03/29/28

225,896

200,000

Federation

des

Caisses

Desjardins

du

Quebec

,

Reg

S

0.250 02/08/27

225,614

500,000

Federation

des

Caisses

Desjardins

du

Quebec

3.804 09/24/29

359,715

200,000

Federation

des

Caisses

Desjardins

du

Quebec

,

Reg

S

4.875 10/08/30

260,751

1,000,000

Federation

des

Caisses

Desjardins

du

Quebec

,

Reg

S

4.264 01/24/35

720,899

500,000

First

Abu

Dhabi

Bank

PJSC

,

Reg

S

3.120 02/20/31

555,105

300,000

First

Capital

Real

Estate

Investment

Trust

4.461 02/15/34

208,746

500,000

First

Capital

Real

Estate

Investment

Trust

4.760 02/15/35

350,894

200,000

Flagship

Finance

PLC

,

Reg

S

1.875 07/14/61

98,576

500,000

FLUVIUS

System

Operator

CV

,

Reg

S

3.875 05/02/34

572,218

200,000

Folio

Residential

Finance

NO

PLC

,

Reg

S

1.246 10/31/27

247,335

200,000

Freshwater

Finance

PLC

,

Reg

S

5.182 04/20/35

239,012

200,000

Freshwater

Finance

PLC

,

Reg

S

4.607 10/17/36

227,070

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

300,000

Futures

Treasury

PLC

,

Reg

S

3.375 %

02/08/44

$

272,605

400,000

GA

Global

Funding

Trust

,

Reg

S

4.133 09/16/35

432,882

300,000

Gaci

First

Investment

Co

,

Reg

S

3.375 10/14/32

330,303

300,000

Gaci

First

Investment

Co

,

Reg

S

5.625 06/11/39

373,908

560,000

GAIF

Bond

Issuer

Pty

Ltd

,

Reg

S

4.904 11/13/31

367,009

400,000

GB

Social

Housing

PLC

,

Reg

S

5.193 02/12/38

483,995

300,000

Gecina

SA

,

Reg

S

2.000 06/30/32

309,171

500,000

Gecina

SA

,

Reg

S

3.375 08/04/35

540,553

900,000

Generali

,

Reg

S

4.250 12/14/47

1,040,436

75,000

Goldman

Sachs

Group

Inc/The

,

Reg

S

3.125 07/25/29

92,913

150,000

Goldman

Sachs

Group

Inc/The

,

Reg

S

3.625 10/29/29

190,531

275,000

Goldman

Sachs

Group

Inc/The

,

Reg

S

1.875 12/16/30

313,544

800,000

Goldman

Sachs

Group

Inc/The

,

Reg

S

0.750 03/23/32

774,954

1,000,000

Goldman

Sachs

Group

Inc/The

,

Reg

S

3.500 01/23/33

1,129,216

305,000

Goldman

Sachs

Group

Inc/The

6.875 01/18/38

416,525

200,000

Gothaer

Allgemeine

Versicherung

AG

,

Reg

S

5.000 06/20/45

233,182

400,000

Grainger

PLC

,

Reg

S

3.000 07/03/30

475,206

200,000

Great-West

Lifeco

Inc

,

Reg

S

4.700 11/16/29

239,723

300,000

Greensquareaccord

Ltd

,

Reg

S

5.250 11/30/47

335,023

500,000

Guinness

Partnership

Ltd/The

,

Reg

S

2.000 04/22/55

280,486

700,000

Hamburg

Commercial

Bank

AG

,

Reg

S

0.100 11/02/28

746,295

300,000

Hamburger

Sparkasse

AG

,

Reg

S

4.375 02/12/29

353,088

300,000

Hamburger

Sparkasse

AG

,

Reg

S

2.625 03/22/32

336,456

300,000

Hastoe

Capital

PLC

5.600 03/27/42

364,249

200,000

Heimstaden

Bostad

Treasury

BV

,

Reg

S

0.750 09/06/29

205,147

600,000

Heimstaden

Bostad

Treasury

BV

,

Reg

S

1.625 10/13/31

587,149

300,000

Hiscox

Ltd

,

Reg

S

6.000 09/22/27

399,037

300,000

Home

Group

Ltd

,

Reg

S

3.125 03/27/43

263,212

500,000

HOOPP

Realty

Finance

Trust

3.922 11/27/32

355,208

400,000

Housing

&

Care

,

Reg

S

3.288 11/08/49

333,050

48,000

(b) HSBC

Bank

Capital

Funding

Sterling

LP

,

Reg

S

5.844 N/A

64,641

1,000,000

HSBC

Holdings

PLC

,

Reg

S

3.755 05/20/29

1,158,920

300,000

HSBC

Holdings

PLC

3.000 05/29/30

369,476

700,000

HSBC

Holdings

PLC

6.800 09/14/31

972,395

1,200,000

HSBC

UK

Bank

PLC

,

Reg

S

2.625 05/25/30

1,351,666

400,000

Hyde

Housing

Association

Ltd

,

Reg

S

1.750 08/18/55

204,656

200,000

HYPO

NOE

Landesbank

fuer

Niederoesterreich

und

Wien

AG

0.125 06/23/31

197,209

500,000

HYPO

NOE

Landesbank

fuer

Niederoesterreich

und

Wien

AG

2.750 10/05/32

558,935

300,000

Hypo

Vorarlberg

Bank

AG

,

Reg

S

3.125 05/29/30

345,582

400,000

Hypo

Vorarlberg

Bank

AG

,

Reg

S

2.750 05/13/32

448,494

500,000

Hyundai

Capital

Canada

Inc

3.584 01/14/30

354,599

500,000

ICADE

,

Reg

S

1.625 02/28/28

553,130

200,000

Iccrea

Banca

SpA

,

Reg

S

2.625 11/07/30

225,344

300,000

Iccrea

Banca

SpA

,

Reg

S

3.500 03/04/32

348,505

200,000

Iccrea

Banca

SpA

,

Reg

S

3.500 06/05/34

230,632

300,000

Immobiliare

Grande

Distribuzione

SIIQ

SpA

,

Reg

S

4.450 11/04/30

341,436

300,000

Incommunities

Treasury

PLC

,

Reg

S

3.250 03/21/49

238,757

800,000

ING

Belgium

SA

,

Reg

S

2.750 08/25/32

897,077

100,000

ING

Groep

NV

,

Reg

S

1.125 12/07/28

123,469

500,000

ING

Groep

NV

,

Reg

S

4.500 05/23/29

588,463

400,000

ING

Groep

NV

,

Reg

S

4.875 10/02/29

524,019

200,000

ING

Groep

NV

,

Reg

S

1.750 02/16/31

214,845

500,000

ING

Groep

NV

,

Reg

S

3.000 08/17/31

559,193

700,000

ING

Groep

NV

,

Reg

S

3.375 11/19/32

789,481

500,000

ING

Groep

NV

,

Reg

S

5.250 11/14/33

619,304

700,000

ING

Groep

NV

,

Reg

S

4.750 05/23/34

842,522

600,000

ING

Groep

NV

,

Reg

S

4.000 02/12/35

689,973

800,000

ING

Groep

NV

,

Reg

S

3.500 08/17/36

874,834

100,000

ING-DiBa

AG

,

Reg

S

0.125 05/23/27

111,824

600,000

ING-DiBa

AG

,

Reg

S

3.250 02/15/28

695,777

12,000,000

International

Bank

for

Reconstruction

&

Development

1.750 01/24/28

1,745,401

70,000

International

Bank

for

Reconstruction

&

Development

0.000 04/24/28

76,219

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

22,000,000

International

Bank

for

Reconstruction

&

Development

2.250 %

01/19/29

$

3,250,134

150,000

International

Bank

for

Reconstruction

&

Development

2.900 02/14/34

170,135

42,000,000

International

Bank

for

Reconstruction

&

Development

2.750 07/26/34

6,532,992

300,000

International

Bank

for

Reconstruction

&

Development

3.450 09/13/38

344,406

100,000

International

Development

Association

,

Reg

S

0.000 10/19/26

113,687

137,000

International

Development

Association

,

Reg

S

0.750 09/21/28

165,082

300,000

International

Development

Association

,

Reg

S

2.750 09/03/32

338,713

200,000

International

Development

Association

,

Reg

S

2.500 01/15/38

208,832

600,000

International

Development

Association

,

Reg

S

3.500 06/12/45

665,121

600,000

International

Development

Association

,

Reg

S

3.625 10/28/50

670,321

500,000

International

Development

Association

,

Reg

S

3.800 11/03/53

560,190

500,000

International

Finance

Corp

1.500 04/15/35

244,170

1,000,000

Intesa

Sanpaolo

SpA

,

Reg

S

1.250 01/15/30

1,077,847

1,200,000

Intesa

Sanpaolo

SpA

,

Reg

S

3.850 09/16/32

1,380,906

100,000

Investec

PLC

,

Reg

S

1.875 07/16/28

126,029

250,000

Investec

PLC

,

Reg

S

9.125 03/06/33

348,137

300,000

Investitionsbank

Berlin

,

Reg

S

2.500 05/20/30

338,903

700,000

Investitionsbank

Berlin

,

Reg

S

3.125 03/01/33

803,299

600,000

Isdb

Trust

Services

NO

SARL

,

Reg

S

2.793 10/15/30

677,961

250,000

Jackson

National

Life

Global

Funding

,

Reg

S

0.125 07/14/28

304,080

400,000

Jigsaw

Funding

PLC

,

Reg

S

3.375 05/05/52

325,297

600,000

JPMorgan

Chase

&

Co

,

Reg

S

4.457 11/13/31

713,826

300,000

JPMorgan

Chase

&

Co

,

Reg

S

1.895 04/28/33

328,167

700,000

JPMorgan

Chase

&

Co

,

Reg

S

3.761 03/21/34

798,663

600,000

JPMorgan

Chase

&

Co

,

Reg

S

3.588 01/23/36

666,266

400,000

Just

Group

PLC

,

Reg

S

6.875 03/30/35

523,703

266,000

Juturna

European

Loan

Conduit

No

PLC

,

Reg

S

5.064 08/10/33

347,829

550,000

Jyske

Bank

A/S

,

Reg

S

0.250 02/17/28

618,368

300,000

Jyske

Realkredit

A/S

,

Reg

S

2.500 01/01/29

341,368

4,200,000

Jyske

Realkredit

A/S

1.000 04/01/30

602,542

300,000

Jyske

Realkredit

A/S

,

Reg

S

2.750 10/01/32

336,329

300,000

Karbon

Homes

Ltd

,

Reg

S

3.375 11/15/47

257,847

400,000

KBC

Group

NV

,

Reg

S

4.375 04/19/30

472,527

600,000

KBC

Group

NV

,

Reg

S

4.750 04/17/35

705,739

200,000

Klepierre

SA

,

Reg

S

0.875 02/17/31

199,664

200,000

Klepierre

SA

,

Reg

S

3.875 09/23/33

226,798

300,000

Klepierre

SA

,

Reg

S

3.750 09/30/37

328,102

400,000

Komercni

Banka

AS

,

Reg

S

2.750 10/15/30

451,636

700,000

Kreditanstalt

fuer

Wiederaufbau

,

Reg

S

4.375 01/31/28

921,042

3,000,000

Kreditanstalt

fuer

Wiederaufbau

0.750 06/28/28

3,307,802

2,000,000

Kreditanstalt

fuer

Wiederaufbau

,

Reg

S

0.750 01/15/29

2,179,431

300,000

Kreditanstalt

fuer

Wiederaufbau

4.450 01/16/30

202,018

1,200,000

Kreditanstalt

fuer

Wiederaufbau

,

Reg

S

0.000 09/17/30

1,218,059

3,000,000

Kreditanstalt

fuer

Wiederaufbau

,

Reg

S

2.500 10/15/31

3,375,852

2,050,000

Kreditanstalt

fuer

Wiederaufbau

,

Reg

S

1.125 09/15/32

2,099,867

3,510,000

Kreditanstalt

fuer

Wiederaufbau

,

Reg

S

2.750 02/14/33

3,968,867

3,800,000

Kreditanstalt

fuer

Wiederaufbau

,

Reg

S

2.875 06/07/33

4,318,809

4,800,000

Kreditanstalt

fuer

Wiederaufbau

,

Reg

S

2.625 01/10/34

5,336,633

200,000

La

Banque

Postale

Home

Loan

SFH

SA

,

Reg

S

2.750 10/30/30

226,588

500,000

La

Banque

Postale

Home

Loan

SFH

SA

,

Reg

S

3.000 01/31/31

571,410

500,000

La

Banque

Postale

Home

Loan

SFH

SA

,

Reg

S

2.750 06/12/32

560,211

200,000

La

Banque

Postale

SA

,

Reg

S

3.500 12/02/32

224,131

400,000

La

Mondiale

SAM

,

Reg

S

4.375 10/20/35

455,137

1,000,000

La

Poste

SA

,

Reg

S

4.000 06/12/35

1,160,309

400,000

Land

Securities

Capital

Markets

PLC

,

Reg

S

4.750 09/18/31

514,936

116,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

3.250 11/04/26

134,283

200,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

2.375 02/26/27

229,822

50,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

2.625 02/05/29

57,124

150,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

0.375 05/29/29

159,602

100,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

0.125 07/24/29

105,138

150,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

0.125 01/18/30

155,296

1,000,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

0.375 02/21/31

980,890

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

100,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

3.000 %

09/26/31

$

114,635

500,000

Landesbank

Hessen-Thueringen

Girozentrale

0.000 09/26/29

520,913

1,300,000

Landesbank

Hessen-Thueringen

Girozentrale

,

Reg

S

3.000 03/05/32

1,451,405

300,000

Landesbank

Saar

,

Reg

S

2.875 05/03/30

338,045

900,000

Landeskreditbank

Baden-Wuerttemberg

Foerderbank

,

Reg

S

0.000 01/20/31

895,510

2,000,000

Landshypotek

Bank

AB

,

Reg

S

3.600 04/25/28

212,812

2,000,000

Landshypotek

Bank

AB

,

Reg

S

3.250 08/04/28

211,143

500,000

Landwirtschaftliche

Rentenbank

4.700 07/29/31

335,881

2,000,000

Landwirtschaftliche

Rentenbank

,

Reg

S

2.625 07/08/32

2,251,093

1,550,000

Landwirtschaftliche

Rentenbank

,

Reg

S

2.750 01/17/33

1,750,403

500,000

Landwirtschaftliche

Rentenbank

,

Reg

S

0.683 10/02/35

620,290

2,800,000

Lansforsakringar

Hypotek

AB

,

Reg

S

0.500 09/20/28

277,391

2,000,000

Lansforsakringar

Hypotek

AB

,

Reg

S

3.000 09/19/29

209,671

4,000,000

Lansforsakringar

Hypotek

AB

,

Reg

S

3.750 09/30/30

429,744

4,000,000

Lansforsakringar

Hypotek

AB

,

Reg

S

3.500 09/10/31

423,974

6,000,000

Lansforsakringar

Hypotek

AB

,

Reg

S

3.000 09/23/32

615,407

500,000

LEG

Immobilien

SE

,

Reg

S

3.875 01/20/35

547,933

80,000

Legal

&

General

Finance

PLC

5.875 12/11/31

108,519

500,000

Legal

&

General

Group

PLC

,

Reg

S

6.625 04/01/55

669,543

200,000

LFA

Foerderbank

Bayern

0.750 01/04/27

227,220

300,000

LFA

Foerderbank

Bayern

1.000 03/01/28

333,705

100,000

LHV

Group

AS

,

Reg

S

5.375 05/24/28

116,610

700,000

LHV

Pank

AS

,

Reg

S

2.625 06/11/29

793,950

300,000

Lineage

Europe

Finco

BV

,

Reg

S

4.125 11/26/31

347,364

400,000

LiveWest

Treasury

PLC

,

Reg

S

2.250 10/10/43

304,296

1,450,000

Lloyds

Bank

PLC

,

Reg

S

6.500 09/17/40

2,009,011

400,000

Logicor

Financing

Sarl

,

Reg

S

0.875 01/14/31

392,585

400,000

Logicor

Financing

Sarl

,

Reg

S

3.750 07/14/32

443,445

650,000

London

&

Quadrant

Housing

Trust

,

Reg

S

2.000 10/20/38

547,813

100,000

LondonMetric

Property

PLC

,

Reg

S

4.500 12/10/29

128,329

100,000

Luminor

Bank

AS/Estonia

,

Reg

S

4.042 09/10/28

115,641

500,000

Luminor

Bank

AS/Estonia

,

Reg

S

3.551 06/12/29

574,017

200,000

Luminor

Bank

AS/Estonia

,

Reg

S

2.653 09/10/29

226,770

200,000

Manulife

Financial

Corp

5.054 02/23/34

148,149

500,000

Manulife

Financial

Corp

4.064 12/06/34

359,324

700,000

Manulife

Financial

Corp

2.818 05/13/35

480,718

200,000

Martlet

Homes

Ltd

,

Reg

S

3.000 05/09/52

148,396

100,000

MassMutual

Global

Funding

II

,

Reg

S

4.625 10/05/29

129,628

200,000

MassMutual

Global

Funding

II

,

Reg

S

5.000 09/29/32

258,174

78,000

Meadowhall

Finance

PLC

,

Reg

S

4.986 01/12/32

100,068

300,000

Mediobanca

Banca

di

Credito

Finanziario

SpA

,

Reg

S

2.625 08/05/30

338,305

100,000

Mediobanca

Banca

di

Credito

Finanziario

SpA

,

Reg

S

3.000 01/15/31

112,424

300,000

Mediobanca

Banca

di

Credito

Finanziario

SpA

,

Reg

S

3.125 08/22/31

336,698

400,000

Mediobanca

Banca

di

Credito

Finanziario

SpA

,

Reg

S

3.000 09/04/31

455,270

400,000

Mercialys

SA

,

Reg

S

4.000 09/10/31

451,838

300,000

Metropolitan

Funding

PLC

,

Reg

S

4.125 04/05/48

288,730

100,000

Metropolitan

Life

Global

Funding

I

,

Reg

S

5.000 01/10/30

131,783

500,000

Metropolitan

Life

Global

Funding

I

,

Reg

S

4.750 05/30/30

329,861

300,000

Metropolitan

Life

Global

Funding

I

,

Reg

S

4.750 08/27/31

389,372

600,000

Metropolitan

Life

Global

Funding

I

,

Reg

S

4.149 06/06/33

426,645

500,000

Mini

Mall

Storage

Properties

Trust

4.751 12/01/30

353,004

200,000

Mitsubishi

UFJ

Financial

Group

Inc

,

Reg

S

3.556 09/05/32

228,237

400,000

Mitsubishi

UFJ

Financial

Group

Inc

,

Reg

S

3.870 06/10/36

454,875

200,000

Mizuho

Financial

Group

Inc

,

Reg

S

3.295 05/13/33

223,046

500,000

Mizuho

Financial

Group

Inc

,

Reg

S

3.980 05/21/34

575,651

600,000

Mizuho

Financial

Group

Inc

,

Reg

S

3.688 08/26/35

666,699

300,000

Moat

Homes

Finance

PLC

5.000 09/23/41

350,998

200,000

Morgan

Stanley

3.521 05/22/31

228,668

300,000

Morgan

Stanley

3.149 11/07/31

336,650

200,000

Morgan

Stanley

5.789 11/18/33

267,797

550,000

Morgan

Stanley

3.955 03/21/35

626,420

300,000

Morgan

Stanley

5.213 10/24/35

380,653

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

500,000

Morgan

Stanley

4.099 %

05/22/36

$

571,752

500,000

Morgan

Stanley

3.749 11/07/36

553,958

300,000

Morgan

Stanley

3.981 01/23/37

336,654

400,000

Morhomes

PLC

,

Reg

S

3.400 02/19/38

405,219

1,400,000

Muenchener

Hypothekenbank

eG

,

Reg

S

3.375 04/11/35

1,540,388

900,000

Muenchener

Rueckversicherungs-Gesellschaft

AG

in

Muenchen

,

Reg

S

1.000 05/26/42

872,379

300,000

Myriad

Capital

Plc

,

Reg

S

4.750 12/20/43

326,448

200,000

National

Australia

Bank

Ltd

2.900 02/25/27

134,396

700,000

National

Australia

Bank

Ltd

4.850 03/22/29

472,597

500,000

National

Australia

Bank

Ltd

,

Reg

S

6.342 06/06/39

341,206

800,000

National

Australia

Bank

Ltd

,

Reg

S

5.774 07/30/40

522,386

600,000

National

Bank

of

Canada

3.441 10/21/31

422,732

1,200,000

National

Bank

of

Canada

4.260 02/15/35

865,147

100,000

Nationale-Nederlanden

Bank

NV/The

Netherlands

0.500 09/21/28

107,280

500,000

Nationwide

Building

Society

,

Reg

S

0.250 09/14/28

536,062

750,000

Nationwide

Building

Society

,

Reg

S

1.375 06/29/32

774,361

600,000

Nationwide

Building

Society

,

Reg

S

2.250 05/16/37

608,865

2,000,000

NatWest

Group

PLC

,

Reg

S

0.670 09/14/29

2,153,024

700,000

NatWest

Group

PLC

,

Reg

S

5.642 10/17/34

920,273

500,000

NatWest

Markets

PLC

,

Reg

S

5.026 06/12/29

336,402

300,000

NBN

Co

Ltd

,

Reg

S

3.375 11/29/32

340,647

300,000

NBN

Co

Ltd

,

Reg

S

3.750 03/22/34

343,454

440,000

NE

Property

BV

,

Reg

S

3.875 09/30/33

486,977

100,000

New

York

Life

Global

Funding

,

Reg

S

0.750 12/14/28

118,492

600,000

New

York

Life

Global

Funding

,

Reg

S

4.450 09/05/30

391,218

300,000

New

York

Life

Global

Funding

,

Reg

S

4.875 04/30/31

391,712

600,000

New

York

Life

Global

Funding

,

Reg

S

4.000 06/17/32

427,578

100,000

NewRiver

REIT

PLC

,

Reg

S

3.500 03/07/28

126,314

700,000

NIBC

Bank

NV

,

Reg

S

0.125 11/25/30

700,622

600,000

NIE

Finance

PLC

,

Reg

S

5.750 12/07/35

780,976

400,000

Nippon

Life

Insurance

Co

,

Reg

S

4.165 09/02/55

441,949

740,000

NN

Group

NV

,

Reg

S

6.000 11/03/43

930,874

100,000

Norddeutsche

Landesbank-Girozentrale

0.250 10/28/26

113,750

700,000

Norddeutsche

Landesbank-Girozentrale

,

Reg

S

2.625 10/20/28

800,322

500,000

Norddeutsche

Landesbank-Girozentrale

2.750 10/30/30

558,589

450,000

Nordea

Bank

Abp

,

Reg

S

3.375 06/11/29

520,998

560,000

Nordea

Bank

Abp

,

Reg

S

3.250 11/19/35

619,067

2,000,000

Nordea

Hypotek

AB

,

Reg

S

1.000 06/16/27

206,010

4,000,000

Nordea

Hypotek

AB

,

Reg

S

3.500 09/20/28

425,815

8,000,000

Nordea

Hypotek

AB

,

Reg

S

3.500 10/26/29

852,097

8,000,000

Nordea

Hypotek

AB

,

Reg

S

3.000 11/26/30

832,615

2,000,000

Nordea

Hypotek

AB

,

Reg

S

2.800 12/11/30

206,072

200,000

Nordea

Kiinnitysluottopankki

Oyj

,

Reg

S

3.625 10/26/28

234,444

400,000

Nordea

Kiinnitysluottopankki

Oyj

,

Reg

S

3.000 01/31/31

459,641

500,000

Nordea

Kiinnitysluottopankki

Oyj

,

Reg

S

3.000 04/12/34

566,404

450,000

Nordea

Kiinnitysluottopankki

Oyj

,

Reg

S

3.000 08/28/35

503,369

500,000

Nordea

Kredit

Realkreditaktieselskab

1.000 10/01/27

75,233

1,000,000

Nordea

Kredit

Realkreditaktieselskab

,

Reg

S

1.000 04/01/28

149,051

3,000,000

Nordea

Kredit

Realkreditaktieselskab

1.000 04/01/29

438,630

4,000,000

Nordea

Kredit

Realkreditaktieselskab

1.000 04/01/30

573,850

500,000

Nordic

Investment

Bank

,

Reg

S

2.125 05/23/28

567,826

100,000

Nordic

Investment

Bank

,

Reg

S

2.375 09/11/29

113,126

300,000

Nordic

Investment

Bank

,

Reg

S

2.625 01/24/31

340,250

500,000

Norfina

Ltd

,

Reg

S

4.700 12/02/30

330,926

300,000

Northwestern

Mutual

Global

Funding

,

Reg

S

4.700 10/28/30

388,008

600,000

Notting

Hill

Genesis

,

Reg

S

3.250 10/12/48

484,123

200,000

Novo

Banco

SA

,

Reg

S

2.500 05/20/29

226,380

500,000

Novo

Banco

SA

,

Reg

S

2.750 02/04/30

568,491

350,000

NRW

Bank

,

Reg

S

2.625 02/06/29

399,994

300,000

NRW

Bank

,

Reg

S

2.500 09/02/30

338,730

1,500,000

NRW

Bank

,

Reg

S

3.000 09/24/35

1,684,139

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

1,800,000

Nykredit

Realkredit

A/S

,

Reg

S

1.000 %

07/01/27

$

272,056

1,600,000

Nykredit

Realkredit

A/S

,

Reg

S

1.000 01/01/28

239,907

1,500,000

Nykredit

Realkredit

A/S

,

Reg

S

1.000 07/01/28

222,890

200,000

Nykredit

Realkredit

A/S

,

Reg

S

4.000 07/17/28

233,288

200,000

Nykredit

Realkredit

A/S

,

Reg

S

4.625 01/19/29

237,345

1,500,000

Nykredit

Realkredit

A/S

,

Reg

S

1.000 07/01/29

218,231

4,000,000

Nykredit

Realkredit

A/S

,

Reg

S

1.000 01/01/30

576,914

9,600,000

Nykredit

Realkredit

A/S

,

Reg

S

1.000 07/01/30

1,367,164

200,000

Nykredit

Realkredit

A/S

,

Reg

S

3.625 07/24/30

229,283

6,000,000

Nykredit

Realkredit

A/S

,

Reg

S

1.000 01/01/31

845,298

360,000

Nykredit

Realkredit

A/S

,

Reg

S

3.500 01/12/33

401,952

100,000

Nykredit

Realkredit

A/S

,

Reg

S

4.000 04/24/35

114,526

500,000

Oesterreichische

Kontrollbank

AG

,

Reg

S

3.125 11/15/28

579,532

440,000

Oesterreichische

Kontrollbank

AG

,

Reg

S

4.500 10/22/29

579,322

400,000

Onward

Homes

Ltd

,

Reg

S

2.125 03/25/53

239,479

1,000,000

OP

Mortgage

Bank

,

Reg

S

3.125 10/20/28

1,157,165

950,000

OP

Mortgage

Bank

,

Reg

S

0.625 02/15/29

1,024,754

670,000

Optivo

Finance

PLC

,

Reg

S

3.283 03/22/48

550,475

400,000

Orange

SA

,

Reg

S

4.125 11/13/45

435,108

100,000

Orbit

Capital

PLC

,

Reg

S

3.500 03/24/45

90,712

400,000

Orbit

Capital

PLC

,

Reg

S

3.375 06/14/48

335,901

400,000

OSB

Group

PLC

,

Reg

S

8.875 01/16/30

573,527

300,000

OTP

Banka

dd

,

Reg

S

4.750 04/03/28

348,623

400,000

Oxford

Properties

Group

Trust

3.602 11/13/30

283,375

500,000

Pacific

Life

Global

Funding

II

,

Reg

S

5.375 11/30/28

663,181

200,000

Paradigm

Homes

Charitable

Housing

Association

Ltd

,

Reg

S

5.250 04/04/44

234,693

400,000

Paradigm

Homes

Charitable

Housing

Association

Ltd

,

Reg

S

2.250 05/20/51

258,534

400,000

Paragon

Treasury

Plc

,

Reg

S

2.000 05/07/36

367,308

400,000

Peabody

Capital

PLC

,

Reg

S

5.250 03/17/43

466,857

400,000

Penarian

Housing

Finance

PLC

,

Reg

S

3.212 06/07/52

335,840

400,000

Pension

Insurance

Corp

PLC

,

Reg

S

6.875 11/15/34

529,751

275,000

Pfandbriefbank

schweizerischer

Hypothekarinstitute

AG

,

Reg

S

0.125 02/19/29

338,967

975,000

Pfandbriefbank

schweizerischer

Hypothekarinstitute

AG

,

Reg

S

1.750 03/22/29

1,258,885

525,000

Pfandbriefbank

schweizerischer

Hypothekarinstitute

AG

,

Reg

S

1.000 09/06/30

666,049

850,000

Pfandbriefbank

schweizerischer

Hypothekarinstitute

AG

,

Reg

S

1.875 01/15/31

1,122,699

1,000,000

Pfandbriefbank

schweizerischer

Hypothekarinstitute

AG

,

Reg

S

1.500 09/06/33

1,314,686

800,000

Pfandbriefbank

schweizerischer

Hypothekarinstitute

AG

1.625 03/15/34

1,062,740

2,000,000

Pfandbriefbank

schweizerischer

Hypothekarinstitute

AG

1.625 01/28/39

2,686,351

1,500,000

Pfandbriefbank

schweizerischer

Hypothekarinstitute

AG

,

Reg

S

1.750 12/23/43

2,070,225

200,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

0.350 08/02/27

248,960

1,300,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

1.400 01/16/32

1,689,392

450,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

1.650 12/21/32

595,922

800,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

1.450 12/07/33

1,048,556

600,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

0.700 01/15/35

741,732

300,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

0.900 10/26/35

375,881

1,000,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

0.000 02/15/36

1,145,340

500,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

1.400 03/15/38

655,117

1,000,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

1.070 03/01/40

1,256,003

900,000

Pfandbriefzentrale

der

schweizerischen

Kantonalbanken

AG

,

Reg

S

1.450 03/14/42

1,184,943

400,000

Places

For

People

Treasury

PLC

,

Reg

S

6.250 12/06/41

510,607

200,000

Platform

HG

Financing

PLC

,

Reg

S

5.520 11/10/39

251,252

100,000

Platform

HG

Financing

PLC

,

Reg

S

1.926 09/15/41

77,377

200,000

Platform

HG

Financing

PLC

,

Reg

S

1.625 08/10/55

99,955

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

300,000

Poplar

HARCA

Ltd

Via

Poplar

HARCA

Capital

PLC

,

Reg

S

4.843 %

09/30/43

$

341,848

100,000

Praemia

Healthcare

SACA

,

Reg

S

0.875 11/04/29

102,803

300,000

Praemia

Healthcare

SACA

,

Reg

S

3.875 06/05/32

330,197

400,000

Programa

Cedulas

TDA

Fondo

de

Titulizacion

de

Activos

4.250 03/28/27

466,749

500,000

Programa

Cedulas

TDA

Fondo

de

Titulizacion

de

Activos

4.250 04/10/31

603,587

1,640,000

Prologis

Euro

Finance

LLC

1.500 09/10/49

1,035,570

125,000

Prologis

International

Funding

II

SA

,

Reg

S

1.750 03/15/28

139,863

200,000

Prologis

International

Funding

II

SA

,

Reg

S

2.750 02/22/32

227,384

200,000

Prologis

International

Funding

II

SA

,

Reg

S

3.000 02/22/42

176,734

300,000

Prologis

LP

2.250 06/30/29

364,137

320,000

Protective

Life

Global

Funding

,

Reg

S

4.803 11/01/30

414,775

300,000

Prudential

Funding

Asia

PLC

5.875 05/11/29

402,969

400,000

Public

Storage

Operating

Co

3.500 01/20/34

440,451

220,000

QBE

Insurance

Group

Ltd

,

Reg

S

2.500 09/13/38

271,875

100,000

Raiffeisen

Bank

International

AG

,

Reg

S

6.000 09/15/28

119,184

900,000

Raiffeisen

Bank

International

AG

,

Reg

S

3.875 01/03/30

1,044,938

600,000

Raiffeisenlandesbank

Niederoesterreich-Wien

AG

,

Reg

S

3.375 07/24/28

696,782

4,750,000

Realkredit

Danmark

A/S

,

Reg

S

1.000 01/01/30

683,817

4,000,000

Realkredit

Danmark

A/S

,

Reg

S

1.000 01/01/32

549,768

600,000

Realty

Income

Corp

6.000 12/05/39

761,760

300,000

RHP

Finance

PLC

,

Reg

S

3.250 02/05/48

257,733

220,000

Riverside

Finance

Plc

,

Reg

S

6.625 09/11/50

283,901

420,000

RL

Finance

Bonds

NO

PLC

,

Reg

S

4.875 10/07/49

449,171

420,000

Rothesay

Life

PLC

,

Reg

S

7.019 12/10/34

568,583

200,000

Royal

Bank

of

Canada

4.632 05/01/28

146,693

500,000

Royal

Bank

of

Canada

,

Reg

S

3.500 07/25/28

582,888

600,000

Royal

Bank

of

Canada

3.411 06/12/29

428,790

600,000

Royal

Bank

of

Canada

,

Reg

S

2.750 02/04/30

683,143

600,000

Royal

Bank

of

Canada

,

Reg

S

0.000 01/27/31

594,166

450,000

Royal

Bank

of

Canada

3.985 07/22/31

324,724

300,000

Royal

Bank

of

Canada

3.572 12/09/31

212,426

350,000

Royal

Bank

of

Canada

5.096 04/03/34

259,369

500,000

Royal

Bank

of

Canada

4.279 02/04/35

361,058

500,000

Royal

Bank

of

Canada

4.464 10/17/35

362,678

1,000,000

RTE

Reseau

de

Transport

d'Electricite

SADIR

,

Reg

S

3.750 07/04/35

1,131,890

300,000

RTE

Reseau

de

Transport

d'Electricite

SADIR

,

Reg

S

3.875 11/24/37

337,740

100,000

Saltaire

Finance

PLC

,

Reg

S

4.815 12/06/36

126,446

500,000

Saltaire

Finance

PLC

,

Reg

S

4.809 03/14/53

567,198

520,000

Sanctuary

Capital

PLC

,

Reg

S

2.375 04/14/50

350,230

500,000

Santander

Bank

Polska

SA

,

Reg

S

3.500 10/07/31

563,701

400,000

Santander

Consumer

Finance

SA

,

Reg

S

3.750 01/17/29

466,112

100,000

Santander

UK

Group

Holdings

PLC

,

Reg

S

7.098 11/16/27

133,606

100,000

Santander

UK

PLC

,

Reg

S

0.050 01/12/27

112,926

300,000

Santander

UK

PLC

,

Reg

S

2.625 04/12/28

342,913

600,000

Santander

UK

PLC

,

Reg

S

3.125 05/12/31

688,743

300,000

Saxon

Weald

Capital

PLC

,

Reg

S

5.375 06/06/42

371,544

900,000

SBAB

Bank

AB

,

Reg

S

2.750 04/22/31

1,003,657

400,000

Scentre

Group

Trust

/

Scentre

Group

Trust

,

Reg

S

1.750 04/11/28

447,212

400,000

Scottish

Widows

Ltd

,

Reg

S

7.000 06/16/43

526,978

420,000

Segro

PLC

5.750 06/20/35

551,679

100,000

Sirius

Real

Estate

Ltd

,

Reg

S

1.750 11/24/28

109,760

400,000

Sirius

Real

Estate

Ltd

,

Reg

S

4.000 01/22/32

450,993

1,850,000

Skandinaviska

Enskilda

Banken

AB

,

Reg

S

3.875 05/09/28

2,160,143

4,000,000

Skandinaviska

Enskilda

Banken

AB

,

Reg

S

3.000 11/06/28

420,708

6,000,000

Skandinaviska

Enskilda

Banken

AB

,

Reg

S

3.000 12/06/29

628,243

8,000,000

Skandinaviska

Enskilda

Banken

AB

,

Reg

S

3.000 12/17/30

832,109

200,000

Slovenska

Sporitelna

AS

,

Reg

S

3.875 09/30/27

233,529

100,000

Societe

Generale

SA

,

Reg

S

4.125 11/21/28

117,803

200,000

Societe

Generale

SA

,

Reg

S

3.375 05/14/30

228,368

200,000

Societe

Generale

SA

,

Reg

S

4.875 11/21/31

240,529

200,000

Societe

Generale

SA

,

Reg

S

5.625 06/02/33

248,405

300,000

Societe

Generale

SA

,

Reg

S

6.250 06/22/33

411,276

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

1,000,000

Societe

Generale

SA

,

Reg

S

3.750 %

09/02/33

$

1,127,317

300,000

Societe

Generale

SA

,

Reg

S

3.750 05/17/35

338,403

900,000

Societe

Generale

SA

,

Reg

S

4.125 05/14/36

1,027,644

200,000

Societe

Generale

SFH

SA

,

Reg

S

0.000 12/02/26

226,669

300,000

Societe

Generale

SFH

SA

,

Reg

S

3.375 07/31/30

348,477

600,000

Societe

Generale

SFH

SA

,

Reg

S

3.125 02/24/32

685,210

500,000

Societe

Generale

SFH

SA

,

Reg

S

3.125 02/01/36

555,118

300,000

Society

of

Lloyd's

,

Reg

S

4.875 02/07/47

393,382

400,000

Sofina

SA

,

Reg

S

3.707 11/13/33

450,368

100,000

Sovereign

Housing

Capital

PLC

,

Reg

S

2.375 11/04/48

68,036

300,000

Sovereign

Housing

Capital

PLC

,

Reg

S

5.500 01/24/57

344,936

100,000

SpareBank

Boligkreditt

AS

,

Reg

S

0.050 11/03/28

107,118

200,000

SpareBank

Boligkreditt

AS

,

Reg

S

2.375 02/13/30

225,066

200,000

SpareBank

Boligkreditt

AS

,

Reg

S

3.000 05/19/30

230,232

560,000

SpareBank

Boligkreditt

AS

,

Reg

S

2.750 08/27/32

629,381

600,000

SpareBank

Boligkreditt

AS

,

Reg

S

3.000 05/15/34

678,541

2,000,000

Sparebanken

Norge

4.550 10/23/30

199,930

760,000

Sparebanken

Norge

Boligkreditt

AS

,

Reg

S

3.000 07/31/29

875,889

500,000

Sparkasse

Pforzheim

Calw

,

Reg

S

3.000 01/22/31

572,072

4,000,000

Stadshypotek

AB

,

Reg

S

2.500 12/01/27

418,156

4,000,000

Stadshypotek

AB

,

Reg

S

2.000 09/01/28

411,384

6,000,000

Stadshypotek

AB

,

Reg

S

4.000 05/02/29

648,528

10,000,000

Stadshypotek

AB

,

Reg

S

2.500 02/01/30

1,027,584

18,000,000

Stadshypotek

AB

,

Reg

S

2.500 12/02/30

1,831,999

540,000

Standard

Chartered

PLC

,

Reg

S

3.864 03/17/33

616,107

300,000

Standard

Life

PLC

,

Reg

S

5.625 04/28/31

387,949

500,000

Stedin

Holding

NV

,

Reg

S

3.625 06/20/31

578,730

300,000

Stonewater

Funding

PLC

,

Reg

S

1.625 09/10/36

265,742

200,000

Sumitomo

Mitsui

Financial

Group

Inc

,

Reg

S

0.303 10/28/27

220,317

560,000

Sumitomo

Mitsui

Financial

Group

Inc

,

Reg

S

3.686 10/06/36

621,840

400,000

Sumitomo

Mitsui

Trust

Bank

Ltd

,

Reg

S

0.000 10/15/27

439,550

200,000

Sun

Life

Financial

Inc

2.800 11/21/33

140,209

500,000

Sun

Life

Financial

Inc

4.140 09/13/37

354,101

500,000

Sun

Life

Financial

Inc

4.560 12/03/40

352,216

267,000

Sunderland

SHG

Finance

PLC

,

Reg

S

6.380 03/31/42

364,238

300,000

Supermarket

Income

Reit

PLC

,

Reg

S

5.125 07/30/31

385,579

1,300,000

Svenska

Handelsbanken

AB

,

Reg

S

0.500 02/18/30

1,338,896

700,000

Svenska

Handelsbanken

AB

,

Reg

S

5.000 08/16/34

832,641

2,000,000

Sveriges

Sakerstallda

Obligationer

AB

,

Reg

S

0.250 06/09/27

204,283

2,000,000

Sveriges

Sakerstallda

Obligationer

AB

,

Reg

S

3.500 06/14/28

212,805

4,000,000

Sveriges

Sakerstallda

Obligationer

AB

,

Reg

S

4.000 05/23/29

432,490

10,000,000

Sveriges

Sakerstallda

Obligationer

AB

,

Reg

S

1.000 06/12/30

962,693

960,000

Swedbank

AB

,

Reg

S

0.200 01/12/28

1,047,722

400,000

Swedbank

AB

,

Reg

S

4.875 10/11/30

524,777

300,000

Swedbank

Hypotek

AB

,

Reg

S

1.375 05/31/27

340,224

4,000,000

Swedbank

Hypotek

AB

,

Reg

S

3.000 03/28/29

420,376

9,200,000

Swedbank

Hypotek

AB

,

Reg

S

3.000 12/27/29

962,879

11,200,000

Swedbank

Hypotek

AB

,

Reg

S

3.000 10/29/30

1,166,143

100,000

Swiss

Life

Finance

I

AG

,

Reg

S

3.250 08/31/29

114,321

200,000

Talanx

AG

,

Reg

S

2.250 12/05/47

224,729

300,000

Tatra

Banka

as

,

Reg

S

0.500 04/23/28

334,344

500,000

Telereal

Securitisation

PLC

,

Reg

S

3.563 12/10/31

602,705

300,000

Temasek

Financial

I

Ltd

,

Reg

S

5.125 07/26/40

379,897

43,000

Tesco

Property

Finance

PLC

,

Reg

S

5.744 04/13/40

54,978

508,000

Tesco

Property

Finance

PLC

,

Reg

S

5.411 07/13/44

631,957

500,000

THFC

Funding

No

PLC

,

Reg

S

5.200 10/11/43

586,007

300,000

Together

Housing

Finance

PLC

,

Reg

S

4.500 12/17/42

317,196

200,000

Toronto-Dominion

Bank/The

,

Reg

S

2.875 04/05/27

258,294

250,000

Toronto-Dominion

Bank/The

4.210 06/01/27

181,169

200,000

Toronto-Dominion

Bank/The

,

Reg

S

2.442 09/08/28

227,465

300,000

Toronto-Dominion

Bank/The

,

Reg

S

3.631 12/13/29

346,956

400,000

Toronto-Dominion

Bank/The

4.002 10/31/30

289,343

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

500,000

Toronto-Dominion

Bank/The

,

Reg

S

3.563 %

04/16/31

$

572,121

700,000

Toronto-Dominion

Bank/The

3.605 09/10/31

496,418

400,000

Toronto-Dominion

Bank/The

,

Reg

S

2.973 09/09/32

453,649

500,000

Toronto-Dominion

Bank/The

,

Reg

S

3.357 09/22/32

561,271

600,000

Toronto-Dominion

Bank/The

4.133 01/09/33

432,174

560,000

Toronto-Dominion

Bank/The

,

Reg

S

3.247 02/16/34

641,815

800,000

Toronto-Dominion

Bank/The

4.423 10/31/35

577,997

420,000

TP

ICAP

Finance

PLC

,

Reg

S

2.625 11/18/28

511,839

400,000

Tritax

Big

Box

REIT

PLC

,

Reg

S

1.500 11/27/33

392,534

600,000

UBS

Group

AG

,

Reg

S

0.435 11/09/28

741,196

175,000

UBS

Group

AG

,

Reg

S

7.750 03/01/29

217,421

400,000

UBS

Group

AG

,

Reg

S

4.375 01/11/31

472,268

500,000

UBS

Group

AG

,

Reg

S

0.875 11/03/31

493,868

200,000

UBS

Group

AG

,

Reg

S

0.625 01/18/33

185,065

600,000

UBS

Group

AG

,

Reg

S

7.375 09/07/33

862,772

700,000

UBS

Group

AG

,

Reg

S

3.250 02/12/34

771,345

600,000

UBS

Group

AG

,

Reg

S

3.757 08/11/36

670,369

350,000

UBS

Switzerland

AG

,

Reg

S

2.583 09/23/27

400,985

275,000

UBS

Switzerland

AG

,

Reg

S

2.783 09/09/30

311,251

1,500,000

Unibail-Rodamco-Westfield

SE

,

Reg

S

1.750 02/27/34

1,433,346

200,000

Unicaja

Banco

SA

,

Reg

S

5.500 06/22/34

238,767

200,000

UniCredit

Bank

Austria

AG

,

Reg

S

3.125 09/21/29

231,301

500,000

UniCredit

Bank

Austria

AG

,

Reg

S

0.050 09/21/35

417,787

450,000

UniCredit

Bank

GmbH

,

Reg

S

2.625 02/19/30

510,582

850,000

UniCredit

Bank

GmbH

,

Reg

S

2.625 11/22/30

961,106

600,000

UniCredit

Bank

GmbH

,

Reg

S

0.375 01/17/33

571,288

150,000

UniCredit

SpA

,

Reg

S

3.100 06/10/31

169,590

500,000

UniCredit

SpA

,

Reg

S

3.200 09/22/31

561,358

570,000

UniCredit

SpA

,

Reg

S

4.000 03/05/34

657,563

500,000

UniCredit

SpA

,

Reg

S

4.200 06/11/34

577,160

300,000

UniCredit

SpA

,

Reg

S

3.725 06/10/35

338,274

600,000

Unipol

Assicurazioni

SpA

,

Reg

S

4.900 05/23/34

706,901

320,000

UNITE

Group

PLC/The

,

Reg

S

5.625 06/25/32

415,585

500,000

United

Overseas

Bank

Ltd

,

Reg

S

2.718 12/01/30

565,019

300,000

United

Overseas

Bank

Ltd/Sydney

5.023 01/29/31

201,781

580,000

US

Bancorp

4.009 05/21/32

671,848

300,000

Utmost

Group

PLC

,

Reg

S

4.000 12/15/31

353,526

200,000

Veolia

Environnement

SA

,

Reg

S

1.625 09/21/32

200,791

100,000

VGP

NV

,

Reg

S

1.500 04/08/29

107,051

500,000

Volksbank

Wien

AG

,

Reg

S

3.625 09/09/31

568,432

1,300,000

Vonovia

SE

,

Reg

S

1.500 06/14/41

957,687

1,200,000

Vonovia

SE

,

Reg

S

1.625 09/01/51

718,557

600,000

VW

Credit

Canada

Inc

3.810 11/19/30

424,882

200,000

Warehouses

De

Pauw

CVA

,

Reg

S

3.125 01/15/31

222,065

350,000

Wellcome

Trust

Finance

PLC

,

Reg

S

4.625 07/25/36

433,655

350,000

Wellcome

Trust

Ltd/The

,

Reg

S

2.517 02/07/18

198,624

180,000

Wells

Fargo

&

Co

,

Reg

S

2.500 05/02/29

219,931

100,000

Wells

Fargo

&

Co

,

Reg

S

2.766 07/23/29

113,350

500,000

Wells

Fargo

&

Co

,

Reg

S

2.125 09/24/31

561,784

500,000

Wells

Fargo

&

Co

,

Reg

S

3.900 07/22/32

579,079

500,000

Wells

Fargo

&

Co

,

Reg

S

3.866 07/23/36

562,876

100,000

Welltower

OP

LLC

4.800 11/20/28

129,983

240,000

Welltower

OP

LLC

4.500 12/01/34

288,890

300,000

Westfield

America

Management

Ltd

,

Reg

S

2.625 03/30/29

366,126

1,200,000

Westpac

Banking

Corp

,

Reg

S

0.000 09/22/28

1,286,734

100,000

Westpac

Banking

Corp

5.000 01/15/29

67,880

300,000

Westpac

Banking

Corp

,

Reg

S

5.100 05/14/29

204,079

900,000

Westpac

Banking

Corp

,

Reg

S

5.815 06/04/40

590,587

500,000

Westpac

Banking

Corp

,

Reg

S

6.135 11/13/45

326,673

800,000

Westpac

New

Zealand

Ltd

3.868 11/19/30

440,476

400,000

Westpac

Securities

NZ

Ltd/London

,

Reg

S

3.750 04/20/28

467,238

300,000

Wheatley

Group

Capital

PLC

,

Reg

S

4.375 11/28/44

313,872

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

FINANCIALS

(continued)

300,000

WHG

Treasury

PLC

,

Reg

S

4.250 %

10/06/45

$

305,362

263,000

White

City

Property

Finance

PLC

,

Reg

S

5.120 04/17/35

345,047

500,000

Wirtschafts-

und

Infrastrukturbank

Hessen

2.625 02/13/35

545,327

275,000

Workspace

Group

PLC

,

Reg

S

2.250 03/11/28

339,757

425,000

Wrekin

Housing

Group

Ltd/The

,

Reg

S

2.500 10/22/48

299,194

700,000

Wuestenrot

&

Wuerttembergische

AG

,

Reg

S

2.125 09/10/41

711,364

340,000

Yorkshire

Building

Society

,

Reg

S

3.511 10/11/30

423,035

300,000

Yorkshire

Housing

Finance

PLC

,

Reg

S

4.125 10/31/44

295,554

TOTAL

FINANCIALS

546,634,831

INDUSTRIAL

-

5.5%

400,000

3i

Group

PLC

,

Reg

S

3.750 06/05/40

401,176

100,000

AA

Bond

Co

Ltd

,

Reg

S

7.375 07/31/29

137,057

100,000

AA

Bond

Co

Ltd

,

Reg

S

6.850 07/31/31

136,914

200,000

AA

Bond

Co

Ltd

,

Reg

S

5.500 07/31/32

255,744

600,000

AbbVie

Inc

1.250 11/18/31

614,410

700,000

Abertis

France

SAS

,

Reg

S

0.625 09/14/28

751,994

1,000,000

Abertis

Infraestructuras

SA

,

Reg

S

1.125 03/26/28

1,103,578

400,000

Accor

SA

,

Reg

S

3.500 03/04/33

433,984

400,000

AGCO

International

Holdings

BV

,

Reg

S

0.800 10/06/28

427,423

200,000

Air

Liquide

Finance

SA

,

Reg

S

1.250 06/13/28

221,032

200,000

Air

Liquide

Finance

SA

,

Reg

S

3.375 05/29/34

224,632

300,000

Air

Liquide

Finance

SA

,

Reg

S

3.500 03/21/35

338,999

200,000

Air

Liquide

Finance

SA

,

Reg

S

3.500 11/05/37

219,283

300,000

Air

Products

and

Chemicals

Inc

3.450 02/14/37

324,002

300,000

Alimentation

Couche-Tard

Inc

,

Reg

S

4.011 02/12/36

338,671

200,000

Alphabet

Inc

2.500 05/06/29

225,386

100,000

Alphabet

Inc

3.000 05/06/33

111,137

300,000

Alphabet

Inc

4.000 11/06/44

327,685

400,000

Alphabet

Inc

4.000 05/06/54

419,854

400,000

Alphabet

Inc

4.375 11/06/64

432,775

100,000

Alstom

SA

,

Reg

S

0.000 01/11/29

104,300

300,000

Altrad

Investment

Authority

SAS

,

Reg

S

4.429 06/23/32

340,332

500,000

Amcor

UK

Finance

PLC

3.750 02/20/33

556,340

100,000

America

Movil

SAB

de

CV

5.750 06/28/30

134,499

300,000

America

Movil

SAB

de

CV

4.375 08/07/41

316,453

100,000

American

Honda

Finance

Corp

1.500 10/19/27

124,708

725,000

American

Honda

Finance

Corp

5.050 08/20/31

935,582

500,000

American

Medical

Systems

Europe

BV

3.500 03/08/32

570,475

200,000

American

Tower

Corp

3.625 05/30/32

226,478

540,000

American

Tower

Corp

4.100 05/16/34

624,752

300,000

Amgen

Inc

,

Reg

S

4.000 09/13/29

383,748

700,000

Anglo

American

Capital

PLC

,

Reg

S

4.125 03/15/32

813,283

600,000

Anheuser-Busch

InBev

SA/NV

,

Reg

S

3.375 05/19/33

678,130

700,000

Anheuser-Busch

InBev

SA/NV

,

Reg

S

3.875 05/19/38

783,695

800,000

Anheuser-Busch

InBev

SA/NV

,

Reg

S

3.950 03/22/44

859,121

575,000

Apple

Inc

3.600 07/31/42

583,858

200,000

APRR

SA

,

Reg

S

3.125 01/24/30

227,380

500,000

APRR

SA

,

Reg

S

3.125 01/06/34

551,556

600,000

(b) Arkema

SA

,

Reg

S

4.800 N/A

690,001

500,000

Asahi

Group

Holdings

Ltd

,

Reg

S

3.464 04/16/32

565,023

400,000

Associated

British

Foods

PLC

,

Reg

S

2.500 06/16/34

426,848

300,000

Astrazeneca

Finance

LLC

,

Reg

S

3.121 08/05/30

342,195

500,000

Astrazeneca

Finance

LLC

,

Reg

S

3.278 08/05/33

565,899

300,000

AT&T

Inc

3.150 06/01/30

340,124

300,000

AT&T

Inc

3.950 04/30/31

350,091

600,000

AT&T

Inc

3.600 06/01/33

679,098

500,000

AT&T

Inc

4.300 11/18/34

586,901

150,000

AT&T

Inc

7.000 04/30/40

207,967

600,000

AT&T

Inc

4.875 06/01/44

647,736

300,000

Australia

Pacific

Airports

Melbourne

Pty

Ltd

,

Reg

S

4.000 06/07/34

343,769

300,000

Autoliv

Inc

,

Reg

S

3.000 10/29/30

334,770

500,000

Autoroutes

du

Sud

de

la

France

SA

,

Reg

S

1.375 02/21/31

520,249

PRINCIPAL

DESCRIPTION

RATE

INDUSTRIAL

(continued)

300,000

Autoroutes

du

Sud

de

la

France

SA

,

Reg

S

3.250 %

01/19/33

$

334,234

935,000

Autostrade

per

l'Italia

SpA

,

Reg

S

1.625 01/25/28

1,044,105

400,000

Avery

Dennison

Corp

3.750 11/04/34

445,491

300,000

Barry

Callebaut

Services

NV

,

Reg

S

3.750 02/19/28

344,950

500,000

BASF

SE

,

Reg

S

1.500 03/17/31

524,722

500,000

BASF

SE

,

Reg

S

1.625 11/15/37

441,913

350,000

BAT

Netherlands

Finance

BV

,

Reg

S

3.125 04/07/28

402,156

1,100,000

Bayer

AG

,

Reg

S

4.625 05/26/33

1,312,335

700,000

Becton

Dickinson

&

Co

3.828 06/07/32

803,794

150,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.800 08/21/28

107,964

200,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.850 11/10/32

155,576

200,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.150 08/24/34

148,867

300,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4.700 03/14/36

213,922

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.250 08/14/55

692,172

300,000

Berkeley

Group

PLC/The

,

Reg

S

2.500 08/11/31

333,442

500,000

Blackrock

Inc

3.750 07/18/35

569,011

400,000

Blackstone

Holdings

Finance

Co

LLC

,

Reg

S

3.500 06/01/34

436,801

300,000

BMW

Finance

NV

,

Reg

S

2.625 05/20/28

341,236

700,000

BMW

International

Investment

BV

,

Reg

S

3.125 07/22/29

799,790

1,000,000

BMW

US

Capital

LLC

,

Reg

S

3.375 02/02/34

1,109,612

100,000

Booking

Holdings

Inc

4.500 11/15/31

119,544

400,000

Booking

Holdings

Inc

4.125 05/12/33

465,803

300,000

Booking

Holdings

Inc

4.750 11/15/34

362,051

300,000

Booking

Holdings

Inc

3.625 11/07/35

331,674

400,000

Booking

Holdings

Inc

4.500 05/09/46

436,398

275,000

Boston

Scientific

Corp

0.625 12/01/27

303,772

200,000

Bouygues

SA

,

Reg

S

3.875 07/17/31

233,294

300,000

Bouygues

SA

,

Reg

S

4.625 06/07/32

362,854

300,000

Bouygues

SA

,

Reg

S

5.375 06/30/42

375,466

360,000

Brisbane

Airport

Corp

Pty

Ltd

,

Reg

S

3.856 11/13/35

403,250

200,000

Bristol-Myers

Squibb

Co

1.750 05/15/35

193,667

400,000

(b) British

American

Tobacco

PLC

,

Reg

S

4.750 N/A

449,932

200,000

(b) British

American

Tobacco

PLC

,

Reg

S

4.200 N/A

225,194

1,000,000

British

Telecommunications

PLC

,

Reg

S

2.125 09/26/28

1,121,420

500,000

British

Telecommunications

PLC

,

Reg

S

5.750 12/07/28

668,509

500,000

Brookfield

Finance

II

Inc

4.388 03/01/33

358,131

360,000

Brookfield

Finance

II

Inc

5.399 12/11/55

257,736

300,000

Brown-Forman

Corp

2.600 07/07/28

376,247

200,000

CA

Auto

Bank

SPA/Ireland

,

Reg

S

3.750 04/12/27

231,552

500,000

Canadian

National

Railway

Co

4.200 06/10/35

355,215

500,000

Canadian

National

Railway

Co

4.700 05/10/53

341,106

300,000

Capgemini

SE

,

Reg

S

3.125 09/25/31

334,132

600,000

Capgemini

SE

,

Reg

S

3.500 09/25/34

658,261

300,000

Cardiff

University

,

Reg

S

3.000 12/07/55

223,853

300,000

Carrefour

SA

,

Reg

S

3.250 06/24/30

340,101

500,000

Carrefour

SA

,

Reg

S

3.750 05/24/33

566,001

500,000

Carrier

Global

Corp

3.625 01/15/37

543,957

200,000

Caterpillar

Financial

Services

Corp

,

Reg

S

4.620 02/28/28

262,654

360,000

Caterpillar

Financial

Services

Corp

,

Reg

S

2.541 11/20/28

406,170

300,000

Cellnex

Finance

Co

SA

,

Reg

S

1.250 01/15/29

324,601

200,000

Cellnex

Finance

Co

SA

,

Reg

S

2.000 09/15/32

203,471

600,000

Cellnex

Finance

Co

SA

,

Reg

S

2.000 02/15/33

602,309

100,000

Ceske

Drahy

AS

,

Reg

S

5.625 10/12/27

118,741

500,000

Chancellor

Masters

&

Scholars

of

The

University

of

Cambridge/

The

,

Reg

S

2.350 06/27/78

288,737

400,000

Channel

Link

Enterprises

Finance

PLC

,

Reg

S

3.848 06/30/50

346,986

500,000

Cie

de

Saint-Gobain

SA

,

Reg

S

2.375 10/04/27

569,619

550,000

Cie

de

Saint-Gobain

SA

,

Reg

S

4.625 10/09/29

714,010

200,000

Cie

Generale

des

Etablissements

Michelin

SCA

,

Reg

S

3.125 05/16/31

226,239

300,000

Cie

Generale

des

Etablissements

Michelin

SCA

,

Reg

S

3.375 05/16/36

330,295

500,000

CK

Hutchison

Finance

Ltd

,

Reg

S

2.000 04/06/28

561,610

200,000

CK

Hutchison

Group

Telecom

Finance

SA

,

Reg

S

2.000 10/17/27

250,950

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

INDUSTRIAL

(continued)

400,000

Coca-Cola

Co/The

,

Reg

S

1.000 %

10/02/28

$

502,450

1,000,000

Coca-Cola

Europacific

Partners

PLC

,

Reg

S

3.125 06/03/31

1,125,054

500,000

Cofiroute

SA

,

Reg

S

3.125 03/06/33

552,172

400,000

Colgate-Palmolive

Co

1.375 03/06/34

389,079

180,000

Comcast

Corp

1.500 02/20/29

214,626

400,000

Comcast

Corp

3.250 09/26/32

446,283

300,000

Comcast

Corp

3.550 09/26/36

329,583

400,000

Comcast

Corp

5.250 09/26/40

474,174

237,000

Connect

Plus

M25

Issuer

PLC

,

Reg

S

2.607 03/31/39

252,827

300,000

Continental

AG

,

Reg

S

4.000 06/01/28

349,292

200,000

Continental

AG

,

Reg

S

3.500 10/01/29

229,057

100,000

CPUK

Finance

Ltd

,

Reg

S

5.876 08/28/27

132,819

450,000

Daimler

Truck

Finance

Canada

Inc

4.540 09/27/29

330,624

300,000

Danone

SA

,

Reg

S

1.208 11/03/28

328,416

200,000

Danone

SA

,

Reg

S

3.200 09/12/31

226,991

200,000

Danone

SA

,

Reg

S

3.438 04/07/33

227,199

400,000

(b) Danone

SA

,

Reg

S

3.950 N/A

454,780

700,000

Deutsche

Boerse

AG

,

Reg

S

3.875 09/28/33

819,259

200,000

Deutsche

Lufthansa

AG

,

Reg

S

4.000 05/21/30

233,747

300,000

Deutsche

Lufthansa

AG

,

Reg

S

4.125 09/03/32

350,353

400,000

Deutsche

Post

AG

,

Reg

S

3.125 06/05/32

452,134

600,000

Deutsche

Post

AG

,

Reg

S

3.500 03/25/36

673,689

300,000

Deutsche

Telekom

AG

,

Reg

S

3.250 06/04/35

333,640

400,000

Deutsche

Telekom

AG

,

Reg

S

3.250 03/20/36

441,205

600,000

Deutsche

Telekom

AG

,

Reg

S

3.625 02/03/45

621,149

800,000

DH

Europe

Finance

II

Sarl

0.750 09/18/31

796,113

900,000

Diageo

Finance

PLC

,

Reg

S

3.125 02/28/31

1,016,880

300,000

Diageo

Finance

PLC

,

Reg

S

2.750 06/08/38

288,285

140,000

Dover

Corp

0.750 11/04/27

155,055

300,000

Dover

Corp

3.500 11/12/33

333,620

400,000

DP

World

Ltd/United

Arab

Emirates

,

Reg

S

4.250 09/25/30

502,005

300,000

DSV

Finance

BV

,

Reg

S

3.375 11/06/32

337,655

600,000

DSV

Finance

BV

,

Reg

S

3.375 11/06/34

664,274

500,000

East

Japan

Railway

Co

,

Reg

S

3.727 09/02/37

559,521

300,000

East

Japan

Railway

Co

,

Reg

S

4.389 09/05/43

342,100

400,000

East

Japan

Railway

Co

,

Reg

S

5.562 09/04/54

477,529

300,000

Eaton

Capital

ULC

,

Reg

S

3.601 05/21/31

345,231

300,000

Edenred

SE

,

Reg

S

1.875 03/30/27

342,451

500,000

Eli

Lilly

&

Co

0.500 09/14/33

465,995

400,000

Eli

Lilly

&

Co

1.625 09/14/43

282,386

300,000

Elis

SA

,

Reg

S

3.375 09/02/31

336,135

500,000

EQT

AB

,

Reg

S

0.875 05/14/31

492,672

500,000

Equinix

Asia

Financing

Corp

Pte

Ltd

,

Reg

S

2.900 09/15/32

372,955

400,000

Equinix

Canada

Financing

Ltd

4.000 11/15/32

279,511

700,000

Equinix

Inc

1.000 03/15/33

656,990

400,000

EssilorLuxottica

SA

,

Reg

S

2.875 03/05/29

457,609

300,000

EssilorLuxottica

SA

,

Reg

S

2.625 01/10/30

337,491

100,000

Euroclear

Holding

NV

,

Reg

S

2.625 04/11/48

113,100

200,000

Euroclear

Holding

NV

,

Reg

S

1.375 06/16/51

198,946

500,000

Eurofins

Scientific

SE

,

Reg

S

4.000 07/06/29

582,950

500,000

Euronext

NV

,

Reg

S

2.625 11/26/28

566,603

321,000

Eversholt

Funding

PLC

,

Reg

S

6.697 02/22/35

444,955

500,000

Experian

Europe

DAC

,

Reg

S

1.560 05/16/31

520,264

640,000

FedEx

Corp

0.950 05/04/33

596,296

300,000

Ferrovie

dello

Stato

Italiane

SpA

,

Reg

S

4.125 05/23/29

353,687

300,000

Ferrovie

dello

Stato

Italiane

SpA

,

Reg

S

4.500 05/23/33

364,346

650,000

Fidelity

National

Information

Services

Inc

2.950 05/21/39

628,425

200,000

Fiserv

Funding

ULC

4.000 06/15/36

217,696

300,000

Fiserv

Inc

4.500 05/24/31

350,036

300,000

Fiserv

Inc

3.000 07/01/31

344,080

250,000

Flughafen

Zurich

AG

,

Reg

S

0.625 05/24/29

311,104

300,000

Flutter

Treasury

DAC

,

Reg

S

6.125 06/04/31

382,566

PRINCIPAL

DESCRIPTION

RATE

INDUSTRIAL

(continued)

550,000

Ford

Credit

Canada

Co

5.046 %

01/09/32

$

389,956

250,000

Ford

Credit

Canada

Co

Cie

Credit

Ford

Du

Canada

4.819 09/11/28

180,776

100,000

Ford

Motor

Credit

Co

LLC

4.867 08/03/27

116,630

300,000

Ford

Motor

Credit

Co

LLC

3.622 07/27/28

342,413

500,000

Ford

Motor

Credit

Co

LLC

4.445 02/14/30

576,967

300,000

Ford

Motor

Credit

Co

LLC

6.184 08/29/31

395,608

300,000

Foxconn

Singapore

Pte

Ltd

,

Reg

S

3.125 11/04/31

333,990

600,000

Fresenius

Finance

Ireland

PLC

,

Reg

S

0.875 10/01/31

598,428

600,000

Fresenius

Medical

Care

AG

,

Reg

S

3.750 04/08/32

687,687

300,000

Fresenius

SE

&

Co

KGaA

,

Reg

S

3.500 03/15/34

333,644

600,000

Gatwick

Funding

Ltd

,

Reg

S

3.250 02/26/48

478,641

500,000

GE

Capital

UK

Funding

Unlimited

Co

5.875 01/18/33

679,155

500,000

General

Mills

Inc

3.650 10/23/30

574,941

500,000

General

Motors

Financial

Co

Inc

,

Reg

S

3.100 08/04/29

564,550

325,000

General

Motors

Financial

Co

Inc

,

Reg

S

5.500 01/12/30

429,279

400,000

General

Motors

Financial

Co

Inc

,

Reg

S

3.700 07/14/31

455,527

700,000

GlaxoSmithKline

Capital

PLC

,

Reg

S

4.250 12/18/45

726,821

450,000

Glencore

Finance

Canada

Ltd

4.045 10/10/32

317,446

400,000

Global

Switch

Finance

BV

,

Reg

S

1.375 10/07/30

424,808

500,000

GSK

Capital

BV

,

Reg

S

3.250 11/19/36

544,404

440,000

GXO

Logistics

Capital

BV

3.750 11/24/30

498,324

500,000

Haleon

Netherlands

Capital

BV

,

Reg

S

2.125 03/29/34

507,460

300,000

Haleon

UK

Capital

PLC

,

Reg

S

3.375 03/29/38

307,688

500,000

Heathrow

Funding

Ltd

,

Reg

S

1.500 02/11/30

529,085

300,000

Heathrow

Funding

Ltd

,

Reg

S

6.450 12/10/31

412,376

550,000

Heathrow

Funding

Ltd

4.900 08/06/37

398,114

200,000

Heathrow

Funding

Ltd

,

Reg

S

6.250 10/03/42

254,274

500,000

Henkel

AG

&

Co

KGaA

,

Reg

S

0.500 11/17/32

468,624

400,000

High

Speed

Rail

Finance

PLC

,

Reg

S

4.375 11/01/38

477,735

365,000

Highland

Holdings

Sarl

2.875 11/19/27

417,381

750,000

Honeywell

International

Inc

0.750 03/10/32

732,208

400,000

Hyundai

Capital

America

,

Reg

S

2.875 06/26/28

450,893

540,000

IDS

Financing

PLC

,

Reg

S

4.000 10/01/32

600,372

200,000

IG

Group

Holdings

PLC

,

Reg

S

3.125 11/18/28

247,492

200,000

IG

Group

Holdings

PLC

,

Reg

S

6.125 10/22/30

265,834

500,000

IHG

Finance

LLC

,

Reg

S

3.625 09/27/31

564,052

200,000

Illinois

Tool

Works

Inc

3.250 05/17/28

230,635

300,000

Illinois

Tool

Works

Inc

3.375 05/17/32

341,274

300,000

Imerys

SA

,

Reg

S

1.875 03/31/28

334,577

800,000

Imperial

Brands

Finance

Netherlands

BV

,

Reg

S

1.750 03/18/33

785,406

400,000

Indigo

Group

SAS

,

Reg

S

1.625 04/19/28

445,105

100,000

International

Business

Machines

Corp

3.625 02/06/31

115,181

400,000

International

Business

Machines

Corp

3.150 02/10/33

441,135

400,000

International

Business

Machines

Corp

3.750 02/06/35

450,674

200,000

International

Business

Machines

Corp

3.450 02/10/37

215,102

200,000

International

Business

Machines

Corp

4.875 02/06/38

236,017

640,000

International

Business

Machines

Corp

4.000 02/06/43

686,700

400,000

ITM

Entreprises

SAS

,

Reg

S

4.125 01/29/30

460,880

300,000

JAB

Holdings

BV

,

Reg

S

2.000 05/18/28

335,750

400,000

JAB

Holdings

BV

,

Reg

S

2.500 06/25/29

446,684

200,000

John

Deere

Bank

SA

,

Reg

S

5.125 10/18/28

265,968

600,000

John

Deere

Capital

Corp

,

Reg

S

3.450 07/16/32

687,216

300,000

Johnson

&

Johnson

3.350 02/26/37

331,670

200,000

Johnson

&

Johnson

3.550 06/01/44

212,525

800,000

Johnson

&

Johnson

3.700 02/26/55

831,328

200,000

JT

International

Financial

Services

BV

,

Reg

S

2.750 09/28/33

218,939

550,000

JT

International

Financial

Services

BV

,

Reg

S

4.125 06/17/35

627,610

300,000

K+S

AG

,

Reg

S

4.250 06/19/29

349,391

300,000

Kering

SA

,

Reg

S

3.625 09/05/31

342,687

400,000

Kering

SA

,

Reg

S

3.375 03/11/32

448,465

300,000

Kering

SA

,

Reg

S

3.875 09/05/35

336,100

700,000

Koninklijke

Philips

NV

,

Reg

S

3.250 05/23/30

796,887

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

INDUSTRIAL

(continued)

200,000

Kraft

Heinz

Foods

Co

,

Reg

S

4.125 %

07/01/27

$

259,968

600,000

Legrand

SA

,

Reg

S

3.625 03/19/35

677,711

200,000

Linde

PLC

,

Reg

S

2.625 02/18/29

226,332

100,000

Linde

PLC

,

Reg

S

3.375 06/04/30

115,009

100,000

Linde

PLC

,

Reg

S

1.375 03/31/31

104,469

800,000

Linde

PLC

,

Reg

S

3.625 06/12/34

912,795

860,000

Loblaw

Cos

Ltd

4.387 06/16/35

615,067

100,000

London

Stock

Exchange

Group

PLC

,

Reg

S

1.625 04/06/30

116,641

500,000

Lonza

Finance

International

NV

,

Reg

S

3.875 04/24/36

563,810

700,000

L'Oreal

SA

,

Reg

S

2.875 05/19/28

802,975

200,000

LSEG

Finance

PLC

,

Reg

S

4.875 09/19/32

256,502

200,000

Lseg

Netherlands

BV

,

Reg

S

4.231 09/29/30

235,889

300,000

Lseg

Netherlands

BV

,

Reg

S

3.000 11/06/31

333,448

100,000

LVMH

Moet

Hennessy

Louis

Vuitton

SE

,

Reg

S

1.125 02/11/27

127,828

100,000

LVMH

Moet

Hennessy

Louis

Vuitton

SE

,

Reg

S

3.250 09/07/29

115,136

500,000

LVMH

Moet

Hennessy

Louis

Vuitton

SE

,

Reg

S

3.000 03/07/32

560,561

700,000

LVMH

Moet

Hennessy

Louis

Vuitton

SE

,

Reg

S

3.500 09/07/33

802,559

200,000

Magna

International

Inc

3.625 05/21/31

228,331

200,000

Magna

International

Inc

4.375 03/17/32

236,421

200,000

Magnum

Icc

Finance

BV

,

Reg

S

3.250 11/26/31

223,918

300,000

Magnum

Icc

Finance

BV

,

Reg

S

4.000 11/26/37

331,231

500,000

Manchester

Airport

Group

Funding

PLC

,

Reg

S

4.750 03/31/34

624,539

1,000,000

McDonald's

Corp

,

Reg

S

3.500 05/21/32

1,136,669

100,000

McDonald's

Corp

,

Reg

S

3.750 05/31/38

105,938

400,000

McDonald's

Corp

,

Reg

S

4.125 06/11/54

358,581

200,000

McKesson

Corp

3.125 02/17/29

250,864

300,000

Mediocredito

Centrale

-

Banca

Del

Mezzogiorno

SpA

,

Reg

S

3.250 03/04/30

339,058

300,000

Medtronic

Global

Holdings

SCA

0.750 10/15/32

288,083

200,000

Medtronic

Global

Holdings

SCA

1.500 07/02/39

167,658

200,000

Medtronic

Global

Holdings

SCA

1.375 10/15/40

156,817

200,000

Medtronic

Inc

3.875 10/15/36

228,794

540,000

Medtronic

Inc

4.200 10/15/45

593,904

400,000

Medtronic

Inc

4.150 10/15/53

426,342

100,000

Mercedes-Benz

Finance

Canada

Inc

,

Reg

S

3.000 02/23/27

115,248

1,750,000

Mercedes-Benz

Group

AG

,

Reg

S

1.375 05/11/28

1,936,685

500,000

MMS

USA

Holdings

Inc

,

Reg

S

1.750 06/13/31

519,116

500,000

Mondelez

International

Inc

0.750 03/17/33

469,532

300,000

Mondelez

International

Inc

2.375 03/06/35

303,326

450,000

Mondi

Finance

Europe

GmbH

,

Reg

S

2.375 04/01/28

503,333

500,000

Montreal

Gateway

Terminals

Partnership

4.563 12/31/32

364,152

200,000

Motability

Operations

Group

PLC

,

Reg

S

3.875 01/24/34

226,420

500,000

Motability

Operations

Group

PLC

,

Reg

S

4.250 06/17/35

575,290

300,000

Motability

Operations

Group

PLC

,

Reg

S

5.750 06/17/51

353,628

300,000

Motability

Operations

Group

PLC

,

Reg

S

5.625 01/24/54

343,539

100,000

MSD

Netherlands

Capital

BV

3.700 05/30/44

104,901

540,000

MSD

Netherlands

Capital

BV

3.750 05/30/54

538,731

400,000

Nats

En

Route

PLC

,

Reg

S

1.750 09/30/33

411,842

400,000

Nestle

Capital

Corp

,

Reg

S

4.750 03/22/36

496,581

150,000

Nestle

Capital

Markets

SA

,

Reg

S

2.125 07/15/30

197,179

500,000

Nestle

Capital

Markets

SA

2.125 06/28/38

687,767

2,000,000

Nestle

Finance

International

Ltd

,

Reg

S

0.375 05/12/32

1,935,795

600,000

Netflix

Inc

,

Reg

S

3.625 06/15/30

695,850

200,000

Next

Group

PLC

,

Reg

S

3.625 05/18/28

255,695

600,000

Novartis

Finance

SA

,

Reg

S

0.000 09/23/28

639,852

700,000

Novo

Nordisk

Finance

Netherlands

BV

,

Reg

S

3.250 01/21/31

799,674

600,000

Novo

Nordisk

Finance

Netherlands

BV

,

Reg

S

3.375 05/21/34

670,634

200,000

NTT

Finance

Corp

,

Reg

S

2.906 03/16/29

227,540

250,000

NTT

Finance

Corp

,

Reg

S

3.678 07/16/33

284,773

400,000

NTT

Finance

Corp

,

Reg

S

4.091 07/16/37

456,922

300,000

Omnicom

Capital

Holdings

PLC

2.250 11/22/33

306,514

500,000

Orange

SA

,

Reg

S

3.250 01/15/32

590,834

1,000,000

Orange

SA

,

Reg

S

3.750 09/04/37

1,111,257

PRINCIPAL

DESCRIPTION

RATE

INDUSTRIAL

(continued)

400,000

Orange

SA

,

Reg

S

3.750 %

05/13/38

$

440,748

700,000

(b) Orange

SA

,

Reg

S

5.375 N/A

833,061

300,000

Pearson

Funding

PLC

,

Reg

S

3.750 06/04/30

371,641

200,000

PepsiCo

Inc

3.550 07/22/34

235,252

740,000

PepsiCo

Inc

4.050 07/28/55

794,739

300,000

Pernod

Ricard

SA

,

Reg

S

3.250 03/03/32

334,100

200,000

Pernod

Ricard

SA

,

Reg

S

3.250 02/04/33

220,118

200,000

Pernod

Ricard

SA

,

Reg

S

3.625 05/07/34

222,931

200,000

Pernod

Ricard

SA

,

Reg

S

3.750 02/04/37

218,971

500,000

Pfizer

Inc

,

Reg

S

2.735 06/15/43

420,285

500,000

Pfizer

Netherlands

International

Finance

BV

3.250 05/19/32

566,752

840,000

Philip

Morris

International

Inc

1.450 08/01/39

677,216

500,000

Pluxee

NV

,

Reg

S

3.500 09/04/28

575,281

500,000

PPG

Industries

Inc

3.250 03/04/32

557,322

200,000

Procter

&

Gamble

Co/The

1.800 05/03/29

243,254

500,000

Procter

&

Gamble

Co/The

2.900 11/03/33

554,619

300,000

Procter

&

Gamble

Co/The

3.650 11/03/45

325,374

200,000

Prosegur

Cash

SA

3.380 10/09/30

225,682

500,000

Prosus

NV

,

Reg

S

1.288 07/13/29

531,455

250,000

Prosus

NV

,

Reg

S

2.778 01/19/34

256,264

800,000

Proximus

SADP

,

Reg

S

0.750 11/17/36

678,477

300,000

RAC

Bond

Co

PLC

,

Reg

S

8.250 11/06/28

418,104

300,000

RCI

Banque

SA

,

Reg

S

3.500 01/17/28

345,996

900,000

RCI

Banque

SA

,

Reg

S

3.625 11/03/32

1,003,924

400,000

Reckitt

Benckiser

Treasury

Services

PLC

,

Reg

S

1.750 05/19/32

432,165

540,000

Reckitt

Benckiser

Treasury

Services

PLC

,

Reg

S

3.875 09/14/33

624,748

500,000

RELX

Finance

BV

,

Reg

S

3.375 03/20/33

560,641

100,000

Richemont

International

Holding

SA

,

Reg

S

1.500 03/26/30

106,970

100,000

Richemont

International

Holding

SA

,

Reg

S

1.125 05/26/32

100,152

450,000

Richemont

International

Holding

SA

,

Reg

S

2.000 03/26/38

422,585

400,000

Rio

Tinto

Finance

PLC

,

Reg

S

4.000 12/11/29

509,214

235,000

RMPA

Services

PLC

,

Reg

S

5.337 09/30/38

307,343

100,000

Robert

Bosch

Finance

LLC

,

Reg

S

2.750 05/28/28

113,626

300,000

Robert

Bosch

GmbH

,

Reg

S

3.625 06/02/30

345,498

200,000

Robert

Bosch

GmbH

,

Reg

S

4.000 06/02/35

228,442

400,000

Robert

Bosch

GmbH

,

Reg

S

4.375 06/02/43

439,991

540,000

Roche

Finance

Europe

BV

,

Reg

S

3.586 12/04/36

614,587

100,000

Roche

Kapitalmarkt

AG

,

Reg

S

0.750 02/25/31

124,272

500,000

Roche

Kapitalmarkt

AG

,

Reg

S

1.098 09/06/34

629,961

100,000

Rogers

Communications

Inc

5.700 09/21/28

74,979

100,000

Rogers

Communications

Inc

3.750 04/15/29

71,690

400,000

Rogers

Communications

Inc

5.900 09/21/33

312,138

700,000

Rogers

Communications

Inc

5.250 04/15/52

488,332

400,000

Rolls-Royce

PLC

,

Reg

S

5.750 10/15/27

532,262

200,000

Sandoz

Group

AG

,

Reg

S

2.125 11/17/26

251,308

1,000,000

Sanofi

SA

,

Reg

S

1.125 04/05/28

1,107,804

600,000

SAP

SE

,

Reg

S

1.625 03/10/31

635,177

600,000

Sartorius

Finance

BV

,

Reg

S

4.875 09/14/35

714,209

1,200,000

Schneider

Electric

SE

,

Reg

S

3.624 09/02/37

1,341,284

300,000

Schroders

PLC

,

Reg

S

6.346 07/18/34

403,714

900,000

Siemens

Financieringsmaatschappij

NV

,

Reg

S

0.125 09/05/29

936,476

1,400,000

Siemens

Financieringsmaatschappij

NV

,

Reg

S

1.375 09/06/30

1,501,497

360,000

Sienna

Senior

Living

Inc

3.524 12/18/28

256,281

100,000

Sika

Capital

BV

,

Reg

S

3.750 11/03/26

115,792

400,000

Silfin

NV

,

Reg

S

5.125 07/17/30

476,038

360,000

Smiths

Group

PLC

,

Reg

S

3.625 11/13/33

399,741

300,000

Smurfit

Kappa

Treasury

ULC

,

Reg

S

0.500 09/22/29

312,163

200,000

Smurfit

Kappa

Treasury

ULC

3.489 11/24/31

225,369

400,000

Societatea

Nationala

de

Gaze

Naturale

ROMGAZ

SA

,

Reg

S

4.625 11/04/31

454,098

200,000

Sodexo

SA

,

Reg

S

1.750 06/26/28

244,843

600,000

Stellantis

NV

,

Reg

S

4.250 06/16/31

674,972

660,000

Stellantis

NV

,

Reg

S

3.750 03/19/36

669,779

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

INDUSTRIAL

(continued)

660,000

Stryker

Corp

3.375 %

12/11/28

$

760,572

500,000

Sydney

Airport

Finance

Co

Pty

Ltd

,

Reg

S

4.375 05/03/33

589,399

100,000

Syensqo

SA

,

Reg

S

3.375 05/28/31

112,494

200,000

Syensqo

SA

,

Reg

S

4.000 05/28/35

223,384

400,000

Tabcorp

Finance

Pty

Ltd

,

Reg

S

5.991 05/28/31

266,565

200,000

Takeda

Pharmaceutical

Co

Ltd

1.375 07/09/32

200,133

540,000

Takeda

Pharmaceutical

Co

Ltd

2.000 07/09/40

466,547

1,500,000

Telefonica

Emisiones

SA

,

Reg

S

3.724 01/23/34

1,675,481

300,000

Teleperformance

SE

,

Reg

S

0.250 11/26/27

326,378

800,000

Telstra

Group

Ltd

5.650 03/06/34

544,615

100,000

TELUS

Corp

2.350 01/27/28

70,308

400,000

TELUS

Corp

3.300 05/02/29

284,329

400,000

TELUS

Corp

5.250 11/15/32

301,676

400,000

TELUS

Corp

5.100 02/15/34

297,615

300,000

TELUS

Corp

5.650 09/13/52

220,681

220,000

Tesco

Corporate

Treasury

Services

PLC

,

Reg

S

2.750 04/27/30

263,397

400,000

Tesco

Corporate

Treasury

Services

PLC

,

Reg

S

3.500 10/13/33

446,656

200,000

Tesco

Corporate

Treasury

Services

PLC

,

Reg

S

5.500 02/27/35

254,743

500,000

Thales

SA

,

Reg

S

4.250 10/18/31

595,540

1,260,000

Thermo

Fisher

Scientific

Finance

I

BV

3.628 12/01/35

1,422,969

300,000

Thermo

Fisher

Scientific

Inc

,

Reg

S

1.418 03/07/33

377,549

250,000

Thermo

Fisher

Scientific

Inc

2.038 03/07/36

329,401

500,000

Time

Warner

Cable

LLC

5.250 07/15/42

532,321

460,000

Timken

Co/The

4.125 05/23/34

516,708

100,000

T-Mobile

USA

Inc

3.150 02/11/32

111,725

700,000

T-Mobile

USA

Inc

3.500 02/11/37

757,464

800,000

Toyota

Credit

Canada

Inc

3.650 08/19/30

569,439

200,000

Toyota

Motor

Credit

Corp

,

Reg

S

0.750 11/19/26

257,435

300,000

Toyota

Motor

Credit

Corp

,

Reg

S

4.050 09/13/29

351,428

500,000

Toyota

Motor

Credit

Corp

,

Reg

S

3.625 07/15/31

576,829

300,000

Toyota

Motor

Finance

Netherlands

BV

,

Reg

S

3.125 07/11/29

341,629

300,000

Transurban

Finance

Co

Pty

Ltd

,

Reg

S

4.143 04/17/35

348,131

340,000

Transurban

Finance

Co

Pty

Ltd

,

Reg

S

3.974 03/12/36

387,833

400,000

Traton

Finance

Luxembourg

SA

,

Reg

S

5.625 01/16/29

527,892

300,000

Unilever

Capital

Corp

,

Reg

S

2.875 10/31/32

333,376

700,000

Unilever

Capital

Corp

,

Reg

S

3.500 10/31/37

770,914

300,000

Unilever

PLC

,

Reg

S

1.875 09/15/29

362,254

750,000

Unilever

PLC

,

Reg

S

1.500 06/11/39

651,307

400,000

United

Parcel

Service

Inc

,

Reg

S

5.125 02/12/50

457,882

420,000

University

College

London

,

Reg

S

1.625 06/04/61

194,890

320,000

University

of

Leeds

,

Reg

S

3.125 12/19/50

258,739

500,000

University

of

Liverpool

,

Reg

S

3.375 06/25/55

411,402

400,000

University

of

Manchester

,

Reg

S

4.250 07/04/53

392,037

420,000

University

of

Southampton

,

Reg

S

2.250 04/11/57

255,155

600,000

Verallia

SA

,

Reg

S

4.375 11/14/33

664,498

200,000

Verizon

Communications

Inc

,

Reg

S

2.350 03/23/28

129,235

400,000

Verizon

Communications

Inc

2.500 05/16/30

272,839

200,000

Verizon

Communications

Inc

,

Reg

S

0.555 03/24/31

244,112

200,000

Verizon

Communications

Inc

3.500 06/28/32

226,818

300,000

Verizon

Communications

Inc

3.250 10/29/32

334,753

660,000

Verizon

Communications

Inc

3.750 02/28/36

737,515

300,000

Verizon

Communications

Inc

3.375 10/27/36

314,219

600,000

Verizon

Communications

Inc

3.750 08/06/37

657,623

500,000

Verizon

Communications

Inc

1.875 11/03/38

412,200

300,000

Verizon

Communications

Inc

4.050 03/22/51

175,406

300,000

Verizon

Communications

Inc

3.996 06/15/56

334,262

400,000

Vinci

SA

,

Reg

S

2.750 09/15/34

435,999

100,000

Visa

Inc

2.250 05/15/28

112,947

600,000

Visa

Inc

3.125 05/15/33

672,551

600,000

Vodafone

Group

PLC

,

Reg

S

5.125 12/02/52

637,111

300,000

Vodafone

International

Financing

DAC

,

Reg

S

3.375 08/01/33

334,160

560,000

Vodafone

International

Financing

DAC

,

Reg

S

3.750 12/02/34

632,023

PRINCIPAL

DESCRIPTION

RATE

INDUSTRIAL

(continued)

300,000

Volkswagen

Bank

GmbH

,

Reg

S

4.375 %

05/03/28

$

350,471

1,100,000

Volkswagen

Bank

GmbH

,

Reg

S

3.500 06/19/31

1,242,573

500,000

Volkswagen

Financial

Services

AG

,

Reg

S

3.625 05/19/29

573,410

200,000

Volkswagen

Financial

Services

NV

,

Reg

S

2.125 01/18/28

249,562

400,000

(b) Volkswagen

International

Finance

NV

,

Reg

S

7.500 N/A

488,600

900,000

(b) Volkswagen

International

Finance

NV

,

Reg

S

7.875 N/A

1,148,146

500,000

Volkswagen

Leasing

GmbH

,

Reg

S

3.875 10/11/28

580,913

305,000

Wabtec

Transportation

Netherlands

BV

1.250 12/03/27

339,573

50,000

Walmart

Inc

,

Reg

S

5.625 03/27/34

68,017

600,000

Walmart

Inc

5.250 09/28/35

787,614

600,000

Werfen

SA/Spain

,

Reg

S

3.625 02/12/32

677,960

300,000

Wesfarmers

Ltd

,

Reg

S

3.277 06/10/32

335,729

300,000

Wise

Financing

PLC

,

Reg

S

5.100 11/25/30

387,327

200,000

Wolters

Kluwer

NV

,

Reg

S

3.250 03/18/29

229,260

300,000

Wolters

Kluwer

NV

,

Reg

S

3.375 03/20/32

335,305

560,000

Woolworths

Group

Ltd

,

Reg

S

3.750 10/25/32

635,744

600,000

WPP

Finance

2013

,

Reg

S

3.625 09/12/29

687,936

500,000

WSP

Global

Inc

4.586 01/22/36

350,217

TOTAL

INDUSTRIAL

196,486,325

SOVEREIGN

DEBT

-

0.2%

54,000,000

European

Bank

for

Reconstruction

&

Development

2.750 04/27/32

8,289,012

300,000

Merseylink

Issuer

PLC

,

Reg

S

3.842 03/31/43

331,878

TOTAL

SOVEREIGN

DEBT

8,620,890

UTILITY

-

2.2%

300,000

Affinity

Water

Finance

PLC

,

Reg

S

4.500 03/31/36

346,762

200,000

Air

Products

and

Chemicals

Inc

3.250 06/16/32

224,228

800,000

(b) Alliander

NV

,

Reg

S

4.125 N/A

881,543

300,000

AltaGas

Ltd

3.025 11/10/27

213,524

2,660,000

Ameren

Illinois

Co

,

Reg

S

5.550 07/01/54

3,090,167

1,100,000

Amprion

GmbH

,

Reg

S

4.000 09/30/40

1,200,368

300,000

Anglian

Water

Osprey

Financing

PLC

,

Reg

S

6.750 08/27/31

399,029

500,000

Anglian

Water

Services

Financing

PLC

,

Reg

S

6.250 09/12/44

602,024

300,000

Ausgrid

Finance

Pty

Ltd

,

Reg

S

5.946 12/10/35

200,306

800,000

AusNet

Services

Holdings

Pty

Ltd

,

Reg

S

5.981 05/16/34

543,059

360,000

AXA

Logistics

Europe

Master

SCA

,

Reg

S

3.375 05/13/31

404,303

300,000

Bazalgette

Finance

Plc

,

Reg

S

2.375 11/29/27

376,464

300,000

BP

Capital

Markets

BV

,

Reg

S

4.323 05/12/35

353,697

240,000

BP

Capital

Markets

BV

,

Reg

S

0.933 12/04/40

172,599

400,000

BP

Capital

Markets

PLC

,

Reg

S

2.519 04/07/28

453,393

250,000

BP

Capital

Markets

PLC

,

Reg

S

4.751 08/28/29

167,583

300,000

BP

Capital

Markets

PLC

,

Reg

S

1.231 05/08/31

306,826

300,000

BP

Capital

Markets

PLC

,

Reg

S

2.822 04/07/32

329,605

300,000

BP

Capital

Markets

PLC

,

Reg

S

5.439 08/28/34

196,458

400,000

BP

Capital

Markets

PLC

,

Reg

S

5.773 05/25/38

521,708

100,000

(b) BP

Capital

Markets

PLC

,

Reg

S

4.250 N/A

130,004

300,000

Brookfield

Renewable

Partners

ULC

5.204 01/15/56

206,820

1,000,000

Bruce

Power

LP

4.410 12/21/35

705,277

400,000

Cadent

Finance

PLC

,

Reg

S

5.750 03/14/34

522,066

600,000

Canadian

Natural

Resources

Ltd

3.750 02/08/31

426,993

500,000

Canadian

Utilities

Ltd

5.450 12/22/55

352,521

600,000

Capital

Power

Corp

4.231 01/14/33

423,459

600,000

Cenovus

Energy

Inc

4.600 11/20/35

428,923

300,000

China

Three

Gorges

International

Ltd

,

Reg

S

2.875 12/01/30

339,363

800,000

Coastal

Gaslink

Pipeline

LP

5.857 03/30/49

623,685

300,000

Contact

Energy

Ltd

,

Reg

S

3.537 11/03/32

335,957

900,000

CU

Inc

4.085 09/02/44

582,609

170,000

Derby

Healthcare

PLC

5.564 06/30/41

215,675

200,000

Dolomiti

Energia

SpA

3.500 10/09/30

230,324

550,000

DWR

Cymru

Financing

UK

PLC

,

Reg

S

2.500 03/31/36

526,299

200,000

E.ON

SE

,

Reg

S

3.500 04/16/33

227,238

300,000

E.ON

SE

,

Reg

S

3.875 01/12/35

345,994

1,000,000

E.ON

SE

,

Reg

S

4.000 01/16/40

1,122,006

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

UTILITY

(continued)

800,000

E.ON

SE

,

Reg

S

4.125 %

03/25/44

$

896,650

300,000

Eastern

Power

Networks

PLC

,

Reg

S

5.375 10/02/39

367,693

400,000

EDP

Finance

BV

,

Reg

S

1.875 09/21/29

437,731

400,000

EDP

Servicios

Financieros

Espana

SA

,

Reg

S

3.125 12/03/31

448,122

300,000

Electricite

de

France

SA

,

Reg

S

4.125 06/17/31

353,455

500,000

Electricite

de

France

SA

,

Reg

S

4.000 05/07/37

562,705

400,000

Electricite

de

France

SA

,

Reg

S

5.500 10/17/41

466,853

500,000

Electricite

de

France

SA

,

Reg

S

4.625 01/25/43

563,210

500,000

Electricite

de

France

SA

,

Reg

S

4.750 06/17/44

568,990

500,000

Electricite

de

France

SA

,

Reg

S

5.125 09/22/50

518,719

300,000

Electricite

de

France

SA

,

Reg

S

6.000 01/23/14

326,487

500,000

Elia

Transmission

Belgium

SA

,

Reg

S

3.500 10/08/35

552,590

500,000

Enbridge

Gas

Inc

4.160 09/12/35

353,757

300,000

Enbridge

Gas

Inc

3.200 09/15/51

158,871

500,000

Enbridge

Gas

Inc

4.840 09/12/55

346,659

150,000

Enbridge

Inc

4.900 05/26/28

110,335

800,000

Enbridge

Inc

5.320 08/22/54

563,276

700,000

Enbridge

Inc

5.150 12/17/55

496,282

100,000

ENEL

Finance

International

NV

,

Reg

S

2.625 02/24/28

114,090

600,000

ENEL

Finance

International

NV

,

Reg

S

3.000 02/24/31

673,239

750,000

ENEL

Finance

International

NV

,

Reg

S

3.875 01/23/35

852,906

900,000

ENEL

Finance

International

NV

,

Reg

S

3.500 02/24/36

986,276

100,000

Engie

SA

,

Reg

S

3.625 01/11/30

116,081

500,000

Engie

SA

,

Reg

S

3.875 12/06/33

577,059

500,000

Engie

SA

,

Reg

S

4.000 01/11/35

575,412

600,000

Engie

SA

,

Reg

S

4.500 09/06/42

685,850

300,000

Engie

SA

,

Reg

S

5.750 10/28/50

354,214

300,000

Engie

SA

,

Reg

S

5.000 10/01/60

310,543

200,000

(b) Engie

SA

,

Reg

S

4.500 N/A

220,790

600,000

(b) Engie

SA

,

Reg

S

5.125 N/A

703,017

1,600,000

Eni

SpA

,

Reg

S

3.625 01/29/29

1,863,852

300,000

ENW

Finance

PLC

,

Reg

S

4.893 11/24/32

385,057

500,000

EP

Infrastructure

AS

,

Reg

S

4.125 02/27/33

553,492

500,000

Equinor

ASA

6.125 11/27/28

680,606

500,000

Eurogrid

GmbH

,

Reg

S

3.732 10/18/35

559,362

500,000

Eurogrid

GmbH

,

Reg

S

4.165 10/16/40

553,575

100,000

FCC

Aqualia

SA

,

Reg

S

2.629 06/08/27

114,367

500,000

FLUVIUS

System

Operator

CV

,

Reg

S

3.500 03/12/35

556,043

1,000,000

Fortis

Inc/Canada

5.100 12/04/55

710,243

57,000

Gwynt

y

Mor

OFTO

PLC

,

Reg

S

2.778 02/17/34

65,945

150,000

Hydro

One

Inc

4.910 01/27/28

110,567

600,000

Hydro

One

Inc

4.250 01/04/35

432,204

800,000

Hydro

One

Inc

3.630 06/25/49

469,125

550,000

Hydro

One

Inc

4.850 11/30/54

385,920

700,000

Iberdrola

Finanzas

SA

,

Reg

S

2.625 03/30/28

799,021

900,000

Iberdrola

Finanzas

SA

,

Reg

S

3.375 11/22/32

1,021,521

700,000

Inter

Pipeline

Ltd/AB

6.590 02/09/34

563,160

500,000

Italgas

Reti

SpA

,

Reg

S

0.579 01/29/31

502,279

500,000

Italgas

Reti

SpA

,

Reg

S

4.375 06/06/33

592,209

300,000

Latvenergo

AS

,

Reg

S

3.612 11/13/30

337,145

200,000

Linde

PLC

,

Reg

S

3.750 11/20/38

221,680

300,000

National

Gas

Transmission

PLC

,

Reg

S

5.500 02/04/34

390,714

450,000

National

Grid

Electricity

Transmission

PLC

,

Reg

S

2.000 09/16/38

377,395

300,000

National

Grid

Electricity

Transmission

PLC

,

Reg

S

5.272 01/18/43

346,336

1,250,000

National

Grid

North

America

Inc

,

Reg

S

3.917 06/03/35

1,417,236

600,000

Neste

Oyj

,

Reg

S

0.750 03/25/28

658,972

500,000

NextEra

Energy

Capital

Holdings

Inc

4.670 06/12/35

359,754

500,000

NextEra

Energy

Capital

Holdings

Inc

4.496 05/15/56

553,787

600,000

Nortegas

Energia

Grupo

SL

,

Reg

S

0.905 01/22/31

589,576

400,000

North

West

Redwater

Partnership

/

NWR

Financing

Co

Ltd

,

Reg

S

2.800 06/01/31

273,022

500,000

North

West

Redwater

Partnership

/

NWR

Financing

Co

Ltd

4.850 06/01/34

372,846

500,000

North

West

Redwater

Partnership

/

NWR

Financing

Co

Ltd

,

Reg

S

4.050 07/22/44

316,950

PRINCIPAL

DESCRIPTION

RATE

UTILITY

(continued)

100,000

Northern

Gas

Networks

Finance

PLC

,

Reg

S

4.875 %

11/15/35

$

120,194

300,000

Northern

Gas

Networks

Finance

PLC

5.625 03/23/40

362,162

400,000

Northern

Powergrid

Northeast

PLC

,

Reg

S

3.250 04/01/52

323,678

200,000

Northern

Powergrid

Yorkshire

PLC

,

Reg

S

5.625 11/14/33

266,813

543,000

NORTHRIVER

MIDSTR

PI/NRM

4.866 03/10/39

379,868

100,000

Northumbrian

Water

Finance

PLC

,

Reg

S

4.500 02/14/31

125,468

300,000

Northumbrian

Water

Finance

PLC

,

Reg

S

5.375 07/22/32

384,858

100,000

Northumbrian

Water

Finance

PLC

,

Reg

S

6.375 10/28/34

134,404

600,000

NSW

Electricity

Networks

Finance

Pty

Ltd

,

Reg

S

6.296 11/20/55

393,059

800,000

OMV

AG

,

Reg

S

2.375 04/09/32

874,502

300,000

Oncor

Electric

Delivery

Co

LLC

,

Reg

S

3.625 06/15/34

337,165

37,000

Ontario

Power

Generation

Inc

2.977 09/13/29

26,039

600,000

Orsted

AS

,

Reg

S

5.750 04/09/40

721,074

600,000

Pembina

Pipeline

Corp

,

Reg

S

4.020 03/27/28

433,610

200,000

Quadgas

Finance

PLC

,

Reg

S

3.375 09/17/29

244,247

500,000

Redeia

Corp

SA

,

Reg

S

3.375 07/09/32

562,185

800,000

(b) Repsol

International

Finance

BV

,

Reg

S

4.247 N/A

926,124

700,000

RWE

AG

,

Reg

S

3.625 01/10/32

812,551

950,000

Scottish

Hydro

Electric

Transmission

PLC

,

Reg

S

3.375 09/04/32

1,069,515

500,000

Scottish

Hydro

Electric

Transmission

PLC

,

Reg

S

5.500 01/15/44

591,748

100,000

Severn

Trent

Utilities

Finance

PLC

,

Reg

S

6.250 06/07/29

136,164

450,000

Severn

Trent

Utilities

Finance

PLC

,

Reg

S

5.250 04/04/36

559,916

300,000

SGSP

Australia

Assets

Pty

Ltd

,

Reg

S

3.375 10/08/32

335,405

1,200,000

Shell

International

Finance

BV

,

Reg

S

0.875 11/08/39

911,402

300,000

Slovenske

Elektrarne

AS

,

Reg

S

3.875 11/20/32

336,447

1,000,000

Snam

SpA

,

Reg

S

0.750 06/17/30

1,033,241

300,000

Societatea

Energetica

Electrica

SA

,

Reg

S

4.375 07/14/30

342,790

220,000

South

Eastern

Power

Networks

PLC

,

Reg

S

1.750 09/30/34

215,221

320,000

South

West

Water

Finance

PLC

,

Reg

S

5.750 12/11/32

421,293

100,000

Southern

Gas

Networks

PLC

,

Reg

S

1.250 12/02/31

105,811

340,000

Southern

Gas

Networks

PLC

,

Reg

S

3.100 09/15/36

341,894

700,000

Suez

SACA

,

Reg

S

4.500 11/13/33

827,754

300,000

Suez

SACA

,

Reg

S

6.625 10/05/43

393,886

500,000

Suncor

Energy

Inc

3.550 11/14/30

353,875

600,000

SW

Finance

I

PLC

,

Reg

S

6.875 08/07/32

804,619

200,000

SW

Finance

I

PLC

,

Reg

S

3.000 05/28/37

185,082

256,000

TC

Dudgeon

Ofto

PLC

,

Reg

S

3.158 11/12/38

287,658

2,000,000

Telia

Co

AB

,

Reg

S

4.790 03/06/34

198,239

500,000

Tennet

Netherlands

BV

,

Reg

S

1.750 06/04/27

569,799

600,000

Terega

SA

,

Reg

S

4.000 09/17/34

676,783

300,000

TotalEnergies

Capital

International

SA

,

Reg

S

3.647 07/01/35

338,347

500,000

TotalEnergies

Capital

International

SA

,

Reg

S

4.060 07/01/40

560,680

1,000,000

TotalEnergies

Capital

International

SA

,

Reg

S

3.852 03/03/45

1,047,840

300,000

(b) TotalEnergies

SE

,

Reg

S

4.500 N/A

338,720

200,000

(b) TotalEnergies

SE

,

Reg

S

4.120 N/A

229,117

200,000

TransCanada

PipeLines

Ltd

3.800 04/05/27

143,854

200,000

TransCanada

PipeLines

Ltd

,

Reg

S

5.277 07/15/30

150,987

200,000

TransCanada

PipeLines

Ltd

4.575 02/20/35

143,615

500,000

TransCanada

PipeLines

Ltd

,

Reg

S

4.340 10/15/49

307,123

700,000

TransCanada

PipeLines

Ltd

5.127 11/19/55

479,790

600,000

Transport

for

London

,

Reg

S

3.625 05/15/45

576,241

360,000

TriSummit

Utilities

Inc

3.710 02/14/31

254,457

650,000

United

Utilities

Water

Finance

PLC

,

Reg

S

1.750 02/10/38

536,187

300,000

United

Utilities

Water

Finance

PLC

,

Reg

S

1.875 06/03/42

214,739

100,000

Veolia

Environnement

SA

,

Reg

S

1.625 09/17/30

105,635

300,000

Veolia

Environnement

SA

5.375 12/02/30

399,332

300,000

Veolia

Environnement

SA

,

Reg

S

3.324 06/17/32

336,463

600,000

Veolia

Environnement

SA

,

Reg

S

1.250 05/14/35

547,410

500,000

Veolia

Environnement

SA

,

Reg

S

3.795 06/17/37

553,495

200,000

Wales

&

West

Utilities

Finance

PLC

5.750 03/29/30

268,110

400,000

Wessex

Water

Services

Finance

PLC

,

Reg

S

6.125 09/19/34

522,797

540,000

Wintershall

Dea

Finance

BV

,

Reg

S

4.357 10/03/32

617,197

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

UTILITY

(continued)

540,000

Yorkshire

Water

Finance

PLC

,

Reg

S

6.375 %

11/18/34

$

717,678

TOTAL

UTILITY

77,641,039

TOTAL

CORPORATE

DEBT

(Cost

$854,088,062)

829,383,085

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

RELATED

-

71.7%

SOVEREIGN

DEBT

-

71.7%

$

300,000

Action

Logement

Services

,

Reg

S

3.750 11/25/35

339,077

200,000

Action

Logement

Services

,

Reg

S

4.125 10/03/38

228,697

500,000

Action

Logement

Services

,

Reg

S

3.625 05/25/43

518,478

500,000

Adif

Alta

Velocidad

,

Reg

S

3.125 01/31/30

574,286

300,000

Adif

Alta

Velocidad

,

Reg

S

3.625 04/30/35

342,508

600,000

Agence

Francaise

de

Developpement

EPIC

,

Reg

S

2.750 09/30/30

673,946

600,000

Agence

Francaise

de

Developpement

EPIC

,

Reg

S

3.375 05/25/33

677,342

700,000

Agence

Francaise

de

Developpement

EPIC

,

Reg

S

3.000 01/17/34

765,680

700,000

Agence

Francaise

de

Developpement

EPIC

,

Reg

S

3.625 01/20/35

792,646

900,000

Agence

Francaise

de

Developpement

EPIC

,

Reg

S

3.875 04/03/40

995,766

300,000

Agence

France

Locale

,

Reg

S

3.000 03/20/30

342,543

800,000

Agence

France

Locale

,

Reg

S

3.125 03/20/34

884,129

10,000,000

Asian

Development

Bank

2.500 02/15/27

1,461,103

600,000

Auckland

Council

,

Reg

S

2.950 09/28/50

199,061

1,500,000

Australia

Government

Bond

,

Reg

S

4.750 04/21/27

1,028,550

4,000,000

Australia

Government

Bond

,

Reg

S

2.750 11/21/27

2,657,297

11,200,000

Australia

Government

Bond

,

Reg

S

2.250 05/21/28

7,297,754

9,000,000

Australia

Government

Bond

,

Reg

S

2.750 11/21/28

5,874,807

11,000,000

Australia

Government

Bond

,

Reg

S

3.250 04/21/29

7,234,639

8,300,000

Australia

Government

Bond

,

Reg

S

2.750 11/21/29

5,324,422

5,800,000

Australia

Government

Bond

2.500 05/21/30

3,651,402

9,300,000

Australia

Government

Bond

,

Reg

S

1.000 12/21/30

5,384,951

6,720,000

Australia

Government

Bond

,

Reg

S

1.500 06/21/31

3,926,225

6,045,000

Australia

Government

Bond

,

Reg

S

1.000 11/21/31

3,382,761

3,669,000

Australia

Government

Bond

1.250 05/21/32

2,047,229

4,675,000

Australia

Government

Bond

,

Reg

S

1.750 11/21/32

2,651,494

5,595,000

Australia

Government

Bond

,

Reg

S

4.500 04/21/33

3,757,092

3,571,000

Australia

Government

Bond

,

Reg

S

3.000 11/21/33

2,156,585

500,000

Australia

Government

Bond

,

Reg

S

3.750 05/21/34

316,355

2,000,000

Australia

Government

Bond

,

Reg

S

4.250 06/21/34

1,310,197

1,500,000

Australia

Government

Bond

,

Reg

S

3.500 12/21/34

923,945

1,000,000

Australia

Government

Bond

,

Reg

S

4.250 12/21/35

647,024

1,500,000

Australia

Government

Bond

,

Reg

S

4.250 03/21/36

968,769

2,000,000

Australia

Government

Bond

,

Reg

S

4.250 10/21/36

1,285,856

220,000

Australia

Government

Bond

,

Reg

S

3.250 06/21/39

124,017

1,550,000

Australia

Government

Bond

,

Reg

S

2.750 05/21/41

793,817

600,000

Australia

Government

Bond

,

Reg

S

3.000 03/21/47

290,538

675,000

Australia

Government

Bond

,

Reg

S

1.750 06/21/51

231,065

600,000

Australia

Government

Bond

,

Reg

S

4.750 06/21/54

374,201

1,100,000

Australian

Capital

Territory

,

Reg

S

2.250 05/22/29

693,826

400,000

Australian

Capital

Territory

5.000 10/23/35

258,823

150,000

Australian

Capital

Territory

,

Reg

S

5.250 10/23/36

97,936

1,100,000

Autobahnen-

und

Schnell-

strassen-Finanzierungs

AG

,

Reg

S

0.100 07/16/35

942,444

200,000

Autonomous

Community

of

Madrid

Spain

,

Reg

S

3.596 04/30/33

234,565

700,000

Autonomous

Community

of

Madrid

Spain

,

Reg

S

3.462 04/30/34

810,692

500,000

Autonomous

Community

of

Madrid

Spain

,

Reg

S

3.137 04/30/35

560,502

200,000

Bank

Gospodarstwa

Krajowego

,

Reg

S

3.875 03/13/35

229,418

660,000

Bank

Gospodarstwa

Krajowego

,

Reg

S

4.250 03/18/37

766,595

300,000

Bank

Gospodarstwa

Krajowego

,

Reg

S

4.375 03/13/39

342,861

400,000

Banque

et

Caisse

d'Epargne

de

l'Etat

,

Reg

S

3.250 11/20/31

453,338

200,000

Basque

Government

,

Reg

S

0.450 04/30/32

196,047

500,000

Basque

Government

,

Reg

S

3.250 04/30/35

567,145

200,000

BNG

Bank

NV

,

Reg

S

4.500 01/31/28

263,463

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

200,000

BNG

Bank

NV

,

Reg

S

3.300 %

07/17/28

$

131,659

150,000

BNG

Bank

NV

,

Reg

S

3.300 04/26/29

97,378

500,000

BNG

Bank

NV

2.450 07/21/32

288,175

5,740,000

BNG

Bank

NV

,

Reg

S

0.000 10/05/32

5,414,890

300,000

BNG

Bank

NV

,

Reg

S

5.300 07/23/35

201,169

600,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

2.300 10/01/28

602,476

400,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

5.000 10/01/28

426,059

600,000,000

Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

0.000 04/01/29

559,124

2,480,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

5.800 10/01/29

2,705,105

1,800,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

4.700 09/01/30

1,880,589

1,100,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

6.000 04/01/33

1,211,397

500,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

7.000 05/01/34

586,870

600,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

5.800 10/01/34

654,332

450,000,000

Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

5.000 03/01/35

463,476

500,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

5.300 11/01/37

521,449

600,000,000

(a) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

,

Reg

S

6.200 10/01/40

675,867

410,000,000

Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

6.100 04/01/56

472,248

100,000

Bpifrance

SACA

,

Reg

S

2.750 02/25/29

114,091

200,000

Bpifrance

SACA

,

Reg

S

2.875 11/25/31

224,359

400,000

Bpifrance

SACA

,

Reg

S

3.000 05/25/32

448,815

600,000

Bpifrance

SACA

,

Reg

S

3.125 05/25/33

671,722

500,000

Bpifrance

SACA

,

Reg

S

3.125 07/01/33

558,680

900,000

Bpifrance

SACA

,

Reg

S

3.375 05/25/34

1,011,793

600,000

Bpifrance

SACA

,

Reg

S

3.250 05/25/35

661,345

550,000

British

Columbia

Investment

Management

Corp

3.400 06/02/30

395,789

650,000

British

Columbia

Investment

Management

Corp

4.000 06/02/35

467,275

70,000

Bulgaria

Government

International

Bond

,

Reg

S

0.375 09/23/30

70,978

200,000

Bulgaria

Government

International

Bond

,

Reg

S

3.625 09/05/32

230,425

300,000

Bulgaria

Government

International

Bond

,

Reg

S

4.500 01/27/33

363,177

300,000

Bulgaria

Government

International

Bond

,

Reg

S

3.500 05/07/34

339,094

300,000

Bulgaria

Government

International

Bond

,

Reg

S

3.375 07/18/35

330,693

300,000

Bulgaria

Government

International

Bond

,

Reg

S

4.875 05/13/36

368,711

300,000

Bulgaria

Government

International

Bond

,

Reg

S

4.125 05/07/38

337,420

700,000

Bulgaria

Government

International

Bond

,

Reg

S

4.250 09/05/44

775,236

300,000

Bulgaria

Government

International

Bond

,

Reg

S

4.125 07/18/45

322,668

3,050,000

Bundesobligation

,

Reg

S

1.300 10/15/27

3,446,897

1,150,000

Bundesobligation

,

Reg

S

1.300 10/15/27

1,299,610

3,500,000

Bundesobligation

,

Reg

S

2.200 04/13/28

4,000,033

2,550,000

Bundesobligation

,

Reg

S

2.400 10/19/28

2,922,055

4,100,000

Bundesobligation

,

Reg

S

2.100 04/12/29

4,652,024

5,000,000

Bundesobligation

,

Reg

S

2.100 04/12/29

5,672,739

4,600,000

Bundesobligation

,

Reg

S

2.500 10/11/29

5,270,776

2,250,000

Bundesobligation

,

Reg

S

2.400 04/18/30

2,563,756

2,900,000

Bundesobligation

,

Reg

S

2.200 10/10/30

3,269,425

3,500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.500 02/15/28

3,880,116

2,000,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

4.750 07/04/28

2,411,511

1,550,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.250 08/15/28

1,690,891

2,000,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 11/15/28

2,154,850

1,500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.250 02/15/29

1,616,962

1,500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 08/15/29

1,583,394

1,750,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.100 11/15/29

1,976,861

1,200,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

6.250 01/04/30

1,557,555

1,000,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 02/15/30

1,040,605

800,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 08/15/30

820,957

500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 08/15/30

513,659

3,050,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.400 11/15/30

3,466,078

1,800,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

5.500 01/04/31

2,328,863

500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 02/15/31

506,042

750,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 08/15/31

747,977

1,000,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 08/15/31

996,949

800,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 02/15/32

785,429

800,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

1.700 08/15/32

864,068

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

2,690,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.500 %

11/15/32

$

3,037,414

950,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.300 02/15/33

1,057,752

750,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.300 02/15/33

835,266

1,080,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.200 02/15/34

1,182,866

1,000,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

4.750 07/04/34

1,306,365

765,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.600 08/15/34

859,576

500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.500 02/15/35

555,923

410,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 05/15/35

361,066

630,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 05/15/36

534,545

480,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

4.000 01/04/37

600,014

520,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

1.000 05/15/38

468,306

750,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

4.250 07/04/39

959,335

500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

4.750 07/04/40

671,540

500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.600 05/15/41

526,714

1,000,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.500 07/04/44

1,012,496

500,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.500 08/15/46

499,067

65,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 08/15/50

32,860

55,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

0.000 08/15/52

26,019

180,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

1.800 08/15/53

147,449

170,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

1.800 08/15/53

139,494

175,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.500 08/15/54

167,094

305,000

Bundesrepublik

Deutschland

Bundesanleihe

,

Reg

S

2.900 08/15/56

314,372

200,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

0.000 11/25/26

226,657

400,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

3.000 05/25/28

461,736

300,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

2.375 09/24/28

340,923

300,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

2.750 02/25/29

343,391

500,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

0.600 11/25/29

528,125

700,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

3.125 03/01/30

807,364

400,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

2.875 05/25/30

456,832

400,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

3.000 11/25/31

453,886

1,000,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

0.450 01/19/32

981,614

1,000,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

1.500 05/25/32

1,034,235

1,900,000

Caisse

d'Amortissement

de

la

Dette

Sociale

,

Reg

S

2.750 11/25/32

2,102,612

400,000

Caisse

des

Depots

et

Consignations

,

Reg

S

4.000 01/17/29

517,961

300,000

Caisse

des

Depots

et

Consignations

,

Reg

S

3.125 05/25/33

336,973

400,000

Caisse

des

Depots

et

Consignations

,

Reg

S

3.125 05/25/35

439,148

200,000

Caisse

Francaise

de

Financement

Local

SA

,

Reg

S

2.750 10/03/31

224,326

200,000

Caisse

Francaise

de

Financement

Local

SA

,

Reg

S

2.875 09/08/32

224,242

500,000

Caisse

Francaise

de

Financement

Local

SA

,

Reg

S

3.000 05/24/33

561,772

300,000

Caisse

Francaise

de

Financement

Local

SA

,

Reg

S

3.125 07/20/33

339,274

600,000

Caisse

Francaise

de

Financement

Local

SA

,

Reg

S

3.125 11/24/33

677,065

1,100,000

Caisse

Francaise

de

Financement

Local

SA

,

Reg

S

3.250 04/17/35

1,239,346

600,000

Caisse

Francaise

de

Financement

Local

SA

,

Reg

S

0.125 02/15/36

495,480

500,000

(a) Canada

Housing

Trust

No

2.350 06/15/27

356,691

800,000

(a) Canada

Housing

Trust

No

3.600 12/15/27

580,669

70,000

(a) Canada

Housing

Trust

No

2.650 12/15/28

49,756

1,060,000

(a) Canada

Housing

Trust

No

4.250 12/15/28

784,881

1,045,000

(a) Canada

Housing

Trust

No

3.700 06/15/29

764,384

1,600,000

(a) Canada

Housing

Trust

No

2.900 12/15/29

1,139,084

750,000

(a) Canada

Housing

Trust

No

1.750 06/15/30

508,047

1,000,000

(a) Canada

Housing

Trust

No

2.850 06/15/30

708,337

1,000,000

Canada

Housing

Trust

No

2.850 12/15/30

706,087

1,000,000

(a) Canada

Housing

Trust

No

1.900 03/15/31

673,598

445,000

(a) Canada

Housing

Trust

No

2.450 12/15/31

304,805

1,395,000

(a) Canada

Housing

Trust

No

3.550 09/15/32

1,008,532

1,122,000

(a) Canada

Housing

Trust

No

3.650 06/15/33

812,772

2,900,000

(a) Canada

Housing

Trust

No

4.250 03/15/34

2,177,779

3,200,000

(a) Canada

Housing

Trust

No

3.500 12/15/34

2,273,925

1,000,000

Canada

Housing

Trust

No

3.450 03/15/35

706,152

3,200,000

Canada

Housing

Trust

No

3.600 09/15/35

2,278,465

2,500,000

Canada

Housing

Trust

No

3.500 03/15/36

1,757,533

1,300,000

Canadian

Government

Bond

1.250 03/01/27

920,391

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

500,000

Canadian

Government

Bond

2.750 %

05/01/27

$

358,608

2,000,000

Canadian

Government

Bond

1.000 06/01/27

1,405,568

1,870,000

Canadian

Government

Bond

2.500 08/01/27

1,335,913

3,000,000

Canadian

Government

Bond

2.750 09/01/27

2,149,733

4,000,000

Canadian

Government

Bond

2.500 11/01/27

2,853,384

6,600,000

Canadian

Government

Bond

2.250 02/01/28

4,681,268

6,000,000

Canadian

Government

Bond

3.500 03/01/28

4,352,563

3,000,000

Canadian

Government

Bond

2.000 06/01/28

2,111,834

11,300,000

Canadian

Government

Bond

3.250 09/01/28

8,166,964

11,500,000

Canadian

Government

Bond

4.000 03/01/29

8,484,232

1,000,000

Canadian

Government

Bond

2.250 06/01/29

701,465

7,600,000

Canadian

Government

Bond

3.500 09/01/29

5,536,174

10,000,000

Canadian

Government

Bond

2.750 03/01/30

7,093,261

3,000,000

Canadian

Government

Bond

1.250 06/01/30

2,000,760

1,580,000

Canadian

Government

Bond

2.750 09/01/30

1,117,837

1,500,000

Canadian

Government

Bond

0.500 12/01/30

955,645

5,500,000

Canadian

Government

Bond

2.750 03/01/31

3,880,563

5,000,000

Canadian

Government

Bond

1.500 06/01/31

3,308,552

1,600,000

Canadian

Government

Bond

1.500 12/01/31

1,048,395

2,750,000

Canadian

Government

Bond

2.500 12/01/32

1,882,998

2,000,000

Canadian

Government

Bond

2.750 06/01/33

1,384,501

3,500,000

Canadian

Government

Bond

3.250 12/01/33

2,495,758

3,300,000

Canadian

Government

Bond

3.000 06/01/34

2,305,022

1,740,000

Canadian

Government

Bond

3.250 12/01/34

1,233,778

2,750,000

Canadian

Government

Bond

3.250 06/01/35

1,943,415

6,350,000

Canadian

Government

Bond

3.250 12/01/35

4,470,367

3,400,000

Canadian

Government

Bond

3.500 12/01/45

2,342,761

1,500,000

Canadian

Government

Bond

2.000 12/01/51

747,404

2,500,000

Canadian

Government

Bond

1.750 12/01/53

1,144,692

2,230,000

Canadian

Government

Bond

2.750 12/01/55

1,279,180

1,750,000

Canadian

Government

Bond

3.500 12/01/57

1,166,520

400,000

Canton

of

Zurich

,

Reg

S

2.000 07/29/38

566,654

500,000

Cassa

Depositi

e

Prestiti

SpA

,

Reg

S

3.375 02/11/32

568,052

500,000

Cassa

Depositi

e

Prestiti

SpA

,

Reg

S

3.500 10/27/35

549,232

600,000

CDP

Financial

Inc

,

Reg

S

4.100 06/13/30

394,436

500,000

CDP

Financial

Inc

,

Reg

S

3.650 06/02/34

354,171

1,000,000

CDP

Financial

Inc

,

Reg

S

3.650 06/02/35

699,796

500,000

Chile

Government

International

Bond

3.875 07/09/31

577,518

700,000

Chile

Government

International

Bond

3.750 01/14/32

800,754

500,000

Chile

Government

International

Bond

3.375 04/14/32

559,586

500,000

Chile

Government

International

Bond

4.125 07/05/34

579,768

250,000

Chile

Government

International

Bond

3.800 07/01/35

280,248

200,000

China

Government

International

Bond

,

Reg

S

0.125 11/17/28

216,762

800,000

China

Government

International

Bond

,

Reg

S

0.250 11/25/30

818,785

500,000

China

Government

International

Bond

,

Reg

S

0.500 11/12/31

504,936

200,000

China

Government

International

Bond

,

Reg

S

0.625 11/25/35

184,244

800,000

City

of

Montreal

Canada

3.500 12/01/38

519,807

500,000

City

of

Montreal

Canada

4.400 12/01/43

340,615

300,000

City

of

Toronto

Canada

3.500 06/02/36

204,352

1,000,000

City

of

Toronto

Canada

4.500 03/11/55

674,472

500,000

CPPIB

Capital

Inc

,

Reg

S

3.600 06/02/29

363,570

250,000

CPPIB

Capital

Inc

,

Reg

S

3.125 06/11/29

289,813

250,000

CPPIB

Capital

Inc

,

Reg

S

1.125 12/14/29

291,745

500,000

CPPIB

Capital

Inc

,

Reg

S

3.350 12/02/30

359,285

500,000

CPPIB

Capital

Inc

4.750 01/15/31

336,484

500,000

CPPIB

Capital

Inc

,

Reg

S

2.875 01/30/32

567,678

500,000

CPPIB

Capital

Inc

,

Reg

S

4.300 06/02/34

371,778

1,000,000

CPPIB

Capital

Inc

,

Reg

S

4.000 06/02/35

723,242

500,000

CPPIB

Capital

Inc

,

Reg

S

3.250 08/27/35

566,746

550,000

CPPIB

Capital

Inc

,

Reg

S

1.625 10/22/71

247,690

150,000

Croatia

Government

International

Bond

,

Reg

S

3.000 03/20/27

173,136

1,900,000

Croatia

Government

International

Bond

,

Reg

S

2.700 06/15/28

2,178,970

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

1,300,000

Croatia

Government

International

Bond

,

Reg

S

1.125 %

06/19/29

$

1,413,311

1,500,000

Croatia

Government

International

Bond

,

Reg

S

2.750 01/27/30

1,710,995

2,450,000

Croatia

Government

International

Bond

,

Reg

S

1.500 06/17/31

2,596,190

2,110,000

Croatia

Government

International

Bond

,

Reg

S

2.875 04/22/32

2,379,938

1,300,000

Croatia

Government

International

Bond

,

Reg

S

1.125 03/04/33

1,294,725

210,000

Croatia

Government

International

Bond

,

Reg

S

3.375 03/12/34

240,633

300,000

Croatia

Government

International

Bond

,

Reg

S

4.000 06/14/35

356,990

2,250,000

Croatia

Government

International

Bond

,

Reg

S

3.250 02/11/37

2,471,931

1,500,000

Croatia

Government

International

Bond

,

Reg

S

1.750 03/04/41

1,294,860

100,000

Cyprus

Government

International

Bond

,

Reg

S

1.500 04/16/27

113,556

1,400,000

Cyprus

Government

International

Bond

,

Reg

S

2.375 09/25/28

1,586,685

1,000,000

Cyprus

Government

International

Bond

,

Reg

S

0.625 01/21/30

1,055,105

2,600,000

Cyprus

Government

International

Bond

,

Reg

S

0.950 01/20/32

2,647,995

2,710,000

Cyprus

Government

International

Bond

,

Reg

S

4.125 04/13/33

3,265,395

1,200,000

Cyprus

Government

International

Bond

,

Reg

S

2.750 02/26/34

1,319,668

850,000

Cyprus

Government

International

Bond

,

Reg

S

1.250 01/21/40

689,597

400,000

Cyprus

Government

International

Bond

,

Reg

S

2.750 05/03/49

369,079

600,000

Cyprus

Government

International

Bond

,

Reg

S

2.250 04/16/50

492,560

600,000

Czech

Gas

Networks

Investments

Sarl

,

Reg

S

0.875 03/31/31

602,828

2,880,000

Czech

Republic

Government

Bond

0.250 02/10/27

130,870

33,000,000

Czech

Republic

Government

Bond

,

Reg

S

2.500 08/25/28

1,486,987

19,600,000

Czech

Republic

Government

Bond

5.500 12/12/28

947,159

13,000,000

Czech

Republic

Government

Bond

5.750 03/29/29

634,056

26,400,000

Czech

Republic

Government

Bond

2.750 07/23/29

1,178,860

16,000,000

Czech

Republic

Government

Bond

0.050 11/29/29

642,835

21,500,000

Czech

Republic

Government

Bond

,

Reg

S

0.950 05/15/30

879,502

18,000,000

Czech

Republic

Government

Bond

5.000 09/30/30

863,111

10,000,000

Czech

Republic

Government

Bond

1.200 03/13/31

401,850

10,000,000

Czech

Republic

Government

Bond

1.750 06/23/32

397,136

34,000,000

Czech

Republic

Government

Bond

4.500 11/11/32

1,577,313

8,000,000

Czech

Republic

Government

Bond

3.000 03/03/33

337,313

20,000,000

Czech

Republic

Government

Bond

2.000 10/13/33

775,091

18,000,000

Czech

Republic

Government

Bond

4.900 04/14/34

849,197

12,000,000

Czech

Republic

Government

Bond

3.500 05/30/35

508,511

10,500,000

Czech

Republic

Government

Bond

3.600 06/03/36

441,602

5,000,000

Czech

Republic

Government

Bond

,

Reg

S

4.200 12/04/36

220,607

7,000,000

Czech

Republic

Government

Bond

1.950 07/30/37

243,645

9,000,000

Czech

Republic

Government

Bond

1.500 04/24/40

271,598

7,430,000

Czech

Republic

Government

Bond

4.000 04/04/44

298,936

8,600,000

Czech

Republic

Government

Bond

,

Reg

S

4.850 11/26/57

363,147

1,349,000

Denmark

Government

Bond

2.250 11/15/26

208,219

16,500,000

Denmark

Government

Bond

0.500 11/15/27

2,472,771

27,700,000

Denmark

Government

Bond

0.500 11/15/29

3,986,077

8,122,000

Denmark

Government

Bond

0.000 11/15/31

1,085,085

26,335,000

Denmark

Government

Bond

0.000 11/15/31

3,516,175

7,445,000

Denmark

Government

Bond

2.250 11/15/33

1,109,310

4,719,000

Denmark

Government

Bond

2.250 11/15/33

703,160

3,500,000

Denmark

Government

Bond

,

Reg

S

2.250 11/15/35

511,398

6,600,000

Denmark

Government

Bond

2.250 11/15/35

963,402

11,600,000

Denmark

Government

Bond

4.500 11/15/39

2,074,494

8,614,000

Denmark

Government

Bond

0.250 11/15/52

635,803

500,000

Development

Bank

of

Japan

Inc

,

Reg

S

2.500 09/04/29

565,060

7,200,000

Estonia

Government

International

Bond

,

Reg

S

0.125 06/10/30

7,297,062

7,450,000

Estonia

Government

International

Bond

,

Reg

S

4.000 10/12/32

8,914,155

6,200,000

Estonia

Government

International

Bond

,

Reg

S

3.250 01/17/34

7,015,993

150,000

Export

Development

Canada

4.500 08/08/29

101,027

1,000,000

Export

Development

Canada

3.875 08/08/30

560,893

500,000

Export

Development

Canada

4.000 09/04/30

327,056

350,000

Export-Import

Bank

of

Korea

3.625 09/18/27

407,603

200,000

Export-Import

Bank

of

Korea

,

Reg

S

4.125 10/22/28

260,120

300,000

Export-Import

Bank

of

Korea

,

Reg

S

2.625 11/10/30

337,622

650,000

(a) Finland

Government

Bond

,

Reg

S

0.500 09/15/27

725,848

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

1,000,000

(a) Finland

Government

Bond

,

Reg

S

2.750 %

07/04/28

$

1,153,782

4,700,000

(a) Finland

Government

Bond

,

Reg

S

0.500 09/15/28

5,129,439

5,640,000

(a) Finland

Government

Bond

,

Reg

S

2.875 04/15/29

6,513,196

2,100,000

(a) Finland

Government

Bond

,

Reg

S

0.500 09/15/29

2,233,780

2,740,000

(a) Finland

Government

Bond

,

Reg

S

2.500 04/15/30

3,111,920

1,050,000

(a) Finland

Government

Bond

,

Reg

S

0.000 09/15/30

1,064,094

2,500,000

(a) Finland

Government

Bond

,

Reg

S

0.750 04/15/31

2,584,445

5,250,000

(a) Finland

Government

Bond

,

Reg

S

0.125 09/15/31

5,179,528

3,680,000

(a) Finland

Government

Bond

,

Reg

S

2.625 04/15/32

4,144,548

1,900,000

(a) Finland

Government

Bond

,

Reg

S

1.500 09/15/32

1,985,963

1,340,000

(a) Finland

Government

Bond

,

Reg

S

3.000 09/15/33

1,528,919

1,050,000

(a) Finland

Government

Bond

,

Reg

S

1.125 04/15/34

1,031,998

1,850,000

(a) Finland

Government

Bond

,

Reg

S

3.000 09/15/34

2,093,041

2,350,000

(a) Finland

Government

Bond

,

Reg

S

3.000 09/15/35

2,635,417

1,300,000

(a) Finland

Government

Bond

,

Reg

S

0.125 04/15/36

1,086,164

1,440,000

(a) Finland

Government

Bond

,

Reg

S

2.750 04/15/38

1,537,560

200,000

(a) Finland

Government

Bond

,

Reg

S

0.250 09/15/40

143,219

200,000

(a) Finland

Government

Bond

,

Reg

S

2.625 07/04/42

200,970

300,000

(a) Finland

Government

Bond

,

Reg

S

0.500 04/15/43

205,179

740,000

(a) Finland

Government

Bond

,

Reg

S

3.200 04/15/45

787,964

1,500,000

(a) Finland

Government

Bond

,

Reg

S

1.375 04/15/47

1,120,429

400,000

(a) Finland

Government

Bond

,

Reg

S

0.125 04/15/52

181,769

200,000

(a) Finland

Government

Bond

,

Reg

S

2.950 04/15/55

193,519

750,000

Finnvera

Oyj

,

Reg

S

2.875 08/30/29

862,117

40,000

Free

and

Hanseatic

City

of

Hamburg

0.000 11/05/35

33,679

100,000

Free

and

Hanseatic

City

of

Hamburg

,

Reg

S

0.300 09/16/50

51,533

500,000

Free

State

of

Bavaria

2.375 01/17/33

551,319

300,000

Free

State

of

Bavaria

,

Reg

S

0.000 01/18/35

261,083

800,000

Free

State

of

Saxony

,

Reg

S

2.875 05/15/34

898,871

390,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.000 02/25/27

438,932

340,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

1.000 05/25/27

384,261

1,380,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.500 09/24/27

1,583,158

3,940,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.750 10/25/27

4,535,971

4,910,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.750 02/25/28

5,442,921

4,050,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.750 05/25/28

4,465,453

7,720,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.400 09/24/28

8,791,852

3,000,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.750 11/25/28

3,269,450

7,020,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.750 02/25/29

8,049,665

3,050,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

5.500 04/25/29

3,775,351

3,800,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.500 05/25/29

4,060,584

2,250,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.000 11/25/29

2,327,556

3,540,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.750 02/25/30

4,036,799

2,900,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.500 05/25/30

3,271,096

2,120,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.000 11/25/30

2,118,620

4,640,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.700 02/25/31

5,238,779

3,175,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

1.500 05/25/31

3,372,886

1,245,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.000 11/25/31

1,198,386

1,240,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.000 05/25/32

1,169,615

6,580,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

5.750 10/25/32

8,644,978

2,295,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.000 11/25/32

2,431,050

4,015,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.000 05/25/33

4,499,215

5,390,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.500 11/25/33

6,209,312

1,800,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

1.250 05/25/34

1,738,606

1,390,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.000 11/25/34

1,529,320

1,680,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

4.750 04/25/35

2,098,306

2,730,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.200 05/25/35

3,032,055

8,455,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.500 11/25/35

9,562,655

1,245,000

French

Republic

Government

Bond

OAT

1.250 05/05/36

1,131,204

2,235,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

1.250 05/25/38

1,908,209

2,250,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

4.000 10/25/38

2,603,177

100,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

1.750 06/25/39

88,994

725,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.500 05/25/40

516,373

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

3,800,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

4.500 %

04/25/41

$

4,576,248

5,840,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.600 05/25/42

6,276,153

2,200,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.500 05/25/43

2,010,570

500,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.500 06/25/44

306,539

2,950,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.250 05/25/45

2,961,217

2,300,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

2.000 05/25/48

1,780,357

2,510,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.000 06/25/49

2,338,563

7,440,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

1.500 05/25/50

4,962,649

1,300,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.750 05/25/52

660,403

2,950,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.750 05/25/53

1,452,125

1,320,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.000 05/25/54

1,171,632

500,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

4.000 04/25/55

535,347

3,610,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.250 05/25/55

3,345,683

4,420,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

3.750 05/25/56

4,482,641

2,900,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

4.000 04/25/60

3,068,921

1,500,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

1.750 05/25/66

885,047

450,000

(a) French

Republic

Government

Bond

OAT

,

Reg

S

0.500 05/25/72

139,874

1,200,000

Gemeinsame

Deutsche

Bundeslaender

HB

HH

MV

RP

SH

,

Reg

S

3.000 09/11/35

1,347,037

100,000

Gemeinsame

Deutsche

Bundeslaender

HB

HH

MV

RP

SL

SH

,

Reg

S

2.625 02/27/30

113,655

300,000

Gemeinsame

Deutsche

Bundeslaender

HB

HH

MV

RP

SL

SH

,

Reg

S

2.500 10/24/31

335,537

100,000

Gemeinsame

Deutsche

Bundeslaender

HB

HH

RP

SL

SH

,

Reg

S

0.100 10/07/26

113,795

500,000

Gestion

Securite

de

Stocks

Securite

SA

,

Reg

S

3.375 06/29/30

579,542

637,000

Government

of

Newfoundland

and

Labrador

2.850 06/02/29

452,589

1,000,000

Government

of

Newfoundland

and

Labrador

3.300 10/17/46

572,104

1,200,000

Government

of

Newfoundland

and

Labrador

2.650 10/17/50

587,106

300,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

2.000 04/22/27

344,279

2,740,000

Hellenic

Republic

Government

Bond

,

Reg

S

3.750 01/30/28

3,212,768

3,320,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

3.875 06/15/28

3,910,477

4,600,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

3.875 03/12/29

5,435,236

2,000,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

1.500 06/18/30

2,162,028

3,200,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

0.750 06/18/31

3,257,887

3,000,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

1.750 06/18/32

3,150,868

3,000,000

Hellenic

Republic

Government

Bond

,

Reg

S

3.900 01/30/33

3,550,480

3,840,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

4.250 06/15/33

4,638,551

1,140,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

3.375 06/15/34

1,289,695

1,800,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

1.875 02/04/35

1,788,904

900,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

3.625 06/15/35

1,026,243

700,000

Hellenic

Republic

Government

Bond

,

Reg

S

4.000 01/30/37

813,253

1,600,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

4.375 07/18/38

1,902,708

1,200,000

Hellenic

Republic

Government

Bond

,

Reg

S

4.200 01/30/42

1,384,915

775,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

1.875 01/24/52

549,059

1,400,000

(a) Hellenic

Republic

Government

Bond

,

Reg

S

4.125 06/15/54

1,525,426

100,000

Hong

Kong

Government

International

Bond

,

Reg

S

2.500 11/11/29

113,766

800,000

Hong

Kong

Government

International

Bond

,

Reg

S

3.125 06/10/33

932,599

120,000

Housing

New

Zealand

Ltd

,

Reg

S

2.247 10/05/26

68,271

400,000

Housing

New

Zealand

Ltd

,

Reg

S

3.420 10/18/28

224,871

200,000

Housing

New

Zealand

Ltd

,

Reg

S

2.183 04/24/30

104,857

12,270,000

Hungary

Government

Bond

9.500 10/21/26

37,096

100,000,000

Hungary

Government

Bond

3.000 10/27/27

281,054

700,000,000

Hungary

Government

Bond

4.500 03/23/28

1,989,109

230,000,000

Hungary

Government

Bond

6.750 10/22/28

679,700

300,000,000

Hungary

Government

Bond

2.000 05/23/29

768,947

500,000,000

Hungary

Government

Bond

6.000 11/28/29

1,433,068

460,000,000

Hungary

Government

Bond

3.000 08/21/30

1,161,891

300,000,000

Hungary

Government

Bond

6.750 07/23/31

878,277

270,000,000

Hungary

Government

Bond

3.250 10/22/31

664,634

370,000,000

Hungary

Government

Bond

4.500 05/27/32

960,428

120,000,000

Hungary

Government

Bond

4.750 11/24/32

311,930

100,000,000

Hungary

Government

Bond

2.250 04/20/33

218,950

100,000,000

Hungary

Government

Bond

2.250 06/22/34

209,002

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

230,000,000

Hungary

Government

Bond

7.000 %

10/24/35

$

677,481

100,000,000

Hungary

Government

Bond

3.000 10/27/38

197,676

100,780,000

Hungary

Government

Bond

3.000 04/25/41

187,859

200,000,000

Hungary

Government

Bond

4.000 04/28/51

379,170

300,000

Hungary

Government

International

Bond

,

Reg

S

4.000 07/25/29

350,299

160,000

Hungary

Government

International

Bond

,

Reg

S

0.500 11/18/30

160,370

300,000

Hungary

Government

International

Bond

,

Reg

S

4.250 05/26/33

340,199

500,000

Hungary

Government

International

Bond

,

Reg

S

5.375 09/12/33

604,158

400,000

Hungary

Government

International

Bond

,

Reg

S

4.500 06/16/34

456,709

500,000

Hungary

Government

International

Bond

,

Reg

S

4.875 03/22/40

565,566

600,000

Hydro-Quebec

3.400 09/01/29

433,425

300,000

Hydro-Quebec

3.550 09/01/32

214,608

500,000

Hydro-Quebec

6.500 02/15/35

425,839

500,000

Hydro-Quebec

5.000 02/15/45

369,643

1,000,000

Hydro-Quebec

4.000 02/15/55

628,476

400,000

Hydro-Quebec

2.100 02/15/60

159,424

1,200,000

Hydro-Quebec

4.000 02/15/63

747,963

1,200,000

Hydro-Quebec

4.000 02/15/65

745,530

400,000

Ile-de-France

Mobilites

,

Reg

S

3.800 05/25/45

427,680

500,000

Ile-de-France

Mobilites

,

Reg

S

3.450 06/25/49

493,153

400,000

Indonesia

Government

International

Bond

1.400 10/30/31

401,134

300,000

Indonesia

Government

International

Bond

3.650 09/10/32

335,787

300,000

Indonesia

Government

International

Bond

3.875 01/15/33

336,874

500,000

Indonesia

Government

International

Bond

3.750 10/16/33

549,414

500,000

Indonesia

Government

International

Bond

4.125 01/15/37

540,418

2,500,000,000

Indonesia

Treasury

Bond

7.000 05/15/27

148,578

30,000,000,000

Indonesia

Treasury

Bond

6.375 08/15/28

1,768,313

55,000,000,000

Indonesia

Treasury

Bond

9.000 03/15/29

3,458,426

85,000,000,000

Indonesia

Treasury

Bond

6.875 04/15/29

5,041,921

120,000,000,000

Indonesia

Treasury

Bond

6.500 07/15/30

7,001,089

7,000,000,000

Indonesia

Treasury

Bond

10.500 08/15/30

473,638

26,000,000,000

Indonesia

Treasury

Bond

7.000 09/15/30

1,543,414

103,000,000,000

Indonesia

Treasury

Bond

5.875 03/15/31

5,880,294

10,000,000,000

Indonesia

Treasury

Bond

6.375 04/15/32

575,748

10,000,000,000

Indonesia

Treasury

Bond

7.500 08/15/32

608,450

35,000,000,000

Indonesia

Treasury

Bond

6.625 02/15/34

2,023,513

46,000,000,000

Indonesia

Treasury

Bond

6.750 07/15/35

2,678,337

28,000,000,000

Indonesia

Treasury

Bond

6.500 04/15/36

1,603,502

10,000,000,000

Indonesia

Treasury

Bond

7.500 04/15/40

610,802

54,000,000,000

Indonesia

Treasury

Bond

7.125 08/15/40

3,222,301

4,000,000,000

Indonesia

Treasury

Bond

7.125 06/15/42

238,655

9,000,000,000

Indonesia

Treasury

Bond

7.125 06/15/43

536,508

43,100,000,000

Indonesia

Treasury

Bond

7.125 08/15/45

2,596,500

3,500,000,000

Indonesia

Treasury

Bond

7.375 05/15/48

214,661

8,800,000,000

Indonesia

Treasury

Bond

6.875 08/15/51

514,409

56,200,000,000

Indonesia

Treasury

Bond

6.875 07/15/54

3,282,911

500,000

Industrial

Bank

of

Korea

,

Reg

S

4.826 02/27/30

335,772

500,000

Instituto

de

Credito

Oficial

,

Reg

S

3.800 05/31/29

591,962

200,000

Instituto

de

Credito

Oficial

,

Reg

S

3.050 04/30/31

230,801

100,000

Inter-American

Development

Bank

4.750 10/05/29

132,884

500,000

Investitionsbank

Schleswig-Holstein

,

Reg

S

2.750 02/19/35

549,553

3,020,000

Ireland

Government

Bond

,

Reg

S

0.900 05/15/28

3,356,170

4,000,000

Ireland

Government

Bond

,

Reg

S

1.100 05/15/29

4,386,174

2,290,000

Ireland

Government

Bond

,

Reg

S

2.400 05/15/30

2,598,845

3,000,000

Ireland

Government

Bond

,

Reg

S

0.200 10/18/30

3,076,654

1,220,000

Ireland

Government

Bond

,

Reg

S

1.350 03/18/31

1,312,999

1,400,000

Ireland

Government

Bond

,

Reg

S

0.000 10/18/31

1,378,127

5,220,000

Ireland

Government

Bond

,

Reg

S

0.350 10/18/32

5,087,981

4,340,000

Ireland

Government

Bond

,

Reg

S

1.300 05/15/33

4,464,014

200,000

Ireland

Government

Bond

2.600 10/18/34

221,632

320,000

Ireland

Government

Bond

,

Reg

S

0.400 05/15/35

288,410

1,265,000

Ireland

Government

Bond

,

Reg

S

1.700 05/15/37

1,239,234

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

300,000

Ireland

Government

Bond

,

Reg

S

0.550 %

04/22/41

$

227,281

1,300,000

Ireland

Government

Bond

,

Reg

S

3.000 10/18/43

1,390,771

450,000

Ireland

Government

Bond

,

Reg

S

2.000 02/18/45

406,731

770,000

Ireland

Government

Bond

,

Reg

S

1.500 05/15/50

586,392

600,000

Ireland

Government

Bond

,

Reg

S

3.150 10/18/55

623,266

360,000

Isle

of

Man

Government

International

Bond

,

Reg

S

1.625 09/14/51

201,152

2,550,000

Israel

Government

Bond

-

Fixed

3.750 09/30/27

806,256

8,700,000

Israel

Government

Bond

-

Fixed

4.100 07/31/28

2,765,403

11,000,000

Israel

Government

Bond

-

Fixed

2.250 09/28/28

3,346,202

8,800,000

Israel

Government

Bond

-

Fixed

3.750 02/28/29

2,771,933

5,900,000

Israel

Government

Bond

-

Fixed

4.600 08/31/29

1,906,024

4,250,000

Israel

Government

Bond

-

Fixed

1.000 03/31/30

1,202,846

3,500,000

Israel

Government

Bond

-

Fixed

3.750 07/31/31

1,098,253

3,000,000

Israel

Government

Bond

-

Fixed

1.300 04/30/32

815,267

3,500,000

Israel

Government

Bond

-

Fixed

4.000 03/30/35

1,101,569

10,850,000

Israel

Government

Bond

-

Fixed

4.150 10/31/35

3,444,362

4,000,000

Israel

Government

Bond

-

Fixed

1.500 05/31/37

969,343

1,500,000

Israel

Government

Bond

-

Fixed

5.500 01/31/42

541,149

5,650,000

Israel

Government

Bond

-

Fixed

3.750 03/31/47

1,626,564

3,800,000

Israel

Government

Bond

-

Fixed

2.800 11/29/52

876,904

250,000

Israel

Government

International

Bond

,

Reg

S

5.000 10/30/26

290,511

300,000

Israel

Government

International

Bond

,

Reg

S

1.500 01/16/29

325,938

300,000

Israel

Government

International

Bond

,

Reg

S

0.625 01/18/32

288,171

500,000

Israel

Government

International

Bond

,

Reg

S

2.375 01/18/37

478,926

500,000

Israel

Government

International

Bond

,

Reg

S

2.500 01/16/49

389,906

150,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

0.850 01/15/27

170,590

500,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.050 08/01/27

570,913

520,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.100 08/26/27

593,543

500,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

0.950 09/15/27

561,453

3,640,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.700 10/15/27

4,186,524

2,200,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

6.500 11/01/27

2,679,065

4,000,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.650 12/01/27

4,597,119

3,250,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.000 02/01/28

3,689,624

3,000,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

0.250 03/15/28

3,287,591

3,020,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.400 04/01/28

3,515,810

7,120,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.650 06/15/28

8,160,001

2,000,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

0.500 07/15/28

2,184,007

2,340,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.800 08/01/28

2,750,086

4,550,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.750 09/01/28

5,464,634

500,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.800 12/01/28

574,709

9,000,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.350 01/15/29

10,197,822

4,950,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.100 02/01/29

5,874,411

500,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

0.450 02/15/29

536,561

400,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.800 06/15/29

457,882

1,940,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.350 07/01/29

2,256,013

1,500,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.000 08/01/29

1,727,705

340,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.000 10/01/29

390,736

300,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

5.250 11/01/29

371,308

840,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.850 12/15/29

993,114

1,450,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.500 03/01/30

1,696,076

300,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

1.350 04/01/30

323,125

2,000,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.700 06/15/30

2,351,674

2,500,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.950 07/01/30

2,854,592

1,000,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

0.950 08/01/30

1,049,891

1,800,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.700 10/01/30

2,029,381

2,520,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.000 11/15/30

2,998,478

1,500,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

1.650 12/01/30

1,611,972

1,600,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.850 02/01/31

1,809,632

750,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.500 02/15/31

873,017

1,100,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

0.900 04/01/31

1,130,402

2,950,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

6.000 05/01/31

3,831,302

5,000,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.450 07/15/31

5,799,176

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

520,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.150 %

11/15/31

$

592,736

460,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

1.650 03/01/32

481,253

200,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

0.950 06/01/32

199,188

2,750,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.250 07/15/32

3,130,513

3,500,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.250 11/15/32

3,971,103

660,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.500 12/01/32

716,654

470,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.450 09/01/33

502,512

610,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.350 11/01/33

736,425

1,000,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.850 07/01/34

1,163,339

2,800,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.850 02/01/35

3,244,148

2,000,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.650 08/01/35

2,272,640

3,700,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.600 10/01/35

4,180,667

3,600,000

Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.450 02/01/36

4,004,337

465,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.250 09/01/36

461,391

190,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.000 02/01/37

220,846

500,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.050 10/30/37

578,984

750,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.250 03/01/38

801,251

3,500,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

5.000 08/01/39

4,400,426

1,200,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.150 10/01/39

1,383,480

200,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.100 03/01/40

204,946

700,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

5.000 09/01/40

879,053

340,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.850 10/01/40

376,707

1,215,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

1.800 03/01/41

1,026,219

2,400,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.450 09/01/43

2,805,282

1,290,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.750 09/01/44

1,565,887

2,600,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

1.500 04/30/45

1,892,497

1,540,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.100 04/30/46

1,705,374

2,450,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.250 09/01/46

2,390,747

400,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.700 03/01/47

354,600

4,000,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.450 03/01/48

3,988,552

2,200,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

3.850 09/01/49

2,321,648

5,100,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.450 09/01/50

4,129,196

1,500,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

1.700 09/01/51

1,006,920

650,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.150 09/01/52

480,115

1,450,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.500 10/01/53

1,660,199

4,360,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.300 10/01/54

4,823,861

7,310,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

4.650 10/01/55

8,515,405

1,500,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.800 03/01/67

1,202,869

500,000

(a) Italy

Buoni

Poliennali

Del

Tesoro

,

Reg

S

2.150 03/01/72

334,739

32,500,000

Japan

Government

Five

Year

Bond

0.100 09/20/27

200,937

600,000,000

Japan

Government

Five

Year

Bond

0.200 12/20/27

3,701,075

800,000,000

Japan

Government

Five

Year

Bond

0.300 12/20/27

4,943,466

1,565,000,000

Japan

Government

Five

Year

Bond

0.100 03/20/28

9,599,040

500,000,000

Japan

Government

Five

Year

Bond

0.300 06/20/28

3,068,043

1,500,000,000

Japan

Government

Five

Year

Bond

0.400 09/20/28

9,195,361

1,000,000,000

Japan

Government

Five

Year

Bond

0.200 12/20/28

6,075,492

1,000,000,000

Japan

Government

Five

Year

Bond

0.300 12/20/28

6,093,092

2,000,000,000

Japan

Government

Five

Year

Bond

0.400 12/20/28

12,218,996

560,000,000

Japan

Government

Five

Year

Bond

0.400 03/20/29

3,408,928

800,000,000

Japan

Government

Five

Year

Bond

0.500 06/20/29

4,865,322

500,000,000

Japan

Government

Five

Year

Bond

0.600 09/20/29

3,038,657

791,850,000

Japan

Government

Five

Year

Bond

0.700 09/20/29

4,828,647

1,000,000,000

Japan

Government

Five

Year

Bond

0.900 12/20/29

6,121,441

1,209,250,000

Japan

Government

Five

Year

Bond

1.000 12/20/29

7,429,716

2,200,000,000

Japan

Government

Five

Year

Bond

1.100 12/20/29

13,565,215

1,340,000,000

Japan

Government

Five

Year

Bond

1.000 03/20/30

8,208,627

303,250,000

Japan

Government

Five

Year

Bond

1.000 06/20/30

1,852,718

800,000,000

Japan

Government

Five

Year

Bond

1.000 06/20/30

4,884,279

304,800,000

Japan

Government

Five

Year

Bond

1.100 06/20/30

1,868,938

1,000,000,000

Japan

Government

Five

Year

Bond

1.300 09/20/30

6,167,892

500,000,000

Japan

Government

Five

Year

Bond

1.400 09/20/30

3,097,335

750,000,000

Japan

Government

Five

Year

Bond

1.600 12/20/30

4,678,342

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

420,000,000

Japan

Government

Forty

Year

Bond

0.400 %

03/20/56

$

1,083,753

150,000,000

Japan

Government

Forty

Year

Bond

0.900 03/20/57

464,643

300,000,000

Japan

Government

Forty

Year

Bond

0.800 03/20/58

878,069

425,000,000

Japan

Government

Forty

Year

Bond

0.500 03/20/59

1,068,711

205,100,000

Japan

Government

Forty

Year

Bond

0.500 03/20/60

509,881

335,000,000

Japan

Government

Forty

Year

Bond

0.700 03/20/61

893,354

475,000,000

Japan

Government

Forty

Year

Bond

1.000 03/20/62

1,409,564

985,000,000

Japan

Government

Forty

Year

Bond

1.300 03/20/63

3,213,308

1,150,000,000

Japan

Government

Forty

Year

Bond

2.200 03/20/64

4,973,286

1,200,000,000

Japan

Government

Forty

Year

Bond

3.100 03/20/65

6,539,921

680,000,000

Japan

Government

Ten

Year

Bond

0.100 09/20/27

4,204,254

1,215,000,000

Japan

Government

Ten

Year

Bond

0.100 12/20/27

7,482,152

1,515,000,000

Japan

Government

Ten

Year

Bond

0.100 03/20/28

9,292,648

1,165,000,000

Japan

Government

Ten

Year

Bond

0.100 06/20/28

7,117,858

1,700,000,000

Japan

Government

Ten

Year

Bond

0.100 09/20/28

10,345,754

1,640,000,000

Japan

Government

Ten

Year

Bond

0.100 12/20/28

9,937,932

1,200,000,000

Japan

Government

Ten

Year

Bond

0.100 03/20/29

7,240,204

1,340,000,000

Japan

Government

Ten

Year

Bond

0.100 06/20/29

8,046,317

1,100,000,000

Japan

Government

Ten

Year

Bond

0.100 09/20/29

6,569,370

940,000,000

Japan

Government

Ten

Year

Bond

0.100 12/20/29

5,585,523

1,300,000,000

Japan

Government

Ten

Year

Bond

0.100 03/20/30

7,684,292

635,000,000

Japan

Government

Ten

Year

Bond

0.100 06/20/30

3,732,446

847,050,000

Japan

Government

Ten

Year

Bond

0.100 09/20/30

4,952,439

840,000,000

Japan

Government

Ten

Year

Bond

0.100 12/20/30

4,884,556

340,000,000

Japan

Government

Ten

Year

Bond

0.100 03/20/31

1,966,290

200,000,000

Japan

Government

Ten

Year

Bond

0.100 06/20/31

1,149,978

340,000,000

Japan

Government

Ten

Year

Bond

0.100 09/20/31

1,943,401

600,000,000

Japan

Government

Ten

Year

Bond

0.100 12/20/31

3,409,768

709,950,000

Japan

Government

Ten

Year

Bond

0.200 03/20/32

4,035,590

800,000,000

Japan

Government

Ten

Year

Bond

0.200 06/20/32

4,519,052

1,125,000,000

Japan

Government

Ten

Year

Bond

0.200 09/20/32

6,317,792

1,675,000,000

Japan

Government

Ten

Year

Bond

0.500 12/20/32

9,550,101

600,000,000

Japan

Government

Ten

Year

Bond

0.500 03/20/33

3,404,149

800,000,000

Japan

Government

Ten

Year

Bond

0.400 06/20/33

4,477,868

900,000,000

Japan

Government

Ten

Year

Bond

0.800 09/20/33

5,161,267

300,000,000

Japan

Government

Ten

Year

Bond

0.700 12/20/33

1,695,116

600,000,000

Japan

Government

Ten

Year

Bond

0.800 03/20/34

3,404,375

500,000,000

Japan

Government

Ten

Year

Bond

1.000 03/20/34

2,883,714

840,000,000

Japan

Government

Ten

Year

Bond

1.200 12/20/34

4,853,351

1,500,000,000

Japan

Government

Ten

Year

Bond

1.400 03/20/35

8,777,579

750,000,000

Japan

Government

Ten

Year

Bond

1.500 06/20/35

4,410,569

300,000,000

Japan

Government

Ten

Year

Bond

1.600 09/20/35

1,788,088

1,600,000,000

Japan

Government

Ten

Year

Bond

1.700 09/20/35

9,540,260

50,000,000

Japan

Government

Thirty

Year

Bond

2.900 11/20/30

330,203

55,650,000

Japan

Government

Thirty

Year

Bond

2.200 09/20/39

327,380

1,608,300,000

Japan

Government

Thirty

Year

Bond

2.300 03/20/40

9,499,878

1,500,000,000

Japan

Government

Thirty

Year

Bond

2.000 09/20/40

8,464,454

1,450,000,000

Japan

Government

Thirty

Year

Bond

2.200 03/20/41

8,328,682

420,000,000

Japan

Government

Thirty

Year

Bond

2.000 03/20/42

2,306,106

1,630,000,000

Japan

Government

Thirty

Year

Bond

1.500 03/20/45

7,757,997

157,000,000

Japan

Government

Thirty

Year

Bond

0.800 06/20/47

603,842

410,000,000

Japan

Government

Thirty

Year

Bond

0.800 03/20/48

1,538,434

300,000,000

Japan

Government

Thirty

Year

Bond

0.700 06/20/48

1,087,403

500,000,000

Japan

Government

Thirty

Year

Bond

0.400 12/20/49

1,573,355

110,000,000

Japan

Government

Thirty

Year

Bond

0.600 09/20/50

357,989

500,000,000

Japan

Government

Thirty

Year

Bond

0.700 06/20/51

1,631,686

500,000,000

Japan

Government

Thirty

Year

Bond

0.700 09/20/51

1,617,449

650,000,000

Japan

Government

Thirty

Year

Bond

0.700 12/20/51

2,083,726

50,000,000

Japan

Government

Thirty

Year

Bond

1.400 09/20/52

194,412

50,000,000

Japan

Government

Thirty

Year

Bond

1.400 03/20/53

192,878

110,000,000

Japan

Government

Thirty

Year

Bond

1.600 12/20/53

443,464

1,015,500,000

Japan

Government

Thirty

Year

Bond

2.300 12/20/54

4,825,811

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

205,000,000

Japan

Government

Thirty

Year

Bond

2.400 %

03/20/55

$

995,865

400,000,000

Japan

Government

Thirty

Year

Bond

2.800 06/20/55

2,122,572

740,000,000

Japan

Government

Thirty

Year

Bond

3.200 09/20/55

4,257,756

500,000,000

Japan

Government

Twenty

Year

Bond

2.100 12/20/27

3,185,492

1,000,000,000

Japan

Government

Twenty

Year

Bond

2.100 09/20/29

6,395,248

857,750,000

Japan

Government

Twenty

Year

Bond

2.100 03/20/30

5,482,559

54,150,000

Japan

Government

Twenty

Year

Bond

1.600 06/20/30

338,944

450,000,000

Japan

Government

Twenty

Year

Bond

2.100 12/20/30

2,871,441

1,215,000,000

Japan

Government

Twenty

Year

Bond

1.700 09/20/32

7,516,213

1,610,550,000

Japan

Government

Twenty

Year

Bond

1.600 03/20/33

9,859,595

500,000,000

Japan

Government

Twenty

Year

Bond

1.700 06/20/33

3,072,915

675,000,000

Japan

Government

Twenty

Year

Bond

1.700 09/20/33

4,136,003

746,000,000

Japan

Government

Twenty

Year

Bond

1.600 12/20/33

4,522,939

900,000,000

Japan

Government

Twenty

Year

Bond

1.500 03/20/34

5,396,040

600,000,000

Japan

Government

Twenty

Year

Bond

1.500 06/20/34

3,585,480

800,000,000

Japan

Government

Twenty

Year

Bond

1.200 03/20/35

4,602,225

600,000,000

Japan

Government

Twenty

Year

Bond

1.300 06/20/35

3,468,188

900,000,000

Japan

Government

Twenty

Year

Bond

1.200 09/20/35

5,131,397

1,580,000,000

Japan

Government

Twenty

Year

Bond

1.000 12/20/35

8,792,642

430,000,000

Japan

Government

Twenty

Year

Bond

0.400 03/20/36

2,235,330

600,000,000

Japan

Government

Twenty

Year

Bond

0.200 06/20/36

3,026,174

300,000,000

Japan

Government

Twenty

Year

Bond

0.500 09/20/36

1,551,857

80,000,000

Japan

Government

Twenty

Year

Bond

0.600 06/20/37

408,755

1,000,000,000

Japan

Government

Twenty

Year

Bond

0.600 12/20/37

5,029,920

300,000,000

Japan

Government

Twenty

Year

Bond

0.500 03/20/38

1,477,805

180,000,000

Japan

Government

Twenty

Year

Bond

0.500 06/20/38

879,261

300,000,000

Japan

Government

Twenty

Year

Bond

0.700 09/20/38

1,493,193

500,000,000

Japan

Government

Twenty

Year

Bond

0.400 03/20/40

2,268,182

300,000,000

Japan

Government

Twenty

Year

Bond

0.400 06/20/40

1,348,840

400,000,000

Japan

Government

Twenty

Year

Bond

0.400 09/20/40

1,782,815

270,000,000

Japan

Government

Twenty

Year

Bond

0.500 03/20/41

1,202,246

600,000,000

Japan

Government

Twenty

Year

Bond

0.500 12/20/41

2,604,488

300,000,000

Japan

Government

Twenty

Year

Bond

0.800 03/20/42

1,362,172

600,000,000

Japan

Government

Twenty

Year

Bond

0.900 06/20/42

2,750,594

400,000,000

Japan

Government

Twenty

Year

Bond

1.100 09/20/42

1,884,518

400,000,000

Japan

Government

Twenty

Year

Bond

1.100 03/20/43

1,858,696

400,000,000

Japan

Government

Twenty

Year

Bond

1.500 09/20/43

1,968,270

500,000,000

Japan

Government

Twenty

Year

Bond

1.300 12/20/43

2,362,939

600,000,000

Japan

Government

Twenty

Year

Bond

1.800 09/20/44

3,045,144

1,030,000,000

Japan

Government

Twenty

Year

Bond

2.000 12/20/44

5,382,687

2,675,000,000

Japan

Government

Twenty

Year

Bond

2.400 03/20/45

14,862,064

2,200,000,000

Japan

Government

Twenty

Year

Bond

2.500 06/20/45

12,379,408

1,000,000,000

Japan

Government

Twenty

Year

Bond

2.700 09/20/45

5,789,302

900,000,000

Japan

Government

Two

Year

Bond

1.000 10/01/27

5,635,678

500,000,000

Japan

Government

Two

Year

Bond

1.000 12/01/27

3,127,569

1,660,000,000

Japan

Government

Two

Year

Bond

1.100 01/01/28

10,395,530

520,000

Jersey

International

Bond

,

Reg

S

2.875 05/06/52

409,420

400,000

Junta

de

Andalucia

,

Reg

S

0.500 04/30/31

404,500

500,000

Junta

de

Andalucia

,

Reg

S

3.300 04/30/35

564,283

700,000

Kazakhstan

Government

International

Bond

,

Reg

S

1.500 09/30/34

658,004

200,000

Kingdom

of

Belgium

3.000 06/22/34

224,276

150,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.800 06/22/27

169,038

2,200,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.000 10/22/27

2,431,890

4,000,000

Kingdom

of

Belgium

Government

Bond

,

Reg

S

5.500 03/28/28

4,851,465

5,300,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.800 06/22/28

5,853,122

5,850,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.900 06/22/29

6,342,126

5,040,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

2.700 10/22/29

5,770,913

2,200,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.100 06/22/30

2,251,994

3,200,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

2.600 10/22/30

3,623,866

500,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

1.000 06/22/31

519,677

715,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.000 10/22/31

695,578

3,000,000

Kingdom

of

Belgium

Government

Bond

,

Reg

S

4.000 03/28/32

3,622,460

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

3,380,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.350 %

06/22/32

$

3,281,248

200,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

1.250 04/22/33

202,265

3,710,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

3.000 06/22/33

4,201,102

1,165,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

2.850 10/22/34

1,285,374

1,220,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

5.000 03/28/35

1,570,079

1,280,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

3.100 06/22/35

1,427,399

1,415,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

1.900 06/22/38

1,330,294

1,000,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.400 06/22/40

711,234

500,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

4.250 03/28/41

595,230

1,500,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

3.450 06/22/42

1,607,757

1,300,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

3.450 06/22/43

1,381,059

1,000,000

Kingdom

of

Belgium

Government

Bond

,

Reg

S

3.750 06/22/45

1,094,567

1,500,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

1.600 06/22/47

1,103,885

200,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

1.700 06/22/50

142,672

140,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

1.400 06/22/53

86,871

700,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

3.300 06/22/54

673,521

1,640,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

3.500 06/22/55

1,625,594

650,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

2.250 06/22/57

484,584

1,165,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

2.150 06/22/66

810,159

400,000

(a) Kingdom

of

Belgium

Government

Bond

,

Reg

S

0.650 06/22/71

146,457

500,000

Kommunalbanken

AS

,

Reg

S

3.700 01/16/29

364,290

250,000

Kommunalbanken

AS

1.250 07/02/30

125,661

150,000

Kommunalbanken

AS

4.000 09/24/30

98,045

500,000

Kommunalbanken

AS

5.250 04/18/34

335,230

500,000

Kommunekredit

2.750 06/15/27

77,350

300,000

Kommunekredit

,

Reg

S

1.500 05/16/29

332,143

400,000

Kommunekredit

,

Reg

S

2.375 09/15/32

442,933

600,000

Kommunekredit

,

Reg

S

0.000 05/04/34

534,832

2,500,000

Kommuninvest

I

Sverige

AB

,

Reg

S

0.750 05/12/28

251,500

800,000

Kommuninvest

I

Sverige

AB

,

Reg

S

2.500 10/04/28

913,877

4,000,000

Kommuninvest

I

Sverige

AB

,

Reg

S

3.000 03/12/29

420,799

4,000,000

Kommuninvest

I

Sverige

AB

,

Reg

S

3.250 11/12/29

422,299

5,000,000

Kommuninvest

I

Sverige

AB

,

Reg

S

3.250 06/12/30

526,934

6,600,000

Kommuninvest

I

Sverige

AB

,

Reg

S

2.750 11/12/30

680,511

6,600,000

Kommuninvest

I

Sverige

AB

,

Reg

S

2.650 05/12/31

675,296

1,000,000

Korea

Development

Bank/The

,

Reg

S

2.375 09/04/28

1,137,365

800,000

Korea

Housing

Finance

Corp

,

Reg

S

2.765 09/02/30

906,030

700,000

Korea

International

Bond

2.250 07/03/28

797,475

300,000

Korea

Land

&

Housing

Corp

,

Reg

S

2.375 11/19/28

337,981

368,420,000

Korea

Treasury

Bond

2.125 06/10/27

237,445

3,700,000,000

Korea

Treasury

Bond

3.250 06/10/27

2,416,144

5,200,000,000

Korea

Treasury

Bond

2.250 09/10/27

3,346,095

7,100,000,000

Korea

Treasury

Bond

2.875 12/10/27

4,596,350

12,000,000,000

Korea

Treasury

Bond

3.250 03/10/28

7,801,773

10,000,000,000

Korea

Treasury

Bond

2.250 06/10/28

6,356,671

6,000,000,000

Korea

Treasury

Bond

1.375 12/10/29

3,603,301

4,500,000,000

Korea

Treasury

Bond

2.625 03/10/30

2,817,290

4,000,000,000

Korea

Treasury

Bond

1.375 06/10/30

2,370,184

9,500,000,000

Korea

Treasury

Bond

2.500 09/10/30

5,875,456

6,150,000,000

Korea

Treasury

Bond

1.500 12/10/30

3,616,256

2,000,000,000

Korea

Treasury

Bond

2.000 06/10/31

1,193,903

1,000,000,000

Korea

Treasury

Bond

2.375 12/10/31

604,479

1,000,000,000

Korea

Treasury

Bond

4.000 12/10/31

658,259

1,000,000,000

Korea

Treasury

Bond

3.375 06/10/32

636,112

1,000,000,000

Korea

Treasury

Bond

4.250 12/10/32

667,895

3,000,000,000

Korea

Treasury

Bond

3.750 12/10/33

1,938,266

4,400,000,000

Korea

Treasury

Bond

3.000 12/10/34

2,677,972

3,500,000,000

Korea

Treasury

Bond

2.625 06/10/35

2,056,370

5,000,000,000

Korea

Treasury

Bond

3.250 12/10/35

3,098,237

231,420,000

Korea

Treasury

Bond

1.125 09/10/39

107,829

2,000,000,000

Korea

Treasury

Bond

2.750 12/10/44

1,098,363

10,615,030,000

Korea

Treasury

Bond

2.750 09/10/45

5,851,248

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

5,500,000,000

Korea

Treasury

Bond

2.625 %

03/10/48

$

2,904,401

1,400,000,000

Korea

Treasury

Bond

1.500 03/10/50

573,404

3,600,000,000

Korea

Treasury

Bond

1.875 03/10/51

1,596,252

1,500,000,000

Korea

Treasury

Bond

3.250 03/10/54

879,096

3,500,000,000

Korea

Treasury

Bond

2.750 09/10/54

1,854,782

10,100,000,000

Korea

Treasury

Bond

2.625 03/10/55

5,224,422

4,000,000,000

Korea

Treasury

Bond

2.625 09/10/55

2,052,520

500,000

Kuntarahoitus

Oyj

,

Reg

S

4.375 10/02/28

656,274

800,000

Kuntarahoitus

Oyj

,

Reg

S

2.625 06/14/32

895,373

500,000

Kuntarahoitus

Oyj

,

Reg

S

2.750 02/02/34

557,005

550,000

Kuntarahoitus

Oyj

,

Reg

S

0.050 09/10/35

466,165

800,000

La

Banque

Postale

SA

,

Reg

S

4.000 05/03/28

932,961

500,000

Land

Baden-Wuerttemberg

,

Reg

S

2.625 03/12/30

569,804

400,000

Land

Baden-Wuerttemberg

,

Reg

S

2.625 02/12/35

439,339

700,000

Land

Baden-Wuerttemberg

,

Reg

S

3.125 01/23/40

769,907

200,000

Land

Berlin

3.000 05/04/28

231,029

800,000

Land

Berlin

2.375 06/04/30

901,074

400,000

Land

Berlin

2.750 01/16/32

453,891

100,000

Land

Berlin

,

Reg

S

2.875 02/15/34

112,812

400,000

Land

Berlin

3.125 03/19/35

456,064

900,000

Land

Berlin

,

Reg

S

2.875 10/15/35

1,002,896

720,000

Land

Berlin

,

Reg

S

0.150 02/22/36

608,706

105,000

Land

Berlin

,

Reg

S

0.625 08/25/36

91,707

200,000

Land

Berlin

,

Reg

S

3.000 03/13/54

201,378

200,000

Land

Thueringen

,

Reg

S

2.500 09/03/29

227,279

560,000

Land

Thueringen

,

Reg

S

2.875 09/17/35

623,080

200,000

Landesbank

Baden-Wuerttemberg

,

Reg

S

0.250 07/21/28

214,795

100,000

Latvia

Government

International

Bond

,

Reg

S

3.875 03/25/27

116,338

2,950,000

Latvia

Government

International

Bond

,

Reg

S

3.500 01/17/28

3,424,732

2,750,000

Latvia

Government

International

Bond

,

Reg

S

1.125 05/30/28

3,043,962

3,900,000

Latvia

Government

International

Bond

,

Reg

S

0.000 01/24/29

4,123,349

1,920,000

Latvia

Government

International

Bond

,

Reg

S

3.875 05/22/29

2,261,659

5,260,000

Latvia

Government

International

Bond

,

Reg

S

2.875 05/21/30

5,973,417

1,360,000

Latvia

Government

International

Bond

,

Reg

S

0.000 03/17/31

1,335,019

1,500,000

Latvia

Government

International

Bond

,

Reg

S

3.000 01/24/32

1,691,920

2,100,000

Latvia

Government

International

Bond

,

Reg

S

3.875 07/12/33

2,473,458

2,800,000

Latvia

Government

International

Bond

,

Reg

S

3.500 10/02/35

3,133,396

500,000

Latvia

Government

International

Bond

,

Reg

S

1.375 05/16/36

458,582

450,000

Latvia

Government

International

Bond

,

Reg

S

2.250 02/15/47

379,664

1,900,000

Latvia

Government

International

Bond

,

Reg

S

1.875 02/19/49

1,439,287

500,000

LCR

Finance

PLC

,

Reg

S

4.500 12/07/28

658,294

100,000

Lithuania

Government

International

Bond

,

Reg

S

0.950 05/26/27

112,731

4,000,000

Lithuania

Government

International

Bond

,

Reg

S

4.125 04/25/28

4,702,651

1,950,000

Lithuania

Government

International

Bond

,

Reg

S

0.500 06/19/29

2,068,495

2,640,000

Lithuania

Government

International

Bond

,

Reg

S

2.875 01/28/30

3,004,671

2,350,000

Lithuania

Government

International

Bond

,

Reg

S

0.750 05/06/30

2,456,031

8,340,000

Lithuania

Government

International

Bond

,

Reg

S

3.500 07/03/31

9,653,883

2,600,000

Lithuania

Government

International

Bond

,

Reg

S

2.125 06/01/32

2,766,119

940,000

Lithuania

Government

International

Bond

,

Reg

S

3.875 06/14/33

1,098,101

150,000

Lithuania

Government

International

Bond

,

Reg

S

3.500 02/13/34

169,892

650,000

Lithuania

Government

International

Bond

,

Reg

S

2.125 10/22/35

648,087

2,440,000

Lithuania

Government

International

Bond

,

Reg

S

3.625 03/10/36

2,736,946

1,000,000

Lithuania

Government

International

Bond

,

Reg

S

3.625 01/28/40

1,081,834

4,940,000

Lithuania

Government

International

Bond

,

Reg

S

4.250 09/10/45

5,542,736

1,090,000

Lithuania

Government

International

Bond

,

Reg

S

0.500 07/28/50

535,493

300,000

Magyar

Export-Import

Bank

Zrt

,

Reg

S

6.000 05/16/29

361,876

1,600,000

Malaysia

Government

Bond

3.502 05/31/27

396,918

3,000,000

Malaysia

Government

Bond

3.899 11/16/27

750,102

23,000,000

Malaysia

Government

Bond

3.519 04/20/28

5,712,902

16,000,000

Malaysia

Government

Bond

3.733 06/15/28

3,992,462

4,000,000

Malaysia

Government

Bond

3.885 08/15/29

1,004,580

9,500,000

Malaysia

Government

Bond

4.498 04/15/30

2,442,498

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

20,000,000

Malaysia

Government

Bond

3.336 %

05/15/30

$

4,928,217

13,500,000

Malaysia

Government

Bond

2.632 04/15/31

3,207,237

3,500,000

Malaysia

Government

Bond

3.582 07/15/32

865,682

1,500,000

Malaysia

Government

Bond

4.642 11/07/33

394,387

4,000,000

Malaysia

Government

Bond

3.828 07/05/34

997,836

7,500,000

Malaysia

Government

Bond

3.476 07/02/35

1,826,395

8,000,000

Malaysia

Government

Bond

4.762 04/07/37

2,136,808

2,000,000

Malaysia

Government

Bond

4.893 06/08/38

546,153

8,000,000

Malaysia

Government

Bond

4.054 04/18/39

2,002,728

3,000,000

Malaysia

Government

Bond

3.757 05/22/40

729,624

2,000,000

Malaysia

Government

Bond

4.696 10/15/42

536,442

11,000,000

Malaysia

Government

Bond

4.180 05/16/44

2,772,196

9,500,000

Malaysia

Government

Bond

4.065 06/15/50

2,332,219

10,000,000

Malaysia

Government

Bond

4.457 03/31/53

2,594,650

4,000,000

Mexican

Bonos

7.500 06/03/27

221,766

65,000,000

Mexican

Bonos

8.500 03/02/28

3,636,815

105,500,000

Mexican

Bonos

8.500 03/01/29

5,857,453

70,500,000

Mexican

Bonos

8.500 05/31/29

3,902,812

67,500,000

Mexican

Bonos

8.500 02/28/30

3,715,297

41,307,000

Mexican

Bonos

7.750 05/29/31

2,181,717

55,000,000

Mexican

Bonos

8.000 04/15/32

2,892,632

17,000,000

Mexican

Bonos

7.500 05/26/33

863,046

50,500,000

Mexican

Bonos

7.750 11/23/34

2,559,555

43,000,000

Mexican

Bonos

8.000 02/21/36

2,183,046

24,500,000

Mexican

Bonos

8.500 11/18/38

1,247,821

33,000,000

Mexican

Bonos

7.750 11/13/42

1,517,892

36,500,000

Mexican

Bonos

8.000 11/07/47

1,690,837

34,442,000

Mexican

Bonos

8.000 07/31/53

1,579,733

29,000,000

Mexican

Bonos

8.000 04/29/55

1,324,141

200,000

Mexico

Government

International

Bond

3.500 09/19/29

226,331

300,000

Mexico

Government

International

Bond

3.875 05/16/31

336,995

200,000

Mexico

Government

International

Bond

4.490 05/25/32

229,199

300,000

Mexico

Government

International

Bond

4.625 05/04/33

341,714

500,000

Mexico

Government

International

Bond

4.500 03/19/34

560,600

500,000

Mexico

Government

International

Bond

5.125 05/04/37

563,801

540,000

Mexico

Government

International

Bond

5.125 03/19/38

600,897

500,000

Mexico

Government

International

Bond

2.125 10/25/51

299,067

300,000

Mexico

Government

International

Bond

5.625 03/19/14

283,010

300,000

MFB

Magyar

Fejlesztesi

Bank

Zrt

,

Reg

S

4.375 06/27/30

346,585

500,000

Ministeries

Van

de

Vlaamse

Gemeenschap

,

Reg

S

2.750 10/22/29

570,319

500,000

Ministeries

Van

de

Vlaamse

Gemeenschap

,

Reg

S

3.250 06/22/37

543,982

500,000

Ministeries

Van

de

Vlaamse

Gemeenschap

,

Reg

S

3.675 06/22/40

548,313

500,000

Ministeries

Van

de

Vlaamse

Gemeenschap

,

Reg

S

4.000 09/26/42

562,611

500,000

Ministeries

Van

de

Vlaamse

Gemeenschap

,

Reg

S

3.500 06/22/45

517,401

600,000

Ministeries

Van

de

Vlaamse

Gemeenschap

,

Reg

S

4.250 06/22/50

675,086

500,000

Municipal

Finance

Authority

of

British

Columbia

3.300 10/02/30

358,045

800,000

Municipal

Finance

Authority

of

British

Columbia

4.050 06/03/35

577,521

150,000

Nederlandse

Waterschapsbank

NV

,

Reg

S

3.450 07/17/28

99,075

1,500,000

Nederlandse

Waterschapsbank

NV

,

Reg

S

2.125 10/30/28

1,697,025

300,000

Nederlandse

Waterschapsbank

NV

,

Reg

S

3.300 05/02/29

194,913

1,500,000

Nederlandse

Waterschapsbank

NV

,

Reg

S

2.750 09/24/32

1,689,292

1,100,000

(a) Netherlands

Government

Bond

,

Reg

S

0.750 07/15/27

1,237,849

2,310,000

(a) Netherlands

Government

Bond

,

Reg

S

5.500 01/15/28

2,793,080

3,340,000

(a) Netherlands

Government

Bond

,

Reg

S

0.750 07/15/28

3,686,122

1,610,000

(a) Netherlands

Government

Bond

,

Reg

S

0.000 01/15/29

1,722,943

910,000

(a) Netherlands

Government

Bond

,

Reg

S

0.250 07/15/29

968,201

1,610,000

(a) Netherlands

Government

Bond

,

Reg

S

2.500 01/15/30

1,838,728

3,510,000

(a) Netherlands

Government

Bond

,

Reg

S

0.000 07/15/30

3,598,080

2,300,000

(a) Netherlands

Government

Bond

,

Reg

S

0.000 07/15/31

2,285,324

800,000

(a) Netherlands

Government

Bond

,

Reg

S

0.500 07/15/32

795,483

800,000

(a) Netherlands

Government

Bond

,

Reg

S

2.500 01/15/33

897,147

1,910,000

(a) Netherlands

Government

Bond

,

Reg

S

2.500 07/15/33

2,132,008

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

300,000

(a) Netherlands

Government

Bond

,

Reg

S

2.500 %

07/15/34

$

332,089

140,000

(a) Netherlands

Government

Bond

,

Reg

S

4.000 01/15/37

172,933

365,000

(a) Netherlands

Government

Bond

,

Reg

S

0.000 01/15/38

287,306

410,000

(a) Netherlands

Government

Bond

,

Reg

S

0.500 01/15/40

325,867

145,000

(a) Netherlands

Government

Bond

,

Reg

S

3.750 01/15/42

174,018

450,000

(a) Netherlands

Government

Bond

,

Reg

S

2.750 01/15/47

464,120

395,000

(a) Netherlands

Government

Bond

,

Reg

S

0.000 01/15/52

189,535

420,000

(a) Netherlands

Government

Bond

,

Reg

S

2.000 01/15/54

357,903

140,000

(a) Netherlands

Government

Bond

,

Reg

S

3.500 01/15/56

161,514

600,000

Network

Rail

Infrastructure

Finance

PLC

4.750 11/29/35

771,015

650,000

New

South

Wales

Treasury

Corp

,

Reg

S

3.000 04/20/29

421,554

1,600,000

New

South

Wales

Treasury

Corp

,

Reg

S

1.500 02/20/32

894,050

2,000,000

New

South

Wales

Treasury

Corp

2.000 03/08/33

1,110,467

1,926,000

New

South

Wales

Treasury

Corp

,

Reg

S

1.750 03/20/34

1,007,711

1,500,000

New

South

Wales

Treasury

Corp

,

Reg

S

4.750 02/20/35

974,429

1,300,000

New

South

Wales

Treasury

Corp

,

Reg

S

4.250 02/20/36

800,610

450,000

New

South

Wales

Treasury

Corp

,

Reg

S

4.750 02/20/37

284,892

2,200,000

New

South

Wales

Treasury

Corp

,

Reg

S

5.250 02/24/38

1,436,456

1,750,000

New

South

Wales

Treasury

Corp

5.250 02/22/39

1,130,961

2,000,000

New

South

Wales

Treasury

Corp

2.250 05/07/41

866,575

2,000,000

New

South

Wales

Treasury

Corp

,

Reg

S

2.450 08/24/50

727,924

3,900,000

New

Zealand

Government

Bond

0.250 05/15/28

2,075,499

5,400,000

New

Zealand

Government

Bond

3.000 04/20/29

3,005,918

3,900,000

New

Zealand

Government

Bond

4.500 05/15/30

2,261,221

3,300,000

New

Zealand

Government

Bond

1.500 05/15/31

1,645,689

3,000,000

New

Zealand

Government

Bond

2.000 05/15/32

1,493,856

800,000

New

Zealand

Government

Bond

,

Reg

S

3.500 04/14/33

429,869

600,000

New

Zealand

Government

Bond

4.250 05/15/34

335,059

4,900,000

New

Zealand

Government

Bond

4.500 05/15/35

2,763,622

2,400,000

New

Zealand

Government

Bond

4.250 05/15/36

1,315,509

1,793,000

New

Zealand

Government

Bond

,

Reg

S

2.750 04/15/37

841,472

1,150,000

New

Zealand

Government

Bond

1.750 05/15/41

425,651

700,000

New

Zealand

Government

Bond

2.750 05/15/51

257,055

1,500,000

New

Zealand

Government

Bond

5.000 05/15/54

812,233

300,000

New

Zealand

Local

Government

Funding

Agency

Bond

,

Reg

S

2.250 05/15/31

152,934

550,000

New

Zealand

Local

Government

Funding

Agency

Bond

3.500 04/14/33

287,339

2,000,000

New

Zealand

Local

Government

Funding

Agency

Bond

,

Reg

S

2.000 04/15/37

830,287

800,000

Northern

Territory

Treasury

Corp

5.250 03/21/34

532,753

800,000

Northern

Territory

Treasury

Corp

5.250 05/21/38

508,934

1,000,000

(a) Norway

Government

Bond

,

Reg

S

1.750 02/17/27

100,380

5,000,000

(a) Norway

Government

Bond

,

Reg

S

2.000 04/26/28

488,999

7,000,000

(a) Norway

Government

Bond

,

Reg

S

1.750 09/06/29

658,159

7,000,000

(a) Norway

Government

Bond

,

Reg

S

1.375 08/19/30

633,316

5,000,000

(a) Norway

Government

Bond

,

Reg

S

1.250 09/17/31

436,908

4,600,000

(a) Norway

Government

Bond

,

Reg

S

2.125 05/18/32

416,697

3,000,000

(a) Norway

Government

Bond

,

Reg

S

3.000 08/15/33

282,444

9,000,000

(a) Norway

Government

Bond

,

Reg

S

3.625 04/13/34

879,896

4,400,000

(a) Norway

Government

Bond

,

Reg

S

3.750 06/12/35

431,610

2,000,000

(a) Norway

Government

Bond

,

Reg

S

3.625 05/31/39

190,224

1,000,000

(a) Norway

Government

Bond

,

Reg

S

3.500 10/06/42

92,394

900,000

NRW

Bank

,

Reg

S

3.000 06/04/35

1,013,609

550,000

OMERS

Finance

Trust

,

Reg

S

2.600 05/14/29

387,000

350,000

OMERS

Finance

Trust

,

Reg

S

4.500 10/16/29

234,146

300,000

OMERS

Finance

Trust

,

Reg

S

3.250 01/28/35

339,653

300,000

Ontario

Teachers'

Finance

Trust

,

Reg

S

0.100 05/19/28

326,042

300,000

Ontario

Teachers'

Finance

Trust

,

Reg

S

1.850 05/03/32

318,739

500,000

Ontario

Teachers'

Finance

Trust

,

Reg

S

4.300 06/02/34

369,747

200,000

Ontario

Teachers'

Finance

Trust

,

Reg

S

0.950 11/24/51

117,241

6,000,000

Peru

Government

Bond

6.350 08/12/28

1,799,934

20,250,000

Peru

Government

Bond

5.940 02/12/29

6,037,939

11,550,000

Peru

Government

Bond

6.950 08/12/31

3,585,739

4,000,000

Peru

Government

Bond

6.150 08/12/32

1,197,188

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

1,750,000

(a) Peru

Government

Bond

,

Reg

S

7.300 %

08/12/33

$

548,616

2,250,000

Peru

Government

Bond

5.400 08/12/34

611,330

9,500,000

(a) Peru

Government

Bond

,

Reg

S

6.850 08/12/35

2,770,171

10,000,000

Peru

Government

Bond

6.900 08/12/37

2,837,969

4,000,000

(a) Peru

Government

Bond

,

Reg

S

7.600 08/12/39

1,183,714

3,750,000

Peru

Government

Bond

5.350 08/12/40

896,538

5,500,000

Peru

Government

Bond

6.850 02/12/42

1,575,515

11,000,000

Peru

Government

Bond

6.714 02/12/55

3,128,872

800,000

Peruvian

Government

International

Bond

3.750 03/01/30

929,158

500,000

Peruvian

Government

International

Bond

1.250 03/11/33

477,158

600,000

Peruvian

Government

International

Bond

1.950 11/17/36

549,160

800,000

Philippine

Government

International

Bond

3.625 02/04/32

902,634

800,000

Philippine

Government

International

Bond

1.750 04/28/41

618,013

1,540,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

2.125 10/17/28

1,749,494

1,010,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

1.950 06/15/29

1,136,777

1,250,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

3.875 02/15/30

1,498,286

1,140,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

0.475 10/18/30

1,183,259

1,300,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

0.300 10/17/31

1,298,367

2,800,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

1.650 07/16/32

2,973,488

2,500,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

2.875 10/14/33

2,819,965

2,000,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

2.250 04/18/34

2,143,275

2,010,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

3.000 06/15/35

2,252,617

300,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

0.900 10/12/35

276,766

3,700,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

4.100 04/15/37

4,495,157

640,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

1.150 04/11/42

504,248

300,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

4.100 02/15/45

355,004

140,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

1.000 04/12/52

84,352

500,000

(a) Portugal

Obrigacoes

do

Tesouro

OT

,

Reg

S

3.625 06/12/54

537,072

860,000

Province

of

Alberta

Canada

2.050 06/01/30

588,403

150,000

Province

of

Alberta

Canada

1.650 06/01/31

99,005

500,000

Province

of

Alberta

Canada

3.950 06/01/35

360,220

1,700,000

Province

of

Alberta

Canada

3.300 12/01/46

997,318

500,000

Province

of

Alberta

Canada

3.050 12/01/48

276,267

1,500,000

Province

of

Alberta

Canada

3.100 06/01/50

826,728

500,000

Province

of

Alberta

Canada

2.950 06/01/52

264,476

600,000

Province

of

Alberta

Canada

4.450 12/01/54

412,551

750,000

Province

of

British

Columbia

Canada

2.200 06/18/30

515,942

350,000

Province

of

British

Columbia

Canada

1.550 06/18/31

229,477

500,000

Province

of

British

Columbia

Canada

5.250 05/23/34

334,083

1,200,000

Province

of

British

Columbia

Canada

4.000 06/18/35

863,737

500,000

Province

of

British

Columbia

Canada

4.300 06/18/42

347,988

500,000

Province

of

British

Columbia

Canada

3.200 06/18/44

294,275

1,000,000

Province

of

British

Columbia

Canada

,

Reg

S

3.900 10/10/45

1,124,488

800,000

Province

of

British

Columbia

Canada

2.800 06/18/48

420,090

600,000

Province

of

British

Columbia

Canada

2.950 06/18/50

318,193

600,000

Province

of

British

Columbia

Canada

2.750 06/18/52

301,193

500,000

Province

of

British

Columbia

Canada

4.250 12/18/53

329,784

900,000

Province

of

British

Columbia

Canada

4.450 12/18/55

612,642

1,000,000

Province

of

British

Columbia

Canada

4.600 06/18/57

697,216

300,000

Province

of

Manitoba

Canada

3.900 12/02/32

219,376

700,000

Province

of

Manitoba

Canada

3.700 06/02/35

493,017

1,000,000

Province

of

Manitoba

Canada

2.850 09/05/46

539,572

300,000

Province

of

Manitoba

Canada

3.200 03/05/50

166,579

500,000

Province

of

Manitoba

Canada

2.050 09/05/52

212,776

350,000

Province

of

Manitoba

Canada

4.400 09/05/55

236,015

1,000,000

Province

of

Manitoba

Canada

4.600 09/05/57

696,736

131,000

Province

of

New

Brunswick

Canada

4.250 08/14/29

97,228

400,000

Province

of

New

Brunswick

Canada

4.800 09/26/39

298,730

800,000

Province

of

New

Brunswick

Canada

3.050 08/14/50

429,737

900,000

Province

of

New

Brunswick

Canada

5.000 08/14/54

664,686

200,000

Province

of

Nova

Scotia

Canada

1.100 06/01/28

137,745

600,000

Province

of

Nova

Scotia

Canada

3.850 06/01/35

427,659

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

200,000

Province

of

Nova

Scotia

Canada

3.150 %

12/01/51

$

108,614

500,000

Province

of

Nova

Scotia

Canada

4.600 12/01/55

346,559

300,000

Province

of

Nova

Scotia

Canada

4.750 06/01/74

214,363

850,000

Province

of

Ontario

Canada

3.600 03/08/28

616,912

500,000

Province

of

Ontario

Canada

2.900 06/02/28

358,020

1,125,000

Province

of

Ontario

Canada

2.700 06/02/29

796,775

1,500,000

Province

of

Ontario

Canada

1.550 11/01/29

1,017,416

1,300,000

Province

of

Ontario

Canada

2.050 06/02/30

889,576

1,500,000

Province

of

Ontario

Canada

2.950 09/08/30

1,062,140

1,043,000

Province

of

Ontario

Canada

2.250 12/02/31

703,841

2,570,000

Province

of

Ontario

Canada

3.750 06/02/32

1,871,070

1,200,000

Province

of

Ontario

Canada

4.100 03/04/33

888,080

2,000,000

Province

of

Ontario

Canada

3.650 06/02/33

1,437,168

650,000

Province

of

Ontario

Canada

5.350 05/08/34

440,479

2,500,000

Province

of

Ontario

Canada

4.150 06/02/34

1,843,520

800,000

Province

of

Ontario

Canada

3.600 06/02/35

561,075

200,000

Province

of

Ontario

Canada

,

Reg

S

1.018 07/30/35

251,474

1,350,000

Province

of

Ontario

Canada

3.950 12/02/35

968,105

1,000,000

Province

of

Ontario

Canada

3.450 06/02/45

610,928

2,000,000

Province

of

Ontario

Canada

2.900 12/02/46

1,099,036

1,757,000

Province

of

Ontario

Canada

2.650 12/02/50

884,902

1,350,000

Province

of

Ontario

Canada

1.900 12/02/51

569,495

750,000

Province

of

Ontario

Canada

2.550 12/02/52

364,464

2,300,000

Province

of

Ontario

Canada

3.750 12/02/53

1,410,572

1,300,000

Province

of

Ontario

Canada

4.150 12/02/54

852,660

590,000

Province

of

Ontario

Canada

4.600 12/02/55

417,936

2,500,000

Province

of

Ontario

Canada

4.450 12/02/56

1,726,792

250,000

Province

of

Quebec

Canada

2.750 09/01/28

178,256

1,500,000

Province

of

Quebec

Canada

2.300 09/01/29

1,046,953

800,000

Province

of

Quebec

Canada

1.900 09/01/30

541,859

400,000

Province

of

Quebec

Canada

1.500 09/01/31

260,055

1,088,000

Province

of

Quebec

Canada

3.250 09/01/32

767,038

1,800,000

Province

of

Quebec

Canada

3.900 11/22/32

1,316,707

1,350,000

Province

of

Quebec

Canada

3.600 09/01/33

961,895

300,000

Province

of

Quebec

Canada

5.250 05/02/34

201,204

3,100,000

Province

of

Quebec

Canada

4.450 09/01/34

2,320,574

150,000

Province

of

Quebec

Canada

5.100 06/04/35

98,575

1,300,000

Province

of

Quebec

Canada

4.000 09/01/35

934,299

600,000

Province

of

Quebec

Canada

0.918 10/24/35

746,773

1,800,000

Province

of

Quebec

Canada

3.500 12/01/45

1,088,293

1,268,000

Province

of

Quebec

Canada

3.100 12/01/51

684,486

450,000

Province

of

Quebec

Canada

2.850 12/01/53

227,652

1,496,000

Province

of

Quebec

Canada

4.400 12/01/55

1,008,700

900,000

Province

of

Quebec

Canada

4.200 12/01/57

586,382

300,000

Province

of

Saskatchewan

Canada

3.900 06/02/33

218,967

300,000

Province

of

Saskatchewan

Canada

3.800 06/02/35

213,877

600,000

Province

of

Saskatchewan

Canada

3.300 06/02/48

347,665

500,000

Province

of

Saskatchewan

Canada

3.100 06/02/50

274,996

600,000

Province

of

Saskatchewan

Canada

2.800 12/02/52

306,486

700,000

Province

of

Saskatchewan

Canada

4.200 12/02/54

461,010

1,250,000

PSP

Capital

Inc

,

Reg

S

1.500 03/15/28

871,386

500,000

PSP

Capital

Inc

,

Reg

S

4.250 10/22/30

648,440

600,000

(a) Queensland

Treasury

Corp

,

Reg

S

3.250 07/21/28

396,749

300,000

(a) Queensland

Treasury

Corp

,

Reg

S

3.500 08/21/30

193,402

400,000

(a) Queensland

Treasury

Corp

,

Reg

S

1.750 08/21/31

230,805

448,000

(a) Queensland

Treasury

Corp

,

Reg

S

1.500 08/20/32

244,845

390,000

Queensland

Treasury

Corp

2.000 08/22/33

212,433

1,450,000

(a) Queensland

Treasury

Corp

,

Reg

S

1.750 07/20/34

746,903

4,900,000

(a) Queensland

Treasury

Corp

,

Reg

S

4.500 08/22/35

3,089,805

1,000,000

(a) Queensland

Treasury

Corp

,

Reg

S

5.000 03/10/36

652,119

700,000

(a) Queensland

Treasury

Corp

,

Reg

S

5.250 07/21/36

463,800

1,300,000

(a) Queensland

Treasury

Corp

,

Reg

S

5.250 08/13/38

842,360

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

200,000

(a) Queensland

Treasury

Corp

,

Reg

S

2.250 %

11/20/41

$

84,138

500,000

(a) Queensland

Treasury

Corp

,

Reg

S

2.250 10/28/50

172,132

200,000

Region

of

Ile

de

France

,

Reg

S

3.200 05/25/34

222,197

500,000

Region

of

Ile

de

France

,

Reg

S

3.650 05/25/35

570,484

300,000

Region

Wallonne

Belgium

,

Reg

S

3.125 06/22/32

337,531

500,000

Region

Wallonne

Belgium

,

Reg

S

3.500 06/22/35

559,396

500,000

Region

Wallonne

Belgium

,

Reg

S

3.500 03/15/43

510,076

200,000

Region

Wallonne

Belgium

,

Reg

S

3.900 06/22/54

202,058

39,000

Regional

Municipality

of

York

2.650 04/18/29

27,548

240,000

Republic

of

Austria

Government

Bond

6.250 07/15/27

288,909

1,300,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.750 02/20/28

1,445,154

1,490,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.000 10/20/28

1,602,257

3,970,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.500 02/20/29

4,290,130

2,710,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

2.900 05/23/29

3,134,988

3,800,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

2.500 10/20/29

4,332,587

2,010,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.000 02/20/30

2,076,903

1,600,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

3.450 10/20/30

1,886,710

1,010,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.000 02/20/31

1,010,717

1,010,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.900 02/20/32

1,032,623

2,920,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

2.800 09/20/32

3,312,832

2,175,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

2.900 02/20/33

2,475,916

575,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

2.900 02/20/34

650,509

300,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

2.400 05/23/34

326,459

700,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

2.950 02/20/35

788,507

600,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.250 10/20/36

501,524

200,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

4.150 03/15/37

246,400

1,100,000

Republic

of

Austria

Government

Bond

,

Reg

S

3.200 07/15/39

1,223,465

200,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.000 10/20/40

137,468

725,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

3.150 06/20/44

777,101

700,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

1.500 02/20/47

547,797

950,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

1.850 05/23/49

776,288

200,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.750 03/20/51

118,740

370,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

3.150 10/20/53

379,911

340,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

3.800 01/26/62

391,860

300,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.700 04/20/71

123,367

300,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

1.500 11/02/86

166,151

300,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

2.100 09/20/17

205,560

300,000

(a) Republic

of

Austria

Government

Bond

,

Reg

S

0.850 06/30/20

107,346

1,066,000

Republic

of

Poland

Government

Bond

2.500 07/25/27

279,957

12,400,000

Republic

of

Poland

Government

Bond

0.000 01/25/28

3,072,357

2,000,000

Republic

of

Poland

Government

Bond

2.750 04/25/28

517,871

4,500,000

Republic

of

Poland

Government

Bond

7.500 07/25/28

1,280,073

3,000,000

Republic

of

Poland

Government

Bond

5.750 04/25/29

823,787

4,250,000

Republic

of

Poland

Government

Bond

4.750 07/25/29

1,133,292

2,700,000

Republic

of

Poland

Government

Bond

2.750 10/25/29

672,781

12,250,000

Republic

of

Poland

Government

Bond

5.000 01/25/30

3,276,446

4,750,000

Republic

of

Poland

Government

Bond

4.500 07/25/30

1,240,950

1,450,000

Republic

of

Poland

Government

Bond

1.250 10/25/30

327,555

11,800,000

Republic

of

Poland

Government

Bond

4.500 01/25/31

3,062,281

3,000,000

Republic

of

Poland

Government

Bond

1.750 04/25/32

654,221

3,250,000

Republic

of

Poland

Government

Bond

6.000 10/25/33

890,363

6,250,000

Republic

of

Poland

Government

Bond

5.000 10/25/34

1,594,455

8,200,000

Republic

of

Poland

Government

Bond

5.000 10/25/35

2,058,903

3,500,000

Republic

of

Poland

Government

Bond

5.000 04/25/37

867,908

5,135,000

Republic

of

Poland

Government

Bond

4.000 04/25/47

1,043,398

1,400,000

Republic

of

Poland

Government

International

Bond

,

Reg

S

3.625 01/11/34

1,608,100

1,300,000

Republic

of

Poland

Government

International

Bond

,

Reg

S

3.875 07/07/37

1,467,273

890,000

Romania

Government

Bond

7.200 05/31/27

202,270

3,000,000

Romania

Government

Bond

4.150 01/26/28

649,186

6,900,000

Romania

Government

Bond

6.300 04/26/28

1,545,937

3,500,000

Romania

Government

Bond

8.750 10/30/28

826,470

4,000,000

Romania

Government

Bond

5.000 02/12/29

861,119

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

5,500,000

Romania

Government

Bond

6.300 %

04/25/29

$

1,221,510

3,400,000

Romania

Government

Bond

4.850 07/25/29

722,230

1,000,000

Romania

Government

Bond

8.000 04/29/30

233,332

3,100,000

Romania

Government

Bond

6.850 07/29/30

686,052

1,000,000

Romania

Government

Bond

4.150 10/24/30

200,990

3,000,000

Romania

Government

Bond

7.350 04/28/31

683,774

4,000,000

Romania

Government

Bond

7.650 07/27/31

921,585

1,500,000

Romania

Government

Bond

3.650 09/24/31

286,495

3,000,000

Romania

Government

Bond

6.700 02/25/32

658,946

1,500,000

Romania

Government

Bond

8.250 09/29/32

355,146

2,300,000

Romania

Government

Bond

7.500 07/27/33

525,615

1,500,000

Romania

Government

Bond

7.200 10/30/33

337,563

1,250,000

Romania

Government

Bond

7.100 07/31/34

279,537

2,000,000

Romania

Government

Bond

4.750 10/11/34

381,705

2,000,000

Romania

Government

Bond

6.750 04/25/35

439,912

1,660,000

Romania

Government

Bond

4.250 04/28/36

298,115

1,500,000

Romania

Government

Bond

7.900 02/24/38

357,716

1,000,000

Romania

Government

Bond

7.250 07/30/40

227,983

300,000

Romanian

Government

International

Bond

,

Reg

S

2.125 03/07/28

334,827

300,000

Romanian

Government

International

Bond

,

Reg

S

5.500 09/18/28

356,910

250,000

Romanian

Government

International

Bond

,

Reg

S

2.500 02/08/30

266,649

650,000

Romanian

Government

International

Bond

,

Reg

S

5.250 03/10/30

760,899

285,000

Romanian

Government

International

Bond

,

Reg

S

1.750 07/13/30

289,736

500,000

Romanian

Government

International

Bond

,

Reg

S

5.375 06/07/33

561,784

500,000

Romanian

Government

International

Bond

,

Reg

S

5.625 05/30/37

542,309

400,000

Romanian

Government

International

Bond

,

Reg

S

6.750 07/11/39

459,421

300,000

Romanian

Government

International

Bond

,

Reg

S

2.750 04/14/41

216,068

550,000

Romanian

Government

International

Bond

,

Reg

S

2.875 04/13/42

396,057

1,360,000

Romanian

Government

International

Bond

,

Reg

S

6.500 10/07/45

1,498,919

500,000

Romanian

Government

International

Bond

,

Reg

S

3.375 01/28/50

349,740

315,000

Saudi

Government

International

Bond

,

Reg

S

3.375 03/05/32

351,807

650,000

Saudi

Government

International

Bond

,

Reg

S

3.750 03/05/37

706,304

100,000

SFIL

SA

,

Reg

S

0.050 06/04/29

104,635

700,000

SFIL

SA

,

Reg

S

3.000 09/24/30

797,551

600,000

SFIL

SA

,

Reg

S

3.000 06/23/32

671,137

200,000

Singapore

Government

Bond

3.500 03/01/27

157,796

2,000,000

Singapore

Government

Bond

2.625 05/01/28

1,582,297

4,100,000

Singapore

Government

Bond

2.875 08/01/28

3,265,318

2,800,000

Singapore

Government

Bond

3.000 04/01/29

2,246,250

3,500,000

Singapore

Government

Bond

2.875 07/01/29

2,801,302

3,200,000

Singapore

Government

Bond

2.500 04/01/30

2,538,620

2,550,000

Singapore

Government

Bond

2.875 09/01/30

2,055,614

2,700,000

Singapore

Government

Bond

1.625 07/01/31

2,049,878

1,648,000

Singapore

Government

Bond

2.625 08/01/32

1,315,053

1,500,000

Singapore

Government

Bond

3.375 09/01/33

1,256,249

1,500,000

Singapore

Government

Bond

3.375 05/01/34

1,260,319

700,000

Singapore

Government

Bond

2.750 03/01/35

563,733

2,500,000

Singapore

Government

Bond

2.250 08/01/36

1,927,973

2,200,000

Singapore

Government

Bond

2.375 07/01/39

1,707,786

500,000

Singapore

Government

Bond

2.250 07/01/40

382,180

1,000,000

Singapore

Government

Bond

2.750 04/01/42

815,409

1,508,000

Singapore

Government

Bond

2.750 03/01/46

1,236,171

1,000,000

Singapore

Government

Bond

1.875 03/01/50

705,344

550,000

Singapore

Government

Bond

1.875 10/01/51

385,808

2,207,000

Singapore

Government

Bond

,

Reg

S

3.250 06/01/54

1,980,270

500,000

Singapore

Government

Bond

,

Reg

S

3.000 08/01/72

437,546

100,000

Slovakia

Government

Bond

,

Reg

S

1.375 01/21/27

114,079

335,000

Slovakia

Government

Bond

,

Reg

S

0.125 06/17/27

374,124

3,000,000

Slovakia

Government

Bond

,

Reg

S

3.000 02/07/28

3,465,814

1,410,000

Slovakia

Government

Bond

,

Reg

S

1.000 06/12/28

1,560,861

2,050,000

Slovakia

Government

Bond

,

Reg

S

3.625 01/16/29

2,405,862

3,800,000

Slovakia

Government

Bond

,

Reg

S

2.500 06/04/29

4,319,101

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

1,390,000

Slovakia

Government

Bond

,

Reg

S

1.000 %

10/09/30

$

1,460,395

400,000

Slovakia

Government

Bond

,

Reg

S

1.625 01/21/31

431,129

3,300,000

Slovakia

Government

Bond

,

Reg

S

3.000 11/06/31

3,764,303

500,000

Slovakia

Government

Bond

,

Reg

S

1.000 05/14/32

504,761

2,410,000

Slovakia

Government

Bond

,

Reg

S

4.000 10/19/32

2,884,408

740,000

Slovakia

Government

Bond

,

Reg

S

3.625 06/08/33

862,020

2,100,000

Slovakia

Government

Bond

,

Reg

S

3.750 03/06/34

2,449,875

1,300,000

Slovakia

Government

Bond

,

Reg

S

3.750 02/23/35

1,506,208

100,000

Slovakia

Government

Bond

,

Reg

S

0.375 04/21/36

82,698

1,600,000

Slovakia

Government

Bond

,

Reg

S

3.625 11/04/37

1,790,208

2,000,000

Slovakia

Government

Bond

,

Reg

S

3.750 02/27/40

2,207,277

1,600,000

Slovakia

Government

Bond

,

Reg

S

4.000 02/23/43

1,775,118

1,300,000

Slovakia

Government

Bond

,

Reg

S

2.000 10/17/47

996,583

125,000

Slovakia

Government

Bond

,

Reg

S

1.000 10/13/51

71,357

650,000

Slovakia

Government

Bond

,

Reg

S

2.250 06/12/68

453,745

634,000

Slovenia

Government

Bond

,

Reg

S

1.250 03/22/27

721,463

1,040,000

Slovenia

Government

Bond

,

Reg

S

1.000 03/06/28

1,160,212

540,000

Slovenia

Government

Bond

,

Reg

S

1.188 03/14/29

594,537

600,000

Slovenia

Government

Bond

,

Reg

S

0.275 01/14/30

628,099

540,000

Slovenia

Government

Bond

,

Reg

S

0.000 02/12/31

539,925

1,400,000

Slovenia

Government

Bond

,

Reg

S

2.250 03/03/32

1,542,883

1,100,000

Slovenia

Government

Bond

,

Reg

S

3.000 03/10/34

1,241,469

1,000,000

Slovenia

Government

Bond

,

Reg

S

1.500 03/25/35

985,700

800,000

Slovenia

Government

Bond

,

Reg

S

3.125 07/02/35

896,784

1,025,000

Slovenia

Government

Bond

,

Reg

S

1.750 11/03/40

908,726

540,000

Slovenia

Government

Bond

,

Reg

S

3.125 08/07/45

552,738

700,000

Slovenia

Government

Bond

,

Reg

S

3.500 04/14/55

722,401

1,900,000

SNCF

Reseau

,

Reg

S

1.125 05/25/30

2,006,366

300,000

Societe

Des

Grands

Projets

EPIC

,

Reg

S

1.125 10/22/28

329,951

500,000

Societe

Des

Grands

Projets

EPIC

,

Reg

S

3.375 05/25/45

504,807

600,000

Societe

Des

Grands

Projets

EPIC

,

Reg

S

3.500 06/25/49

599,566

1,500,000

Societe

Des

Grands

Projets

EPIC

,

Reg

S

1.000 02/18/70

604,065

400,000

Societe

Nationale

SNCF

SACA

,

Reg

S

3.375 05/25/33

454,578

700,000

Societe

Nationale

SNCF

SACA

,

Reg

S

3.125 05/25/34

771,814

400,000

South

Australian

Government

Financing

Authority

,

Reg

S

4.000 05/24/29

266,680

600,000

South

Australian

Government

Financing

Authority

,

Reg

S

4.500 05/23/31

400,070

1,000,000

South

Australian

Government

Financing

Authority

,

Reg

S

4.750 05/24/35

645,168

800,000

South

Australian

Government

Financing

Authority

,

Reg

S

4.750 05/24/38

497,302

750,000

South

Australian

Government

Financing

Authority

,

Reg

S

2.250 05/24/40

331,726

4,000,000

Spain

Government

Bond

2.500 05/31/27

4,600,203

2,980,000

(a) Spain

Government

Bond

,

Reg

S

1.450 10/31/27

3,369,323

2,980,000

Spain

Government

Bond

0.000 01/31/28

3,270,137

2,510,000

(a) Spain

Government

Bond

,

Reg

S

1.400 04/30/28

2,816,698

7,410,000

Spain

Government

Bond

2.400 05/31/28

8,477,487

2,510,000

(a) Spain

Government

Bond

,

Reg

S

1.400 07/30/28

2,806,434

4,610,000

(a) Spain

Government

Bond

,

Reg

S

5.150 10/31/28

5,624,699

3,045,000

Spain

Government

Bond

6.000 01/31/29

3,815,621

3,970,000

(a) Spain

Government

Bond

,

Reg

S

1.450 04/30/29

4,397,693

5,044,000

Spain

Government

Bond

3.500 05/31/29

5,931,899

1,940,000

Spain

Government

Bond

0.800 07/30/29

2,092,694

1,990,000

(a) Spain

Government

Bond

,

Reg

S

0.600 10/31/29

2,120,647

5,090,000

Spain

Government

Bond

2.700 01/31/30

5,826,065

2,380,000

(a) Spain

Government

Bond

,

Reg

S

0.500 04/30/30

2,495,043

850,000

(a) Spain

Government

Bond

,

Reg

S

1.950 07/30/30

942,433

1,525,000

(a) Spain

Government

Bond

,

Reg

S

1.250 10/31/30

1,632,412

3,950,000

(a) Spain

Government

Bond

,

Reg

S

0.100 04/30/31

3,943,392

3,480,000

Spain

Government

Bond

3.100 07/30/31

4,026,198

3,300,000

(a) Spain

Government

Bond

,

Reg

S

0.500 10/31/31

3,316,540

1,130,000

(a) Spain

Government

Bond

,

Reg

S

0.700 04/30/32

1,132,117

2,165,000

Spain

Government

Bond

5.750 07/30/32

2,871,440

2,770,000

(a) Spain

Government

Bond

,

Reg

S

2.550 10/31/32

3,081,118

4,780,000

Spain

Government

Bond

3.000 01/31/33

5,444,405

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

2,700,000

(a) Spain

Government

Bond

,

Reg

S

3.150 %

04/30/33

$

3,099,503

880,000

(a) Spain

Government

Bond

,

Reg

S

2.350 07/30/33

956,768

230,000

(a) Spain

Government

Bond

,

Reg

S

3.550 10/31/33

269,857

880,000

(a) Spain

Government

Bond

,

Reg

S

3.250 04/30/34

1,008,188

130,000

(a) Spain

Government

Bond

,

Reg

S

3.450 10/31/34

150,648

2,280,000

(a) Spain

Government

Bond

,

Reg

S

3.150 04/30/35

2,572,738

1,440,000

(a) Spain

Government

Bond

,

Reg

S

1.850 07/30/35

1,453,220

5,800,000

(a) Spain

Government

Bond

,

Reg

S

3.200 10/31/35

6,540,441

330,000

(a) Spain

Government

Bond

,

Reg

S

4.200 01/31/37

401,378

1,420,000

(a) Spain

Government

Bond

,

Reg

S

0.850 07/30/37

1,217,263

4,935,000

(a) Spain

Government

Bond

,

Reg

S

3.900 07/30/39

5,766,564

2,200,000

(a) Spain

Government

Bond

,

Reg

S

4.900 07/30/40

2,840,710

430,000

(a) Spain

Government

Bond

,

Reg

S

1.200 10/31/40

351,233

6,440,000

(a) Spain

Government

Bond

,

Reg

S

3.500 01/31/41

7,119,943

1,825,000

(a) Spain

Government

Bond

,

Reg

S

4.700 07/30/41

2,308,695

630,000

(a) Spain

Government

Bond

,

Reg

S

1.000 07/30/42

474,260

2,200,000

(a) Spain

Government

Bond

,

Reg

S

3.450 07/30/43

2,378,885

2,200,000

(a) Spain

Government

Bond

,

Reg

S

5.150 10/31/44

2,936,198

1,750,000

(a) Spain

Government

Bond

,

Reg

S

2.900 10/31/46

1,708,866

1,230,000

(a) Spain

Government

Bond

,

Reg

S

2.700 10/31/48

1,140,419

1,325,000

(a) Spain

Government

Bond

,

Reg

S

1.000 10/31/50

806,664

2,000,000

(a) Spain

Government

Bond

,

Reg

S

1.900 10/31/52

1,493,389

1,850,000

(a) Spain

Government

Bond

,

Reg

S

4.000 10/31/54

2,086,606

1,810,000

(a) Spain

Government

Bond

,

Reg

S

3.450 07/30/66

1,799,155

2,540,000

(a) Spain

Government

Bond

,

Reg

S

1.450 10/31/71

1,353,332

300,000

Spain

Government

International

Bond

5.250 04/06/29

399,944

100,000

State

of

Brandenburg

,

Reg

S

0.250 10/19/26

113,826

500,000

State

of

Bremen

2.500 11/20/29

567,591

700,000

State

of

Bremen

2.750 01/28/33

787,251

400,000

State

of

Hesse

2.500 08/28/30

452,043

300,000

State

of

Hesse

,

Reg

S

2.750 01/12/32

340,468

400,000

State

of

Hesse

2.875 01/10/33

453,983

500,000

State

of

Hesse

,

Reg

S

3.125 03/12/35

570,667

650,000

State

of

Hesse

2.900 06/18/35

727,173

100,000

State

of

Hesse

,

Reg

S

0.750 08/04/36

88,908

750,000

State

of

Hesse

,

Reg

S

3.125 03/10/39

824,904

300,000

State

of

Lower

Saxony

,

Reg

S

0.000 02/11/27

337,997

1,500,000

State

of

Lower

Saxony

2.625 10/29/32

1,680,742

1,500,000

State

of

Lower

Saxony

,

Reg

S

2.750 08/04/33

1,684,383

100,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

3.000 01/27/28

115,544

500,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

3.000 06/06/29

577,832

500,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

2.650 01/15/30

569,830

700,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

0.200 04/09/30

723,576

1,000,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

2.350 07/10/30

1,124,606

300,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

2.750 01/15/32

340,687

1,200,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

2.750 10/08/32

1,354,546

100,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

1.100 03/13/34

98,358

710,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

2.700 09/05/34

786,929

760,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

0.000 10/12/35

642,465

100,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

1.650 02/22/38

95,050

380,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

0.600 06/04/41

286,023

300,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

0.200 01/27/51

149,569

400,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

3.000 03/20/54

403,271

400,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

3.400 03/07/73

426,036

800,000

State

of

North

Rhine-Westphalia

Germany

,

Reg

S

2.150 03/21/19

576,221

200,000

State

of

Rhineland-Palatinate

,

Reg

S

0.375 01/26/27

226,225

300,000

State

of

Rhineland-Palatinate

,

Reg

S

0.050 01/23/30

309,841

700,000

State

of

Rhineland-Palatinate

3.000 05/02/34

796,143

500,000

State

of

Saxony-Anhalt

2.450 02/13/30

565,412

400,000

State

of

Saxony-Anhalt

0.350 02/09/32

394,073

200,000

State

of

Saxony-Anhalt

2.750 01/23/34

223,363

1,500,000

State

of

Schleswig-Holstein

Germany

,

Reg

S

2.875 08/20/35

1,671,045

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

2,010,000

State

of

the

Grand-Duchy

of

Luxembourg

,

Reg

S

1.375 %

05/25/29

$

2,211,606

1,000,000

State

of

the

Grand-Duchy

of

Luxembourg

,

Reg

S

0.000 04/28/30

1,025,068

3,440,000

State

of

the

Grand-Duchy

of

Luxembourg

,

Reg

S

0.000 03/24/31

3,427,023

1,700,000

State

of

the

Grand-Duchy

of

Luxembourg

,

Reg

S

3.000 03/02/33

1,955,823

700,000

State

of

the

Grand-Duchy

of

Luxembourg

,

Reg

S

2.900 09/17/35

786,230

440,000

State

of

the

Grand-Duchy

of

Luxembourg

,

Reg

S

3.250 03/02/43

479,372

400,000

States

of

Guernsey

Bond

,

Reg

S

3.375 12/12/46

368,304

2,000,000

Statkraft

AS

,

Reg

S

4.500 06/14/34

193,752

400,000

Svensk

Exportkredit

AB

4.200 04/01/31

261,086

25,000,000

Sweden

Government

Bond

,

Reg

S

0.750 05/12/28

2,535,696

23,000,000

Sweden

Government

Bond

,

Reg

S

0.750 11/12/29

2,269,666

9,000,000

Sweden

Government

Bond

,

Reg

S

0.125 05/12/31

834,363

6,000,000

Sweden

Government

Bond

,

Reg

S

2.250 06/01/32

615,699

20,000,000

Sweden

Government

Bond

,

Reg

S

1.750 11/11/33

1,960,268

2,000,000

Sweden

Government

Bond

,

Reg

S

2.250 05/11/35

200,604

4,000,000

Sweden

Government

Bond

,

Reg

S

2.500 10/15/36

405,465

12,000,000

Sweden

Government

Bond

,

Reg

S

3.500 03/30/39

1,332,385

2,000,000

Sweden

Government

Bond

,

Reg

S

0.500 11/24/45

131,714

3,000,000

Sweden

Government

Bond

,

Reg

S

1.375 06/23/71

176,519

800,000

Sweden

Government

International

Bond

,

Reg

S

2.000 06/26/28

905,961

7,000,000

Swiss

Confederation

Government

Bond

,

Reg

S

4.000 04/08/28

9,398,651

4,700,000

Swiss

Confederation

Government

Bond

,

Reg

S

3.500 04/08/33

7,162,957

23,000

Swiss

Confederation

Government

Bond

,

Reg

S

0.000 06/26/34

27,881

1,600,000

Swiss

Confederation

Government

Bond

,

Reg

S

0.250 06/23/35

1,974,849

1,000,000

Swiss

Confederation

Government

Bond

,

Reg

S

2.500 03/08/36

1,504,441

60,000

Swiss

Confederation

Government

Bond

,

Reg

S

1.250 06/27/37

81,619

1,100,000

Swiss

Confederation

Government

Bond

,

Reg

S

1.500 10/26/38

1,545,462

600,000

Swiss

Confederation

Government

Bond

,

Reg

S

0.500 05/28/40

747,023

800,000

Swiss

Confederation

Government

Bond

,

Reg

S

1.250 06/28/43

1,110,987

500,000

Swiss

Confederation

Government

Bond

,

Reg

S

0.875 05/22/47

661,340

300,000

Swiss

Confederation

Government

Bond

,

Reg

S

2.000 06/25/64

570,946

200,000

Swisscom

AG

1.800 08/23/34

263,584

250,000

Swisscom

AG

2.000 11/23/39

334,572

550,000

Tasmanian

Public

Finance

Corp

,

Reg

S

2.500 01/21/33

313,858

1,150,000

Tasmanian

Public

Finance

Corp

4.000 01/20/34

709,012

20,000,000

Thailand

Government

Bond

1.000 06/17/27

605,092

21,037,000

Thailand

Government

Bond

2.400 11/17/27

650,095

80,000,000

Thailand

Government

Bond

2.050 04/17/28

2,457,515

23,000,000

Thailand

Government

Bond

2.650 06/17/28

715,480

25,000,000

Thailand

Government

Bond

2.875 12/17/28

785,718

33,000,000

Thailand

Government

Bond

2.400 03/17/29

1,025,366

20,000,000

Thailand

Government

Bond

4.875 06/22/29

668,279

18,000,000

Thailand

Government

Bond

2.500 11/17/29

562,185

15,000,000

Thailand

Government

Bond

1.600 12/17/29

453,687

19,000,000

Thailand

Government

Bond

1.660 03/17/30

575,736

10,000,000

Thailand

Government

Bond

3.650 06/20/31

331,160

30,000,000

Thailand

Government

Bond

2.000 12/17/31

920,721

18,000,000

Thailand

Government

Bond

3.775 06/25/32

603,125

15,000,000

Thailand

Government

Bond

3.350 06/17/33

494,107

20,000,000

Thailand

Government

Bond

2.800 06/17/34

636,657

20,000,000

Thailand

Government

Bond

2.410 03/17/35

617,662

20,000,000

Thailand

Government

Bond

1.600 06/17/35

574,547

10,000,000

Thailand

Government

Bond

1.585 12/17/35

286,613

33,000,000

Thailand

Government

Bond

3.390 06/17/37

1,092,292

68,000,000

Thailand

Government

Bond

,

Reg

S

4.260 12/12/37

2,401,482

13,000,000

Thailand

Government

Bond

3.300 06/17/38

417,800

10,000,000

Thailand

Government

Bond

2.700 06/17/40

298,983

23,000,000

Thailand

Government

Bond

3.450 06/17/43

718,467

31,500,000

Thailand

Government

Bond

2.980 06/17/45

917,842

48,000,000

Thailand

Government

Bond

2.875 06/17/46

1,374,842

10,000,000

Thailand

Government

Bond

3.150 06/17/50

287,393

90,000,000

Thailand

Government

Bond

4.000 06/17/55

3,031,398

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

2,837,000

Thailand

Government

Bond

2.500 %

06/17/71

$

71,587

32,000,000

Thailand

Government

Bond

4.000 06/17/72

1,096,311

100,000

Treasury

Corp

of

Victoria

1.250 11/19/27

64,701

1,400,000

Treasury

Corp

of

Victoria

,

Reg

S

3.000 10/20/28

915,700

1,050,000

Treasury

Corp

of

Victoria

2.500 10/22/29

661,878

200,000

Treasury

Corp

of

Victoria

1.500 11/20/30

116,982

1,300,000

Treasury

Corp

of

Victoria

1.500 09/10/31

736,611

700,000

Treasury

Corp

of

Victoria

4.250 12/20/32

450,922

1,318,000

Treasury

Corp

of

Victoria

,

Reg

S

2.250 09/15/33

728,178

1,000,000

Treasury

Corp

of

Victoria

2.250 11/20/34

529,803

300,000

Treasury

Corp

of

Victoria

2.000 09/17/35

150,593

350,000

Treasury

Corp

of

Victoria

4.750 09/15/36

221,772

5,050,000

Treasury

Corp

of

Victoria

2.000 11/20/37

2,336,620

700,000

Treasury

Corp

of

Victoria

5.250 09/15/38

452,341

1,300,000

Treasury

Corp

of

Victoria

5.500 09/15/39

850,248

500,000

Treasury

Corp

of

Victoria

,

Reg

S

3.625 09/29/40

563,548

1,200,000

Treasury

Corp

of

Victoria

2.250 11/20/41

502,365

1,600,000

Treasury

Corp

of

Victoria

2.250 11/20/42

653,076

3,500,000

Treasury

Corp

of

Victoria

2.400 08/18/50

1,246,899

300,000

UNEDIC

ASSEO

,

Reg

S

3.125 04/25/33

338,346

1,200,000

UNEDIC

ASSEO

,

Reg

S

3.375 11/25/33

1,367,400

1,100,000

UNEDIC

ASSEO

,

Reg

S

3.125 11/25/34

1,219,579

1,200,000

UNEDIC

ASSEO

,

Reg

S

3.250 05/25/35

1,333,009

2,685,000

United

Kingdom

Gilt

,

Reg

S

0.125 01/31/28

3,289,031

5,500,000

United

Kingdom

Gilt

,

Reg

S

4.375 03/07/28

7,247,285

10,275,000

United

Kingdom

Gilt

,

Reg

S

4.500 06/07/28

13,579,527

1,748,000

United

Kingdom

Gilt

,

Reg

S

1.625 10/22/28

2,159,223

850,000

United

Kingdom

Gilt

,

Reg

S

6.000 12/07/28

1,167,883

550,000

United

Kingdom

Gilt

,

Reg

S

0.500 01/31/29

652,803

11,000,000

United

Kingdom

Gilt

,

Reg

S

4.000 05/22/29

14,327,265

1,550,000

United

Kingdom

Gilt

,

Reg

S

4.125 07/22/29

2,026,614

450,000

United

Kingdom

Gilt

,

Reg

S

0.875 10/22/29

527,038

10,250,000

United

Kingdom

Gilt

,

Reg

S

4.375 03/07/30

13,492,256

1,900,000

United

Kingdom

Gilt

,

Reg

S

0.375 10/22/30

2,099,172

850,000

United

Kingdom

Gilt

,

Reg

S

4.750 12/07/30

1,139,167

9,600,000

United

Kingdom

Gilt

,

Reg

S

4.125 03/07/31

12,464,050

750,000

United

Kingdom

Gilt

,

Reg

S

0.250 07/31/31

795,931

3,950,000

United

Kingdom

Gilt

,

Reg

S

4.000 10/22/31

5,078,298

2,850,000

United

Kingdom

Gilt

,

Reg

S

1.000 01/31/32

3,080,645

3,200,000

United

Kingdom

Gilt

,

Reg

S

3.250 01/31/33

3,875,120

500,000

United

Kingdom

Gilt

,

Reg

S

0.875 07/31/33

504,832

1,350,000

United

Kingdom

Gilt

,

Reg

S

4.625 01/31/34

1,764,691

1,900,000

United

Kingdom

Gilt

,

Reg

S

4.250 07/31/34

2,410,822

500,000

United

Kingdom

Gilt

,

Reg

S

4.500 09/07/34

646,239

3,500,000

United

Kingdom

Gilt

,

Reg

S

4.500 03/07/35

4,495,289

1,900,000

United

Kingdom

Gilt

,

Reg

S

0.625 07/31/35

1,717,427

4,380,000

United

Kingdom

Gilt

,

Reg

S

4.750 10/22/35

5,700,698

1,500,000

United

Kingdom

Gilt

,

Reg

S

4.250 03/07/36

1,870,899

850,000

United

Kingdom

Gilt

,

Reg

S

1.750 09/07/37

803,584

1,000,000

United

Kingdom

Gilt

,

Reg

S

3.750 01/29/38

1,160,082

600,000

United

Kingdom

Gilt

,

Reg

S

1.125 01/31/39

495,777

1,500,000

United

Kingdom

Gilt

,

Reg

S

4.250 09/07/39

1,799,608

1,150,000

United

Kingdom

Gilt

,

Reg

S

4.375 01/31/40

1,388,373

5,450,000

United

Kingdom

Gilt

,

Reg

S

4.250 12/07/40

6,445,966

2,500,000

United

Kingdom

Gilt

,

Reg

S

5.250 01/31/41

3,282,686

1,314,000

United

Kingdom

Gilt

,

Reg

S

1.250 10/22/41

997,777

675,000

United

Kingdom

Gilt

,

Reg

S

4.500 12/07/42

805,320

4,405,000

United

Kingdom

Gilt

,

Reg

S

4.750 10/22/43

5,362,445

2,433,000

United

Kingdom

Gilt

,

Reg

S

3.250 01/22/44

2,409,943

450,000

United

Kingdom

Gilt

,

Reg

S

3.500 01/22/45

457,703

275,000

United

Kingdom

Gilt

,

Reg

S

0.875 01/31/46

162,152

900,000

United

Kingdom

Gilt

,

Reg

S

4.250 12/07/46

1,006,526

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

Investment

in

Derivatives

Forward

Foreign

Currency

Contracts

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

100,000

United

Kingdom

Gilt

,

Reg

S

1.500 %

07/22/47

$

65,988

300,000

United

Kingdom

Gilt

,

Reg

S

1.750 01/22/49

203,682

600,000

United

Kingdom

Gilt

,

Reg

S

4.250 12/07/49

660,354

1,500,000

United

Kingdom

Gilt

,

Reg

S

0.625 10/22/50

687,324

1,250,000

United

Kingdom

Gilt

,

Reg

S

1.250 07/31/51

689,908

325,000

United

Kingdom

Gilt

,

Reg

S

3.750 07/22/52

323,534

500,000

United

Kingdom

Gilt

,

Reg

S

1.500 07/31/53

285,595

2,233,000

United

Kingdom

Gilt

,

Reg

S

3.750 10/22/53

2,197,605

1,190,000

United

Kingdom

Gilt

,

Reg

S

4.375 07/31/54

1,306,800

750,000

United

Kingdom

Gilt

,

Reg

S

1.625 10/22/54

437,683

324,000

United

Kingdom

Gilt

,

Reg

S

5.375 01/31/56

417,645

2,842,000

United

Kingdom

Gilt

,

Reg

S

1.750 07/22/57

1,655,252

337,000

United

Kingdom

Gilt

,

Reg

S

4.000 01/22/60

342,350

1,775,000

United

Kingdom

Gilt

,

Reg

S

0.500 10/22/61

551,703

1,950,000

United

Kingdom

Gilt

,

Reg

S

4.000 10/22/63

1,956,892

7,630,000

United

Kingdom

Gilt

,

Reg

S

2.500 07/22/65

5,272,763

6,450,000

United

Kingdom

Gilt

,

Reg

S

3.500 07/22/68

5,787,240

1,150,000

United

Kingdom

Gilt

,

Reg

S

1.625 10/22/71

568,691

1,500,000

United

Kingdom

Gilt

,

Reg

S

1.125 10/22/73

578,582

300,000

Western

Australian

Treasury

Corp

1.500 10/22/30

176,468

300,000

Western

Australian

Treasury

Corp

4.250 07/20/33

193,263

3,000,000

Western

Australian

Treasury

Corp

,

Reg

S

2.000 10/24/34

1,578,500

300,000

Western

Australian

Treasury

Corp

,

Reg

S

4.750 10/24/35

194,580

700,000

Western

Australian

Treasury

Corp

,

Reg

S

5.000 10/21/37

452,869

400,000

Zuercher

Kantonalbank

,

Reg

S

2.750 04/19/28

508,200

TOTAL

SOVEREIGN

DEBT

2,566,122,894

TOTAL

GOVERNMENT

RELATED

(Cost

$2,652,946,507)

2,566,122,894

PRINCIPAL

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

1.4%

49,419,944

State

Street

Institutional

US

Government

Money

Market

Fund

$

49,419,944

TOTAL

INVESTMENT

COMPANIES

(Cost

$49,419,944)

49,419,944

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$3,556,454,513)

3,444,925,923

OTHER

ASSETS

&

LIABILITIES,

NET

-

3.7%

134,016,116

NET

ASSETS

-

100%

$

3,578,942,039

EUR

Euro

GBP

Pound

Sterling

MXN

Mexican

Peso

NOK

Norwegian

Krone

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REIT

Real

Estate

Investment

Trust

SGD

Singapore

Dollar

(a) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$561,537,858

or

16.3%

of

Total

Investments.

(b) Perpetual

security.

Maturity

date

is

not

applicable.

Currency

Purchased

Notional

Amount

(Local

Currency)

Currency

Sold

Notional

Amount

(Local

Currency)

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

AUD

171,050,458

USD

117,313,126

Anz

Banking

Group

Ltd

4/07/26

(168,248)

CHF

315,418

USD

405,621

Anz

Banking

Group

Ltd

4/07/26

(12,858)

CHF

44,187,961

USD

55,309,598

Anz

Banking

Group

Ltd

4/07/26

(286,242)

NZD

36,949,881

USD

21,143,343

Anz

Banking

Group

Ltd

4/07/26

(61,387)

USD

120,048,662

AUD

168,921,362

Anz

Banking

Group

Ltd

4/07/26

4,361,907

USD

2,184,163

CAD

2,980,922

Anz

Banking

Group

Ltd

4/07/26

47,673

USD

3,390,830

GBP

2,535,763

Anz

Banking

Group

Ltd

4/07/26

46,930

USD

4,792,900

JPY

753,767,876

Anz

Banking

Group

Ltd

4/07/26

52,542

USD

117,271,202

AUD

171,050,458

Anz

Banking

Group

Ltd

5/07/26

172,301

USD

55,493,174

CHF

44,187,961

Anz

Banking

Group

Ltd

5/07/26

278,773

USD

21,165,380

NZD

36,949,881

Anz

Banking

Group

Ltd

5/07/26

60,485

EUR

1,531,611,624

USD

1,754,307,954

Barclays

Capital

4/07/26

10,872,892

IDR

789,355,751,294

USD

46,392,575

Barclays

Capital

4/07/26

50,749

MXN

674,584,101

USD

37,185,607

Barclays

Capital

4/07/26

189,267

PLN

91,852,927

USD

24,614,014

Barclays

Capital

4/07/26

24,057

SEK

296,673,884

USD

31,226,397

Barclays

Capital

4/07/26

(75,005)

USD

57,721,865

CHF

44,503,379

Barclays

Capital

4/07/26

2,305,747

USD

1,794,436,258

EUR

1,519,858,603

Barclays

Capital

4/07/26

42,800,757

USD

23,928,900

ILS

74,455968

Barclays

Capital

4/07/26

343,115

USD

582,869,737

JPY

90,593,752,877

Barclays

Capital

4/07/26

13,136,224

USD

87,619,270

KRW

124,894,260,340

Barclays

Capital

4/07/26

6,064,942

USD

42,696,453

MYR

165,815,944

Barclays

Capital

4/07/26

1,737,299

USD

14,101,709

RON

60,965,369

Barclays

Capital

4/07/26

329,756

USD

21,548,347

CNY

146,959,491

Barclays

Capital

4/08/26

260,341

USD

1,756,841,240

EUR

1,531,611,624

Barclays

Capital

5/07/26

(10,964,298)

USD

46,339,467

IDR

789,355,751,294

Barclays

Capital

5/07/26

(73,072)

USD

37,088,496

MXN

674,584,101

Barclays

Capital

5/07/26

(189,556)

USD

24,612,305

PLN

91,852,927

Barclays

Capital

5/07/26

(23,915)

USD

31,274,414

SEK

296,673,884

Barclays

Capital

5/07/26

72,460

CAD

296,210,612

USD

212,520,169

Citigroup

4/07/26

(219,768)

CNY

146,959,491

USD

21,258,363

Citigroup

4/08/26

29,643

DKK

165,085,108

USD

25,380,314

Citigroup

4/07/26

81,942

EUR

17,987,887

USD

20,812,960

Citigroup

4/07/26

(81,939)

JPY

92,556,115,432

USD

580,434,689

Citigroup

4/07/26

1,639,892

NOK

60,274,623

USD

6,180,979

Citigroup

4/07/26

6,637

PEN

94,954,780

USD

27,301,547

Citigroup

4/07/26

(105,033)

RON

60,965,369

USD

13,731,412

Citigroup

4/07/26

40,541

SGD

41,027,285

USD

31,814,726

Citigroup

4/07/26

(2,214)

THB

631,297,957

USD

19,220,753

Citigroup

4/07/26

(70,765)

USD

12,046,176

CLP

10,403,680,128

Citigroup

4/07/26

902,482

USD

25,163,545

DKK

158,914,608

Citigroup

4/07/26

653,010

USD

14,587,232

EUR

12,519,927

Citigroup

4/07/26

158,029

USD

2,828

ILS

8,784

Citigroup

4/07/26

USD

490,322

ILS

1,517,166

Citigroup

4/07/26

9,722

USD

29,098,497

PEN

97,762,219

Citigroup

4/07/26

1,097,889

USD

32,544,678

SGD

41,027,285

Citigroup

4/07/26

732,165

USD

20,303,083

THB

631,297,957

Citigroup

4/07/26

1,153,094

USD

212,794,521

CAD

296,210,612

Citigroup

5/07/26

213,521

USD

21,300,453

CNY

146,959,491

Citigroup

5/07/26

(34,928)

USD

25,423,712

DKK

165,085,108

Citigroup

5/07/26

(82,934)

USD

581,930,936

JPY

92,556,115,432

Citigroup

5/07/26

(1,800,954)

USD

6,180,316

NOK

60,274,623

Citigroup

5/07/26

(6,287)

USD

27,256,094

PEN

94,954,780

Citigroup

5/07/26

103,132

USD

13,706,678

RON

60,965,369

Citigroup

5/07/26

(41,574)

USD

31,881,428

SGD

41,027,285

Citigroup

5/07/26

(2,318)

USD

19,223,329

THB

631,297,957

Citigroup

5/07/26

25,445

CLP

10,403,680,128

USD

11,150,783

Morgan

Stanley

4/07/26

(7,089)

CZK

299,060,515

USD

13,987,634

Morgan

Stanley

4/07/26

39,503

GBP

3,472,345

USD

4,608,167

Morgan

Stanley

4/07/26

(29,200)

GBP

615,743

USD

829,051

Morgan

Stanley

4/07/26

(17,073)

GBP

230,236,449

USD

303,612,806

Morgan

Stanley

4/07/26

(965) HUF

3,926,604,387

USD

11,600,140

Morgan

Stanley

4/07/26

111,119

ILS

75,981,918

USD

23,953,946

Morgan

Stanley

4/07/26

115,221

KRW

126,410,930,319

USD

83,313,076

Morgan

Stanley

4/07/26

(768,382)

MYR

165,815,944

USD

41,126,006

Morgan

Stanley

4/07/26

(166,852)

PEN

2,807,439

USD

821,802

Morgan

Stanley

4/07/26

(17,708)

THB

218,027,045

USD

6,619,919

Morgan

Stanley

4/07/26

(6,219)

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### NXUS

AUD

Australian

Dollar

CAD

Canadian

Dollar

CHF

Swiss

Franc

CLP

Chilean

Peso

CNY

Chinese

Yuan

CZK

Czech

Koruna

DKK

Danish

Krone

EUR

Euro

GBP

Great

British

Pound

HUF

Hungarian

Forint

IDR

Indonesian

Rupiah

ILS

Israeli

New

Shekel

JPY

Japanese

Yen

KRW

South

Korean

won

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

NOK

Norwegian

krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

PLN

Polish

złoty

RON

Romanian

Leu

SEK

Swedish

Krona

SGD

Singapore

Dollar

THB

Thai

Baht

USD

US

dollar

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

USD

1,503,865

AUD

2,129,096

Morgan

Stanley

4/07/26

45,741

USD

214,553,579

CAD

293,229,690

Morgan

Stanley

4/07/26

4,389,668

USD

14,572,473

CZK

299,060,515

Morgan

Stanley

4/07/26

545,336

USD

968,847

DKK

6,170,500

Morgan

Stanley

4/07/26

17,126

USD

2,310,493

EUR

1,973,206

Morgan

Stanley

4/07/26

36,376

USD

17,882,054

EUR

15,247,776

Morgan

Stanley

4/07/26

309,009

USD

5,005,237

GBP

3,736,782

Morgan

Stanley

4/07/26

77,558

USD

308,945,728

GBP

228,051,992

Morgan

Stanley

4/07/26

8,214,522

USD

12,318,844

HUF

3,926,604,387

Morgan

Stanley

4/07/26

607,585

USD

47,060,254

IDR

789,355,751,294

Morgan

Stanley

4/07/26

616,929

USD

1,036,816

KRW

1,516,669,979

Morgan

Stanley

4/07/26

46,450

USD

39,077,500

MXN

674,584,101

Morgan

Stanley

4/07/26

1,702,626

USD

6,293,458

NOK

60,274,623

Morgan

Stanley

4/07/26

105,842

USD

607,747

PLN

2,200,940

Morgan

Stanley

4/07/26

17,380

USD

32,867,448

SEK

296,673,884

Morgan

Stanley

4/07/26

1,716,056

USD

6,997,264

THB

218,027,045

Morgan

Stanley

4/07/26

383,564

USD

11,157,479

CLP

10,403,680,128

Morgan

Stanley

5/07/26

6,617

USD

13,992,759

CZK

299,060,515

Morgan

Stanley

5/07/26

(39,257)

USD

303,603,481

GBP

230,236,449

Morgan

Stanley

5/07/26

6,986

USD

11,577,702

HUF

3,926,604,387

Morgan

Stanley

5/07/26

(108,783)

USD

23,982,677

ILS

75,981,918

Morgan

Stanley

5/07/26

(115,259)

USD

83,377,369

KRW

126,410,930,319

Morgan

Stanley

5/07/26

759,862

USD

41,131,107

MYR

165,815,944

Morgan

Stanley

5/07/26

132,289

USD

6,620,120

THB

218,027,045

Morgan

Stanley

5/07/26

(10,121)

JPY

46,323,953

USD

297,798

Toronto

Dominion

4/07/26

(6,472)

USD

8,002,424

JPY

1,254,918,632

Toronto

Dominion

4/07/26

110,387

USD

22,139,186

NZD

36,949,881

Toronto

Dominion

4/07/26

1,057,230

USD

25,056,824

PLN

89,651,987

Toronto

Dominion

4/07/26

1,009,120

Total

$96,638,833

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

$112,235,508

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

$(15,596,675)

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

\*

Represents

net

unrealized

appreciation

(depreciation)

NXUS

Level

Level

Level

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

829,383,085

$

–

$

829,383,085

Government

Related

–

2,566,122,894

–

2,566,122,894

Investment

Companies

49,419,944

–

–

49,419,944

Investment

in

Derivatives:

Forward

Foreign

Currency

Contracts\*

$

–

$

96,638,833

$

–

$

96,638,833

Total

$

49,419,944

$

3,

,

,

812

$

–

$

3,

541

,

564

,

756

a

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026

#### NURE
Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

(Unaudited)

SHARES

DESCRIPTION

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

REAL

ESTATE

INVESTMENT

TRUST

COMMON

STOCKS

-

99.0%

APARTMENTS

-

46.3%

53,465

American

Homes

Rent,

Class

A

$

1,492,743

8,983

AvalonBay

Communities,

Inc

1,467,373

15,156

Camden

Property

Trust

1,480,135

5,063

Centerspace

290,869

25,657

Equity

Residential

1,517,612

6,169

Essex

Property

Trust,

Inc

1,492,898

71,795

Independence

Realty

Trust,

Inc

1,069,028

61,227

Invitation

Homes,

Inc

1,521,491

12,066

Mid-America

Apartment

Communities,

Inc

1,473,500

6,612

NexPoint

Residential

Trust,

Inc

165,300

42,804

UDR,

Inc

1,445,919

24,620

Veris

Residential,

Inc

464,579

TOTAL

APARTMENTS

13,881,447

DIVERSIFIED

-

1.2%

24,544

UMH

Properties,

Inc

354,170

TOTAL

DIVERSIFIED

354,170

HOTELS

-

23.1%

66,692

Apple

Hospitality

REIT,

Inc

767,625

61,747

DiamondRock

Hospitality

Co

578,569

80,434

Host

Hotels

&

Resorts,

Inc

1,541,116

60,594

Park

Hotels

&

Resorts,

Inc

638,055

34,434

Pebblebrook

Hotel

Trust

434,901

45,201

RLJ

Lodging

Trust

335,391

16,207

Ryman

Hospitality

Properties,

Inc

1,495,420

47,894

Service

Properties

Trust

64,896

32,101

Summit

Hotel

Properties,

Inc

141,886

57,564

Sunstone

Hotel

Investors,

Inc

518,652

28,738

Xenia

Hotels

&

Resorts,

Inc

426,185

TOTAL

HOTELS

6,942,696

MANUFACTURED

HOMES

-

9.6%

23,034

Equity

LifeStyle

Properties,

Inc

1,437,782

11,324

Sun

Communities,

Inc

1,426,371

TOTAL

MANUFACTURED

HOMES

2,864,153

SELF-STORAGE

-

18.8%

39,843

CubeSmart

1,460,246

10,907

Extra

Space

Storage,

Inc

1,430,235

21,455

National

Storage

Affiliates

Trust

809,712

5,143

Public

Storage

1,393,136

16,782

Smartstop

Self

Storage

REIT,

Inc

508,159

TOTAL

SELF-STORAGE

5,601,488

TOTAL

REAL

ESTATE

INVESTMENT

TRUST

COMMON

STOCKS

(Cost

$40,743,520)

29,643,954

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$40,743,520)

29,643,954

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.0%

289,097

NET

ASSETS

-

100%

$

29,933,051

REIT

Real

Estate

Investment

Trust

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

NURE

Level

Level

Level

Total

Long-Term

Investments:

Real

Estate

Investment

Trust

Common

Stocks

$

29,643,954

$

–

$

–

$

29,643,954

Total

$

29,643,954

$

–

$

–

$

29,643,954

a

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NuShares ETF Trust

- **b. Investment Company Act file number:** 811-23161

- **c. CIK number of Registrant:** 0001635073

- **d. LEI of Registrant:** 549300UWO63YZ5POLH71

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

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

- **b. EDGAR series identifier (if any):** S000095480

- **c. LEI of Series:** 254900I1FK6BLIV8RX55

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $3594742420.00

**Total Liabilities:** $15832718.00

**Net Assets:** $3578909702.00

**Cash Not Reported:** $63035.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -171.11000000 | **1-Year:** -138575.01000000 | **5-Year:** -530518.14000000 | **10-Year:** -761763.57000000 | **30-Year:** -518863.58000000

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

- **3-Month:** -372.26000000 | **1-Year:** -28783.27000000 | **5-Year:** -78139.63000000 | **10-Year:** -100646.28000000 | **30-Year:** -89453.85000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264203 | 0.41%                | 1.33%                | -2.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-238996.46              | $59627113.36                               |
| Month 2  | $3990.42                 | $35800903.55                               |
| Month 3  | $-74262.31               | $-98682452.25                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: AM6067459<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       880000 | PA      | $956767.55    | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: ZB0102390<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $655117.35    | 0.02%             | 2038-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BX4717795<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4000000 | PA      | $4597119.48   | 0.13%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | Volkswagen International Finance NV                                             | CUSIP: ZI6395373<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $488600.14    | 0.01%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: YK3634200<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $335836.88    | 0.01%             | 2033-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $358607.72    | 0.01%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: EK0414632<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       450000 | PA      | $464120.12    | 0.01%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                            | Singapore Government Bond                                                       | CUSIP: AS3039433<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2000000 | PA      | $1582296.63   | 0.04%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1000000 | PA      | $233331.91    | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: EJ8738761<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2200000 | PA      | $2936197.72   | 0.08%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: YN9615702<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2900000 | PA      | $3269425.05   | 0.09%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | Adif Alta Velocidad                                                             | CUSIP: YS8863765<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $574286.19    | 0.02%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | City of Toronto Canada                                                          | CUSIP: 891288DM1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $204351.69    | 0.01%             | 2036-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | Norddeutsche Landesbank-Girozentrale                                            | CUSIP: YJ4150613<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $558589.12    | 0.02%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368D3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72502.60     | 0.00%             | 2027-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: YL8168939<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $227465.38    | 0.01%             | 2028-09-08      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: YK3409199<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2500000 | PA      | $2819964.86   | 0.08%             | 2033-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: ZF0658913<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  56200000000 | PA      | $3282910.71   | 0.09%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: YT3551785<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $375880.67    | 0.01%             | 2035-10-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                         | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       100000 | PA      | $134499.50    | 0.00%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGU2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       200000 | PA      | $226817.56    | 0.01%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: EF3964238<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       900000 | PA      | $1006526.02   | 0.03%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1500000 | PA      | $812233.31    | 0.02%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: BK4676346<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       675000 | PA      | $231065.46    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                  | CUSIP: AS1342268<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $221404.62    | 0.01%             | 2028-04-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: ZF6609647<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1140000 | PA      | $1289694.78   | 0.04%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                          | CUSIP: BR4374137<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     10000000 | PA      | $1461102.99   | 0.04%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: BO6214700<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       775000 | PA      | $549058.80    | 0.02%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZI8616602<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3068043.25   | 0.09%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                                        | Digital Stout Holding LLC                                                       | CUSIP: AU9275473<br>LEI: 549300N335X1857YDM81 | Long             | DBT              | CORP              | US        |       400000 | PA      | $489759.49    | 0.01%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                       | Platform HG Financing PLC                                                       | CUSIP: YJ9441264<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $251251.62    | 0.01%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: YR0019723<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       700000 | PA      | $788506.53    | 0.02%             | 2035-02-20      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co/The                                                         | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       200000 | PA      | $243254.46    | 0.01%             | 2029-05-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | Volkswagen Bank GmbH                                                            | CUSIP: YN3351965<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1242573.27   | 0.03%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       300000 | PA      | $350091.14    | 0.01%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                               | Stedin Holding NV                                                               | CUSIP: YX6193883<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $578729.90    | 0.02%             | 2031-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                                                          | Sirius Real Estate Ltd                                                          | CUSIP: BS4812126<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |       100000 | PA      | $109760.21    | 0.00%             | 2028-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB                                                | CUSIP: YQ5710021<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      8000000 | PA      | $832108.73    | 0.02%             | 2030-12-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: ZO1409101<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     16000000 | PA      | $642834.55    | 0.02%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                            | CUSIP: ZF1428928<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $67880.31     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connect Plus M25 Issuer PLC                                                     | Connect Plus M25 Issuer PLC                                                     | CUSIP: AT6477711<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |       237144 | PA      | $252827.26    | 0.01%             | 2039-03-31      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZF0568575<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4000000 | PA      | $4600202.79   | 0.13%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | Credit Mutuel Home Loan SFH SA                                                  | CUSIP: ZD8568135<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $572687.39    | 0.02%             | 2030-11-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: ZH9735940<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       600000 | PA      | $713825.91    | 0.02%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                | CUSIP: ZF1455764<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1400000 | PA      | $1608100.51   | 0.04%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | Federation des Caisses Desjardins du Quebec                                     | CUSIP: BT9839387<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $225613.71    | 0.01%             | 2027-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: YR8016713<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |       200000 | PA      | $224050.37    | 0.01%             | 2035-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: AQ1829367<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1200000 | PA      | $1384915.31   | 0.04%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: GG7366139<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2200000 | PA      | $2679064.64   | 0.07%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: YK1757920<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $561270.68    | 0.02%             | 2032-09-22      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW Bank                                                                        | CUSIP: YK1816528<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1684138.58   | 0.05%             | 2035-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | Japan Government Two Year Bond                                                  | CUSIP: YK5537740<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5635677.92   | 0.16%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | Yorkshire Water Finance PLC                                                     | CUSIP: YV6460682<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       540000 | PA      | $717678.30    | 0.02%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sika Capital BV                                                                 | Sika Capital BV                                                                 | CUSIP: ZK3491501<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115791.91    | 0.00%             | 2026-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: EJ2364390<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |        60000 | PA      | $81618.59     | 0.00%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: ZB2766473<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231077.62    | 0.01%             | 2036-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BJ3055610<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       410000 | PA      | $361066.44    | 0.01%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $194411.97    | 0.01%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: YR8790838<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $556027.57    | 0.02%             | 2035-03-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: ZJ6074059<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      2100000 | PA      | $2473457.77   | 0.07%             | 2033-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: AX5219149<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $98357.84     | 0.00%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                               | Wessex Water Services Finance PLC                                               | CUSIP: YQ2538821<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $522797.13    | 0.01%             | 2034-09-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | State of Rhineland-Palatinate                                                   | CUSIP: AL4994599<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $226225.16    | 0.01%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: BP7726295<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       200000 | PA      | $245651.85    | 0.01%             | 2029-06-02      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: BR1732717<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $872378.79    | 0.02%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: BJ1619110<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      2350000 | PA      | $2456030.52   | 0.07%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                | CUSIP: YN2863077<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $454625.65    | 0.01%             | 2029-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EJ8434395<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    675000000 | PA      | $4136003.21   | 0.12%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | Ontario Teachers' Finance Trust                                                 | CUSIP: YX6543285<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $369746.69    | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YS4668580<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2000000 | PA      | $2272639.71   | 0.06%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Nats En Route PLC                                                               | Nats En Route PLC                                                               | CUSIP: BP3045419<br>LEI: 213800AOOCT6JKFY6Z68 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $411841.72    | 0.01%             | 2033-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                            | Jyske Realkredit A/S                                                            | CUSIP: YL8586742<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $336329.42    | 0.01%             | 2032-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1400000 | PA      | $1542882.99   | 0.04%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: JK2053607<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       800000 | PA      | $929157.67    | 0.03%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | Medtronic Inc                                                                   | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       540000 | PA      | $593903.57    | 0.02%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: BW0488831<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $373203.40    | 0.01%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                            | Flutter Treasury DAC                                                            | CUSIP: YO7610554<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $382566.46    | 0.01%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                          | Wellcome Trust Ltd/The                                                          | CUSIP: AR0212944<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $198624.01    | 0.01%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: YM2016728<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2200000000 | PA      | $12379407.88  | 0.35%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                       | CUSIP: YM6438183<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $560893.39    | 0.02%             | 2030-08-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: BS9840999<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |       500000 | PA      | $75233.06     | 0.00%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | Northern Territory Treasury Corp                                                | CUSIP: YX1836221<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       800000 | PA      | $532752.54    | 0.01%             | 2034-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: BO7153865<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     10000000 | PA      | $397136.21    | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BT2718364<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1240000 | PA      | $1169614.75   | 0.03%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: AS9547660<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      2000000 | PA      | $546152.55    | 0.02%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  30000000000 | PA      | $1768313.28   | 0.05%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $580668.55    | 0.02%             | 2027-12-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB Bank ASA                                                                    | CUSIP: ZL4689291<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $116800.80    | 0.00%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZL1063680<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1450000 | PA      | $1660199.04   | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | Credit Mutuel Home Loan SFH SA                                                  | CUSIP: AS3449350<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $221391.34    | 0.01%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: BX6267096<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     23000000 | PA      | $715480.13    | 0.02%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: YQ7562081<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       400000 | PA      | $459420.92    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: AW9459495<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      3970000 | PA      | $4290129.57   | 0.12%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Bromford Flagship Livewest Ltd                                                  | Bromford Flagship Livewest Ltd                                                  | CUSIP: AS3052857<br>LEI: 213800GKFIZBLASN3454 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $248199.39    | 0.01%             | 2048-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: AM4277472<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1500000 | PA      | $1120428.62   | 0.03%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Kering SA                                                                       | Kering SA                                                                       | CUSIP: ZI6395233<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $342687.12    | 0.01%             | 2031-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: DC9391897<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $336994.86    | 0.01%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: YS4468700<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       400000 | PA      | $455526.95    | 0.01%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                                          | Freshwater Finance PLC                                                          | CUSIP: ED8971902<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $239012.21    | 0.01%             | 2035-04-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | Eurogrid GmbH                                                                   | CUSIP: YU3720031<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $559361.74    | 0.02%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | Dover Corp                                                                      | CUSIP: 260003AR9<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |       300000 | PA      | $333620.14    | 0.01%             | 2033-11-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BG2707340<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1325000 | PA      | $806663.79    | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: ZF7314106<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      2550000 | PA      | $806256.32    | 0.02%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | Kuntarahoitus Oyj                                                               | CUSIP: YN0597875<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       800000 | PA      | $895372.66    | 0.03%             | 2032-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | Ministeries Van de Vlaamse Gemeenschap                                          | CUSIP: YR8414256<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $543982.03    | 0.02%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Luminor Bank AS/Estonia                                                         | Luminor Bank AS/Estonia                                                         | CUSIP: YL8197839<br>LEI: 213800JD2L89GGG7LF07 | Long             | DBT              | CORP              | EE        |       200000 | PA      | $226769.90    | 0.01%             | 2029-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                       | Segro PLC                                                                       | CUSIP: ED9749679<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $551678.58    | 0.02%             | 2035-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                               | Ferrovie dello Stato Italiane SpA                                               | CUSIP: ZK6813271<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $364346.18    | 0.01%             | 2033-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: BO5154139<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1360000 | PA      | $1335018.61   | 0.04%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                            | CUSIP: BN5336134<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $299067.16    | 0.01%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: ZD3102005<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $131158.30    | 0.00%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                | Northern Powergrid Yorkshire PLC                                                | CUSIP: ZH9738902<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $266813.35    | 0.01%             | 2033-11-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       300000 | PA      | $175406.11    | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: BV8763518<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       900000 | PA      | $1184943.46   | 0.03%             | 2042-03-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | Swedbank Hypotek AB                                                             | CUSIP: ZI5917698<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $420376.01    | 0.01%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: BN6712655<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $149569.18    | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: ZR8283619<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6000000000 | PA      | $3603300.68   | 0.10%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                   | ENEL Finance International NV                                                   | CUSIP: YR5946714<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114090.29    | 0.00%             | 2028-02-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: ZO4964201<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        70000 | PA      | $70977.60     | 0.00%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                                              | Cyprus Government International Bond                                            | CUSIP: ZP4820368<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      1000000 | PA      | $1055104.77   | 0.03%             | 2030-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UniCredit Bank GmbH                                                             | CUSIP: YR4501940<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $510581.96    | 0.01%             | 2030-02-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | Sveriges Sakerstallda Obligationer AB                                           | CUSIP: BM8894461<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $204283.40    | 0.01%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | CUSIP: ZM2010522<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $462746.03    | 0.01%             | 2029-01-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | Province of New Brunswick Canada                                                | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $429737.38    | 0.01%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                   | Santander Consumer Finance SA                                                   | CUSIP: ZF2346780<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $466112.28    | 0.01%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IHG Finance LLC                                                                 | IHG Finance LLC                                                                 | CUSIP: YV9887618<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |       500000 | PA      | $564051.53    | 0.02%             | 2031-09-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       350000 | PA      | $229476.91    | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                             | UNITE Group PLC/The                                                             | CUSIP: YX7694798<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $415584.57    | 0.01%             | 2032-06-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                         | Hong Kong Government International Bond                                         | CUSIP: YN0521644<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |       800000 | PA      | $932599.17    | 0.03%             | 2033-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: YO4296928<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $340922.68    | 0.01%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Danske Kiinnitysluottopankki Oyj                                                | Danske Kiinnitysluottopankki Oyj                                                | CUSIP: BS5192247<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $113367.17    | 0.00%             | 2026-11-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: AP5145606<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     20000000 | PA      | $775091.10    | 0.02%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: YQ3089790<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $456063.68    | 0.01%             | 2035-03-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | Cellnex Finance Co SA                                                           | CUSIP: BR3179453<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $203471.15    | 0.01%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: AL1453656<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  10000000000 | PA      | $608449.79    | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: YQ0630257<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       305000 | PA      | $314372.45    | 0.01%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: BN7654211<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       448000 | PA      | $244844.81    | 0.01%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: BV5708706<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $258294.26    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: AQ7883202<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5300000 | PA      | $5853121.59   | 0.16%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: YL3974125<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $335601.30    | 0.01%             | 2032-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                    | Hydro-Quebec                                                                    | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $628476.23    | 0.02%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $178255.88    | 0.00%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZI8366588<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2520000 | PA      | $2998477.70   | 0.08%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University College London                                                       | University College London                                                       | CUSIP: BP7730909<br>LEI: 549300LJ07V1C502IZ32 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $194889.81    | 0.01%             | 2061-06-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | Societe Des Grands Projets EPIC                                                 | CUSIP: ZF8273939<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $599565.62    | 0.02%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1350000 | PA      | $961894.95    | 0.03%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                         | Magna International Inc                                                         | CUSIP: YO3820157<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $228331.06    | 0.01%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | Kering SA                                                                       | CUSIP: ZD4696963<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $448465.49    | 0.01%             | 2032-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                | CUSIP: YW1639882<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $584719.52    | 0.02%             | 2035-07-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | La Banque Postale SA                                                            | CUSIP: ZK3694633<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $932961.10    | 0.03%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                        | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: ZM3239831<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $461735.88    | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: BK4516435<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1000000 | PA      | $200990.29    | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | Kuntarahoitus Oyj                                                               | CUSIP: ZD3953316<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       500000 | PA      | $656274.41    | 0.02%             | 2028-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NatWest Markets PLC                                                             | CUSIP: DC0378323<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $336401.68    | 0.01%             | 2029-06-12      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | Nordea Kiinnitysluottopankki Oyj                                                | CUSIP: ZF5525083<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       400000 | PA      | $459641.39    | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercialys SA                                                                    | Mercialys SA                                                                    | CUSIP: YV5060202<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $451838.23    | 0.01%             | 2031-09-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BW4431381<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       400000 | PA      | $457882.24    | 0.01%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                           | Magnum Icc Finance BV                                                           | CUSIP: DA4590497<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $331230.56    | 0.01%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: AT4545436<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     25000000 | PA      | $785718.49    | 0.02%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: ZP3536403<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       320000 | PA      | $288410.00    | 0.01%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                     | Digital Intrepid Holding BV                                                     | CUSIP: BN3334347<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $192660.63    | 0.01%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: BZ6769211<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      2410000 | PA      | $2884408.04   | 0.08%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: YP2851598<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    205000000 | PA      | $995865.23    | 0.03%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| University of Southampton                                                       | University of Southampton                                                       | CUSIP: AN0281146<br>LEI: 213800DI973E8F5COR26 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $255154.90    | 0.01%             | 2057-04-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | Bruce Power LP                                                                  | CUSIP: 116705AS3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $705277.49    | 0.02%             | 2035-12-21      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: ZF3676805<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       200000 | PA      | $193518.77    | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                     | CK Hutchison Finance 16 Ltd                                                     | CUSIP: JK6917690<br>LEI: 254900EAR706W4E5ZN70 | Long             | DBT              | CORP              | KY        |       500000 | PA      | $561610.27    | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $112773.55    | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | Volkswagen Financial Services AG                                                | CUSIP: YT1865054<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $573410.00    | 0.02%             | 2029-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                   | Novo Banco SA                                                                   | CUSIP: YO4691748<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $226380.25    | 0.01%             | 2029-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NEN7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       400000 | PA      | $474174.49    | 0.01%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: JV9359284<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       600000 | PA      | $557959.07    | 0.02%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: EH7371550<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       500000 | PA      | $659358.85    | 0.02%             | 2029-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | Richemont International Holding SA                                              | CUSIP: AR7772221<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |       450000 | PA      | $422585.39    | 0.01%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP Financial Inc                                                               | CUSIP: YV7141240<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $354170.78    | 0.01%             | 2034-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | Credit Mutuel Arkea SA                                                          | CUSIP: ZS6948104<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $107613.79    | 0.00%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                   | Fresenius Finance Ireland PLC                                                   | CUSIP: BO7360262<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |       600000 | PA      | $598427.91    | 0.02%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: YX2497379<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       500000 | PA      | $537072.24    | 0.02%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                                              | Cyprus Government International Bond                                            | CUSIP: AU5565588<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      1400000 | PA      | $1586685.21   | 0.04%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                       | CUSIP: YL5139263<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $327056.24    | 0.01%             | 2030-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: BR7886624<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    340000000 | PA      | $1943400.59   | 0.05%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                            | CUSIP: ZH7255768<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       250000 | PA      | $290511.16    | 0.01%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: EJ2583411<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       725000 | PA      | $777100.76    | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                                         | Tritax Big Box REIT PLC                                                         | CUSIP: BM6831903<br>LEI: 213800L6X88MIYPVR714 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $392534.42    | 0.01%             | 2033-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OSB Group PLC                                                                   | OSB Group PLC                                                                   | CUSIP: ZF2104585<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $573527.14    | 0.02%             | 2030-01-16      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: AM0645441<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2842000 | PA      | $1655251.86   | 0.05%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                     | CUSIP: BN3323514<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       960000 | PA      | $1047722.23   | 0.03%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Stonewater Funding PLC                                                          | Stonewater Funding PLC                                                          | CUSIP: BR2485323<br>LEI: 213800FZ41F6PUWBX281 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $265741.98    | 0.01%             | 2036-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: EH9987890<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       337000 | PA      | $342349.71    | 0.01%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | Orange SA                                                                       | CUSIP: ZK0792430<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $833060.86    | 0.02%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                                    | Associated British Foods PLC                                                    | CUSIP: BU3215342<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $426848.24    | 0.01%             | 2034-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: EK7820567<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2500000 | PA      | $2584445.21   | 0.07%             | 2031-04-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Chesnara PLC                                                                    | Chesnara PLC                                                                    | CUSIP: BU0569212<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $424655.65    | 0.01%             | 2032-08-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc                                                                       | CUSIP: EJ3579475<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       300000 | PA      | $383748.02    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1300000 | PA      | $920391.24    | 0.03%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: BZ6642897<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      1100000 | PA      | $1545462.01   | 0.04%             | 2038-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                                   | Blackrock Inc                                                                   | CUSIP: YQ6752675<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |       500000 | PA      | $569011.00    | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: AT3403785<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     11000000 | PA      | $3346202.02   | 0.09%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: ZH4396912<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1210564.79   | 0.03%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: EK6935739<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       100000 | PA      | $114078.81    | 0.00%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                          | Realkredit Danmark A/S                                                          | CUSIP: AV6490768<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |      4750000 | PA      | $683817.19    | 0.02%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: BZ8089352<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      4000000 | PA      | $4702651.37   | 0.13%             | 2028-04-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societatea Energetica Electrica SA                                              | Societatea Energetica Electrica SA                                              | CUSIP: YN9243406<br>LEI: 213800P4SUNUM5AUDX61 | Long             | DBT              | CORP              | RO        |       300000 | PA      | $342789.57    | 0.01%             | 2030-07-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                      | Anglo American Capital PLC                                                      | CUSIP: ZD6850188<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $813283.09    | 0.02%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: YJ0707861<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $556272.04    | 0.02%             | 2056-07-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | Carrefour SA                                                                    | CUSIP: YS7553128<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $340100.70    | 0.01%             | 2030-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | Capgemini SE                                                                    | CUSIP: YK2152329<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $334132.17    | 0.01%             | 2031-09-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | Australia & New Zealand Banking Group Ltd                                       | CUSIP: YL0820859<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $324354.31    | 0.01%             | 2040-08-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: ZR8859251<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1100000000 | PA      | $6569369.54   | 0.18%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: ZD8245718<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       550000 | PA      | $626420.01    | 0.02%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: BN2945002<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   8800000000 | PA      | $514408.72    | 0.01%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | Nordea Hypotek AB                                                               | CUSIP: ZF4631148<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |      8000000 | PA      | $852097.20    | 0.02%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: ZR6556818<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       500000 | PA      | $561784.35    | 0.02%             | 2031-09-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BK4134437<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1600000 | PA      | $653075.54    | 0.02%             | 2042-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tatra Banka as                                                                  | Tatra Banka as                                                                  | CUSIP: BP0505324<br>LEI: 3157002JBFAI478MD587 | Long             | DBT              | CORP              | SK        |       300000 | PA      | $334343.88    | 0.01%             | 2028-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1700000 | PA      | $997317.90    | 0.03%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: BH3928752<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4000000000 | PA      | $2370183.63   | 0.07%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | Land Baden-Wuerttemberg                                                         | CUSIP: YR2459349<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $439339.39    | 0.01%             | 2035-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: EI2397178<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       145000 | PA      | $174018.04    | 0.00%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                             | Novo Nordisk Finance Netherlands BV                                             | CUSIP: YX0681958<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $670634.39    | 0.02%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TotalEnergies SE                                                                | CUSIP: YT1881689<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $338720.34    | 0.01%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: YQ0175386<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      1400000 | PA      | $1566940.81   | 0.04%             | 2032-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: YW8260831<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  46000000000 | PA      | $2678337.11   | 0.07%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | Housing New Zealand Ltd                                                         | CUSIP: AX8465632<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |       120000 | PA      | $68271.29     | 0.00%             | 2026-10-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: YU8201938<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       560000 | PA      | $627094.62    | 0.02%             | 2036-01-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | Province of Nova Scotia Canada                                                  | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $108613.81    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: ZK0398576<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3404148.60   | 0.10%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZK3560933<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       610000 | PA      | $736425.12    | 0.02%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: AO1210076<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2980000 | PA      | $3369322.80   | 0.09%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| State of Bremen                                                                 | State of Bremen                                                                 | CUSIP: YS8302780<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $787251.31    | 0.02%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: YL8168947<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $453648.58    | 0.01%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: EC3954004<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      6580000 | PA      | $8644978.22   | 0.24%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: YS4480523<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       500000 | PA      | $565566.38    | 0.02%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway Inc                                                          | CUSIP: BN3333315<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       700000 | PA      | $480695.02    | 0.01%             | 2041-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | Credit Agricole SA                                                              | CUSIP: ZM4792853<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $392300.45    | 0.01%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                            | CUSIP: AW5998314<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       500000 | PA      | $389905.92    | 0.01%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | Deutsche Telekom AG                                                             | CUSIP: YT4134300<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $333640.50    | 0.01%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: YW2885542<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       900000 | PA      | $1011793.05   | 0.03%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | American Medical Systems Europe BV                                              | CUSIP: ZD1764467<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $570475.12    | 0.02%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                 | AXA Logistics Europe Master SCA                                                 | CUSIP: YJ9951254<br>LEI: 213800IWFTNKN5BPH814 | Long             | DBT              | CORP              | LU        |       360000 | PA      | $404303.30    | 0.01%             | 2031-05-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |       700000 | PA      | $257055.33    | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC UK Bank PLC                                                                | HSBC UK Bank PLC                                                                | CUSIP: YN0566425<br>LEI: 21380081EP12LC86CB82 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1351666.16   | 0.04%             | 2030-05-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: EG1116375<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4000000 | PA      | $221766.48    | 0.01%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: EK7448872<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $519677.29    | 0.01%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Estonia Government International Bond                                           | Estonia Government International Bond                                           | CUSIP: BJ8381029<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      7200000 | PA      | $7297061.79   | 0.20%             | 2030-06-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Citizen Treasury PLC                                                            | Citizen Treasury PLC                                                            | CUSIP: EJ4560003<br>LEI: 213800U87S2B5BF1RO21 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $432146.77    | 0.01%             | 2042-12-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                         | Abanca Corp Bancaria SA                                                         | CUSIP: BY9215132<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $472893.96    | 0.01%             | 2028-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                         | DXC Capital Funding DAC                                                         | CUSIP: DC0423228<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $332882.52    | 0.01%             | 2030-12-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: ZJ3578227<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $385094.61    | 0.01%             | 2028-07-14      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                  | CUSIP: ZF2681285<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $593375.96    | 0.02%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR Nederland NV                                                                | CUSIP: ZN3735513<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $530106.57    | 0.01%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: AT4286882<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1550000 | PA      | $1690891.23   | 0.05%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | Swedbank Hypotek AB                                                             | CUSIP: YX5428439<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      9200000 | PA      | $962878.90    | 0.03%             | 2029-12-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | British Telecommunications PLC                                                  | CUSIP: AU6338175<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1121419.86   | 0.03%             | 2028-09-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CA Auto Bank SPA/Ireland                                                        | CA Auto Bank SPA/Ireland                                                        | CUSIP: ZB2049599<br>LEI: 635400TMJSFWVKAJSI97 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $231551.57    | 0.01%             | 2027-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OTP Banka dd                                                                    | OTP Banka dd                                                                    | CUSIP: ZD9261839<br>LEI: 549300J0GSZ83GTKBZ89 | Long             | DBT              | CORP              | SI        |       300000 | PA      | $348622.86    | 0.01%             | 2028-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| University of Leeds                                                             | University of Leeds                                                             | CUSIP: JK0933271<br>LEI: 213800S82DDTUZA6T344 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $258739.09    | 0.01%             | 2050-12-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: BS9262293<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      8122000 | PA      | $1085084.87   | 0.03%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                                              | Denmark Government Bond                                                         | CUSIP: AW6116189<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     27700000 | PA      | $3986076.90   | 0.11%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sparebanken Norge Boligkreditt AS                                               | Sparebanken Norge Boligkreditt AS                                               | CUSIP: YX0758418<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |       760000 | PA      | $875888.88    | 0.02%             | 2029-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | Unilever Capital Corp                                                           | CUSIP: YJ6653283<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |       700000 | PA      | $770914.10    | 0.02%             | 2037-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                          | Realkredit Danmark A/S                                                          | CUSIP: BM4321667<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |      4000000 | PA      | $549767.79    | 0.02%             | 2032-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: QZ5415422<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1551857.44   | 0.04%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZB4289912<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3540000 | PA      | $4036799.17   | 0.11%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: EJ7152766<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16000000 | PA      | $3992461.66   | 0.11%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co/The                                                         | CUSIP: 742718GS2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       500000 | PA      | $554619.16    | 0.02%             | 2033-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | Cie de Saint-Gobain SA                                                          | CUSIP: BH3926830<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $569618.76    | 0.02%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP Finance BV                                                                  | CUSIP: BV2249175<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $437730.90    | 0.01%             | 2029-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GB Social Housing PLC                                                           | GB Social Housing PLC                                                           | CUSIP: EJ5416122<br>LEI: 2138009C3Q3W1YRNOL83 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $483995.13    | 0.01%             | 2038-02-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: YK7921538<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $220790.41    | 0.01%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | Deutsche Post AG                                                                | CUSIP: YO9500878<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $452133.63    | 0.01%             | 2032-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KBF3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $327685.45    | 0.01%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | International Development Association                                           | CUSIP: ZH6942978<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |       500000 | PA      | $560190.11    | 0.02%             | 2053-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: YS7112883<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1129215.90   | 0.03%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | Deutsche Bahn AG                                                                | CUSIP: QJ6967690<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $185943.75    | 0.01%             | 2030-10-21      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                              | Contact Energy Ltd                                                              | CUSIP: YJ1846411<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |       300000 | PA      | $335957.28    | 0.01%             | 2032-11-03      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | Digital Dutch Finco BV                                                          | CUSIP: YS4469369<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |       240000 | PA      | $263088.86    | 0.01%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: YL6987769<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       600000 | PA      | $391218.23    | 0.01%             | 2030-09-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: ZF4230289<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2362939.22   | 0.07%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                             | Lseg Netherlands BV                                                             | CUSIP: ZH0981667<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235888.95    | 0.01%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TotalEnergies Capital International SA                                          | CUSIP: YR7939717<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1047840.43   | 0.03%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co                                                           | Ford Credit Canada Co                                                           | CUSIP: 34527ADC1<br>LEI: 549300BIUBSSCG5CXL88 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $389955.93    | 0.01%             | 2032-01-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | Richemont International Holding SA                                              | CUSIP: AR7772213<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $106970.18    | 0.00%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YU6513920<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       300000 | PA      | $380652.84    | 0.01%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: BX6117861<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       450000 | PA      | $595921.81    | 0.02%             | 2032-12-21      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                        | CUSIP: BM4473872<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       200000 | PA      | $257435.36    | 0.01%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | Belfius Bank SA                                                                 | CUSIP: ZH4397431<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $351385.51    | 0.01%             | 2028-10-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | State of Brandenburg                                                            | CUSIP: QZ8726841<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $113825.99    | 0.00%             | 2026-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $306485.61    | 0.01%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: YV3294530<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    410000000 | PA      | $472247.78    | 0.01%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | Arkema SA                                                                       | CUSIP: ZD7264215<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $690000.69    | 0.02%             | N/A             | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: BQ5082632<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $214794.58    | 0.01%             | 2028-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | Argenta Spaarbank NV                                                            | CUSIP: ZN5680303<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $233860.05    | 0.01%             | 2027-11-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: ZM8982427<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      3510000 | PA      | $3968867.40   | 0.11%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $955644.73    | 0.03%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | Credit Agricole Home Loan SFH SA                                                | CUSIP: YR2865693<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $563076.18    | 0.02%             | 2031-02-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                       | Nestle Capital Markets SA                                                       | CUSIP: BX4853426<br>LEI: 549300PZN3NFSOUXLC42 | Long             | DBT              | CORP              | CH        |       150000 | PA      | $197178.52    | 0.01%             | 2030-07-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: BT5988097<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1490000 | PA      | $1602257.31   | 0.04%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                                                                         | CUSIP: ZK6022543<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $227380.46    | 0.01%             | 2030-01-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                            | Amcor UK Finance PLC                                                            | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $556340.04    | 0.02%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                | CUSIP: ZF2097656<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $463252.45    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2230000 | PA      | $1279179.96   | 0.04%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: ED8307479<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $535347.39    | 0.01%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP Capital Inc                                                                 | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      1250000 | PA      | $871385.83    | 0.02%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: AS1529740<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      4340000 | PA      | $4464014.29   | 0.12%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific Inc                                                    | CUSIP: ZD3397100<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       250000 | PA      | $329401.01    | 0.01%             | 2036-03-07      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BK7234325<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      5050000 | PA      | $2336619.82   | 0.07%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: ZP3874002<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $1573354.70   | 0.04%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                        | United Overseas Bank Ltd                                                        | CUSIP: DA7801263<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       500000 | PA      | $565018.72    | 0.02%             | 2030-12-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Coface SA                                                                       | Coface SA                                                                       | CUSIP: BZ0002932<br>LEI: 96950025N07LTJYFSN57 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $251410.22    | 0.01%             | 2032-09-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC                                                       | CUSIP: ZB8428458<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $234340.30    | 0.01%             | 2034-08-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143126.37    | 0.00%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: YQ0190799<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1500000 | PA      | $1607756.65   | 0.04%             | 2042-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: YO4778602<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      5260000 | PA      | $5973416.67   | 0.17%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YR8004826<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6440000 | PA      | $7119943.50   | 0.20%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                         | Roche Finance Europe BV                                                         | CUSIP: ZG3784821<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |       540000 | PA      | $614586.77    | 0.02%             | 2036-12-04      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $274995.52    | 0.01%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                        | Korea International Bond                                                        | CUSIP: YN5410082<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |       700000 | PA      | $797475.01    | 0.02%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9500000 | PA      | $2332219.10   | 0.07%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| China Three Gorges International Ltd                                            | China Three Gorges International Ltd                                            | CUSIP: DA6143907<br>LEI: 300300QXL6JTET8X9089 | Long             | DBT              | CORP              | HK        |       300000 | PA      | $339362.86    | 0.01%             | 2030-12-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $461010.35    | 0.01%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                             | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: DA4048116<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $224858.98    | 0.01%             | 2032-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                               | Northern Gas Networks Finance PLC                                               | CUSIP: EI1829080<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $362162.41    | 0.01%             | 2040-03-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: YW5469229<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     42000000 | PA      | $6532992.21   | 0.18%             | 2034-07-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | Elia Transmission Belgium SA                                                    | CUSIP: YK5955652<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $552590.02    | 0.02%             | 2035-10-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: AL0067887<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1025000 | PA      | $908726.49    | 0.03%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                | Unicaja Banco SA                                                                | CUSIP: ZD7944592<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $238767.17    | 0.01%             | 2034-06-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CWY9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $432173.69    | 0.01%             | 2033-01-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: AT5788530<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    180000000 | PA      | $879260.80    | 0.02%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $215377.45    | 0.01%             | 2030-12-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: BH4726262<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2200000 | PA      | $2431889.73   | 0.07%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                               | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: ZK1417490<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $589398.80    | 0.02%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT Finance Corp                                                                | CUSIP: YM0828249<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $227540.00    | 0.01%             | 2029-03-16      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                           | Roche Kapitalmarkt AG                                                           | CUSIP: BU6034054<br>LEI: 5067003218E18XWZY127 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $124271.67    | 0.00%             | 2031-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       640000 | PA      | $686700.16    | 0.02%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | Tasmanian Public Finance Corp                                                   | CUSIP: BS4980410<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |       550000 | PA      | $313857.90    | 0.01%             | 2033-01-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: YO4703451<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      1481000 | PA      | $1686923.26   | 0.05%             | 2028-08-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | Province of Manitoba Canada                                                     | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $219375.87    | 0.01%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: YQ5588781<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $231192.93    | 0.01%             | 2037-03-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                  | CUSIP: DC2792703<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $332788.84    | 0.01%             | 2035-12-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: YX3848349<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2883713.62   | 0.08%             | 2034-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: YN9638423<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1124606.45   | 0.03%             | 2030-07-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: YS8264360<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       250000 | PA      | $284001.15    | 0.01%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     11300000 | PA      | $8166963.56   | 0.23%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: YM7689842<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       500000 | PA      | $564550.26    | 0.02%             | 2029-08-04      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 779926QY3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $428790.08    | 0.01%             | 2029-06-12      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZK9078195<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       230000 | PA      | $269857.13    | 0.01%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: YV7038354<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $920272.92    | 0.03%             | 2034-10-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: G4R49GBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $221632.22    | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BX0275376<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2770000 | PA      | $3081118.33   | 0.09%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       600000 | PA      | $672550.96    | 0.02%             | 2033-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YR8122164<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2500000 | PA      | $2854591.54   | 0.08%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: AX9913457<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $7240203.66   | 0.20%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: YN6546561<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $558679.57    | 0.02%             | 2033-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | Sweden Government Bond                                                          | CUSIP: BQ0906249<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      3000000 | PA      | $176518.57    | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: BV5972088<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       525000 | PA      | $666048.88    | 0.02%             | 2030-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | Lansforsakringar Hypotek AB                                                     | CUSIP: ZB2442661<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $423973.70    | 0.01%             | 2031-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: AN0904697<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       340000 | PA      | $384260.72    | 0.01%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | European Financial Stability Facility                                           | CUSIP: ZF8244427<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      4100000 | PA      | $4603290.47   | 0.13%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | CORP              | MX        |    105500000 | PA      | $5857453.09   | 0.16%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                              | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BE        |       200000 | PA      | $224275.99    | 0.01%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: ZK2454153<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       370000 | PA      | $379911.00    | 0.01%             | 2053-10-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Autoliv Inc                                                                     | Autoliv Inc                                                                     | CUSIP: YJ4125896<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |       300000 | PA      | $334769.94    | 0.01%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | Free and Hanseatic City of Hamburg                                              | CUSIP: ZO4190195<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              |  | DE        |       100000 | PA      | $51532.73     | 0.00%             | 2050-09-16      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                                            | EnBW International Finance BV                                                   | CUSIP: AV1258368<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $606248.12    | 0.02%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89116C3S4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $496417.90    | 0.01%             | 2031-09-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       300000 | PA      | $329583.50    | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | National Australia Bank Ltd                                                     | CUSIP: YM6056837<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $522385.91    | 0.01%             | 2040-07-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | Intesa Sanpaolo SpA                                                             | CUSIP: AQ6588653<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1077846.86   | 0.03%             | 2030-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | Agence France Locale                                                            | CUSIP: ZM3533365<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $342542.68    | 0.01%             | 2030-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | Koninklijke Philips NV                                                          | CUSIP: YO4698370<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $796887.35    | 0.02%             | 2030-05-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: D2R8H4KM0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | CORP              | DE        |       175000 | PA      | $167093.85    | 0.00%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: BP9677991<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $226656.77    | 0.01%             | 2026-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | Norway Government Bond                                                          | CUSIP: YX2465574<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      2000000 | PA      | $190224.36    | 0.01%             | 2039-05-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Volksbank Wien AG                                                               | Volksbank Wien AG                                                               | CUSIP: YL7821785<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $568432.42    | 0.02%             | 2031-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | Orange SA                                                                       | CUSIP: DA0861280<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $440747.53    | 0.01%             | 2038-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verallia SA                                                                     | Verallia SA                                                                     | CUSIP: DA0659502<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $664498.19    | 0.02%             | 2033-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: ZO5449301<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       395000 | PA      | $189535.37    | 0.01%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products and Chemicals Inc                                                  | CUSIP: 009158BQ8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       200000 | PA      | $224227.80    | 0.01%             | 2032-06-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond                                                        | CUSIP: YX0304643<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11000000 | PA      | $2772195.60   | 0.08%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                       | Southern Gas Networks PLC                                                       | CUSIP: AR6718647<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       340000 | PA      | $341893.88    | 0.01%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       500000 | PA      | $553787.19    | 0.02%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | Norway Government Bond                                                          | CUSIP: YR2442626<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      4400000 | PA      | $431610.37    | 0.01%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: BJ7062745<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    205100000 | PA      | $509881.51    | 0.01%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YL7910596<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3500000 | PA      | $3971102.66   | 0.11%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Schroders PLC                                                                   | Schroders PLC                                                                   | CUSIP: ZB2808218<br>LEI: 2138001YYBULX5SZ2H24 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $403714.30    | 0.01%             | 2034-07-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Wrekin Housing Group Ltd/The                                                    | Wrekin Housing Group Ltd/The                                                    | CUSIP: ZQ0997739<br>LEI: 213800BWSUUOGZAGPM78 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $299194.39    | 0.01%             | 2048-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: YW0745359<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     18000000 | PA      | $562184.97    | 0.02%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: ZF0783869<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1100000 | PA      | $1241468.56   | 0.03%             | 2034-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: YJ1825142<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       500000 | PA      | $553061.41    | 0.02%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       300000 | PA      | $362051.34    | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Capital Funding Sterling 1 LP                                         | HSBC Bank Capital Funding Sterling 1 LP                                         | CUSIP: ED1979555<br>LEI: 2138007XGRZME1ZCTY76 | Long             | DBT              | CORP              | JE        |        48000 | PA      | $64640.53     | 0.00%             | N/A             | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Sparkasse Pforzheim Calw                                                        | Sparkasse Pforzheim Calw                                                        | CUSIP: ZF2777620<br>LEI: 529900JB2S6CH38UQ526 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $572071.62    | 0.02%             | 2031-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                    | Hyde Housing Association Ltd                                                    | CUSIP: BK7917150<br>LEI: 213800WOZ2BUYBVOGK96 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $204656.49    | 0.01%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | Pembina Pipeline Corp                                                           | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $433609.69    | 0.01%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YP6341182<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       500000 | PA      | $571752.34    | 0.02%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                            | Manchester Airport Group Funding PLC                                            | CUSIP: EK0567348<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $624538.62    | 0.02%             | 2034-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: ZB4872741<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114635.38    | 0.00%             | 2031-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: AQ1829300<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3000000 | PA      | $3550480.47   | 0.10%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YU4331440<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3038657.36   | 0.08%             | 2029-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: BT7574721<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       300000 | PA      | $205179.05    | 0.01%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| University of Manchester                                                        | University of Manchester                                                        | CUSIP: EJ7285376<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $392037.17    | 0.01%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: YO4762242<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3200000 | PA      | $3623865.72   | 0.10%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | Digital Dutch Finco BV                                                          | CUSIP: ZP3544753<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |       175000 | PA      | $184462.71    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3300000 | PA      | $2305022.39   | 0.06%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: DC6932180<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $336483.87    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                           | Estonia Government International Bond                                           | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      6200000 | PA      | $7015993.01   | 0.20%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: YS9987209<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $57124.42     | 0.00%             | 2029-02-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | South Australian Government Financing Authority                                 | CUSIP: ZD7240439<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $266680.36    | 0.01%             | 2029-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: ZO1803725<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1050000 | PA      | $1064094.37   | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Euronext NV                                                                     | Euronext NV                                                                     | CUSIP: DA5073832<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $566602.70    | 0.02%             | 2028-11-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: ZF9007823<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345465.96    | 0.01%             | 2029-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | Peru Government Bond                                                            | CUSIP: YX8593908<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4000000 | PA      | $1183714.33   | 0.03%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                         | Investitionsbank Berlin                                                         | CUSIP: YO4249679<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $338903.02    | 0.01%             | 2030-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: YK8939612<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       500000 | PA      | $549414.07    | 0.02%             | 2033-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: YO9497810<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $393046.31    | 0.01%             | 2031-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: YP4842306<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      4640000 | PA      | $5238778.66   | 0.15%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EJ1358112<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1012495.68   | 0.03%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BZ6913918<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1000000 | PA      | $1160081.64   | 0.03%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: AQ8907513<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2510000 | PA      | $2816697.76   | 0.08%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                                                    | Klepierre SA                                                                    | CUSIP: YK3642070<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $328102.32    | 0.01%             | 2037-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                        | Gaci First Investment Co                                                        | CUSIP: YK7914749<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $330303.01    | 0.01%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: YR1520430<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      1500000 | PA      | $968768.62    | 0.03%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | Volkswagen International Finance NV                                             | CUSIP: ZI6398807<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $1148146.48   | 0.03%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: ZB6283160<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1850000 | PA      | $2093040.85   | 0.06%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: YK5277206<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $1124487.94   | 0.03%             | 2045-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | Stadshypotek AB                                                                 | CUSIP: YL4537558<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     18000000 | PA      | $1831999.40   | 0.05%             | 2030-12-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: YM8430204<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       300000 | PA      | $334753.15    | 0.01%             | 2032-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                             | CUSIP: YR7975646<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       315000 | PA      | $351806.67    | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: BV8650343<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      3571000 | PA      | $2156584.93   | 0.06%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                                         | Telereal Securitisation PLC                                                     | CUSIP: BW7919440<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $602705.27    | 0.02%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: ZM2593279<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1675000000 | PA      | $9550100.57   | 0.27%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZB2054722<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $526713.91    | 0.01%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | Sweden Government Bond                                                          | CUSIP: AM2163666<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     25000000 | PA      | $2535696.18   | 0.07%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BY8990867<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       180000 | PA      | $147449.01    | 0.00%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                      | Edenred SE                                                                      | CUSIP: AM9419426<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $342451.33    | 0.01%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EJ3633405<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1215000000 | PA      | $7516213.46   | 0.21%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: AQ9421480<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1800000 | PA      | $1738606.29   | 0.05%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: YS4890713<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $268799.81    | 0.01%             | 2035-11-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: AZ1286733<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       200000 | PA      | $204946.19    | 0.01%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: AZ2533067<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2200000 | PA      | $1707785.92   | 0.05%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU Inc                                                                          | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $582609.01    | 0.02%             | 2044-09-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: YS6734232<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $229282.87    | 0.01%             | 2030-07-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | National Australia Bank Ltd                                                     | CUSIP: YX3548840<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $341206.24    | 0.01%             | 2039-06-06      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EJ5142728<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4550000 | PA      | $5464634.40   | 0.15%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $181168.71    | 0.01%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       750000 | PA      | $508047.01    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: YN9171771<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    750000000 | PA      | $4410569.49   | 0.12%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                               | Robert Bosch GmbH                                                               | CUSIP: ZK7508201<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345497.79    | 0.01%             | 2030-06-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | International Development Association                                           | CUSIP: ZQ0153374<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |       100000 | PA      | $113686.74    | 0.00%             | 2026-10-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp                                                             | CUSIP: 14448CBH6<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       500000 | PA      | $543957.21    | 0.02%             | 2037-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: ZL3236383<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $426035.89    | 0.01%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       150000 | PA      | $99005.05     | 0.00%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | Region Wallonne Belgium                                                         | CUSIP: ZM9571567<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $510076.05    | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: BN5127343<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3950000 | PA      | $3943391.63   | 0.11%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $673598.22    | 0.02%             | 2031-03-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | Autonomous Community of Madrid Spain                                            | CUSIP: ZL0438628<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $234564.77    | 0.01%             | 2033-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: BK3409988<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    635000000 | PA      | $3732446.10   | 0.10%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $318192.83    | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: YM1185227<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $251473.54    | 0.01%             | 2035-07-30      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: JK9434768<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1165000 | PA      | $810158.91    | 0.02%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Unilever PLC                                                                    | Unilever PLC                                                                    | CUSIP: AP0959381<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $362254.15    | 0.01%             | 2029-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: YS6734190<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $114525.76    | 0.00%             | 2035-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                              | Optivo Finance PLC                                                              | CUSIP: AR6731525<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |       670000 | PA      | $550475.00    | 0.02%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: AT7587708<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $574709.07    | 0.02%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: AW4161880<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1500000 | PA      | $1616961.63   | 0.05%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YR4158451<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       340000 | PA      | $376706.99    | 0.01%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: ZL4171530<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117543.85    | 0.00%             | 2029-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YS3109495<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10250000 | PA      | $13492255.91  | 0.38%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: BW7935776<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1900000 | PA      | $1985963.01   | 0.06%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                          | Deutsche Kreditbank AG                                                          | CUSIP: YJ9468986<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $559972.35    | 0.02%             | 2031-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: ZF8591512<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $689973.10    | 0.02%             | 2035-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: EH7368119<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1500000 | PA      | $1799607.71   | 0.05%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: BV9498627<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1362172.36   | 0.04%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MEADOWHALL FINANCE                                                              | Meadowhall Finance PLC                                                          | CUSIP: EF9243025<br>LEI: 213800TPCOG55GYF9V34 | Long             | DBT              | CORP              | GB        |        78186 | PA      | $100067.58    | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MCG6<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $297614.56    | 0.01%             | 2034-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BN6163990<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       450000 | PA      | $139873.83    | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: EJ0952774<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3000000 | PA      | $3622459.94   | 0.10%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: ZB9426725<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226239.36    | 0.01%             | 2031-05-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: ZJ8788706<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $582888.25    | 0.02%             | 2028-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                            | Jyske Realkredit A/S                                                            | CUSIP: AZ3556737<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      4200000 | PA      | $602542.05    | 0.02%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                  | DSV Finance BV                                                                  | CUSIP: YU7464867<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $664274.41    | 0.02%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                           | BNP Paribas Fortis SA                                                           | CUSIP: AR7761679<br>LEI: KGCEPHLVVKVRZYO1T647 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $442356.08    | 0.01%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: BK5963198<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      1090000 | PA      | $535492.56    | 0.01%             | 2050-07-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 International Inc                                                           | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $252309.13    | 0.01%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: YL8253780<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      4940000 | PA      | $5542736.06   | 0.15%             | 2045-09-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | Region of Ile de France                                                         | CUSIP: ZF5199186<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $222197.17    | 0.01%             | 2034-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: BT5304568<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $2604488.03   | 0.07%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22928 BUYRON SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $40541.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MassMutual Global Funding II                                                    | CUSIP: YK3281051<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       200000 | PA      | $258173.73    | 0.01%             | 2032-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                 | London Stock Exchange Group PLC                                                 | CUSIP: BO8209385<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $116640.72    | 0.00%             | 2030-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $577997.21    | 0.02%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: 649922AA9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       600000 | PA      | $427577.66    | 0.01%             | 2032-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: ZF2348844<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       800000 | PA      | $1062740.05   | 0.03%             | 2034-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                    | British American Tobacco PLC                                                    | CUSIP: YJ4673150<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $449931.65    | 0.01%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                         | Magna International Inc                                                         | CUSIP: ZL4169005<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $236420.66    | 0.01%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | Federation des Caisses Desjardins du Quebec                                     | CUSIP: YK5594394<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $260751.29    | 0.01%             | 2030-10-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA                                                         | CUSIP: YS7120415<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1675480.88   | 0.05%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                           | ICADE                                                                           | CUSIP: AR3869641<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $553130.37    | 0.02%             | 2028-02-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: ZM3234741<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $567989.18    | 0.02%             | 2033-01-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: YX5285268<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $577160.25    | 0.02%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4352563.51   | 0.12%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DLR Kredit A/S                                                                  | DLR Kredit A/S                                                                  | CUSIP: ZN8856405<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |       500000 | PA      | $74590.70     | 0.00%             | 2028-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | Pernod Ricard SA                                                                | CUSIP: YR7943560<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $334099.78    | 0.01%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | North West Redwater Partnership / NWR Financing Co Ltd                          | CUSIP: 663307AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       500000 | PA      | $372845.83    | 0.01%             | 2034-06-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448FK9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       200000 | PA      | $235251.99    | 0.01%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: BJ4447741<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $432164.79    | 0.01%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                        | CUSIP: YW2551581<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       500000 | PA      | $576829.38    | 0.02%             | 2031-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                  | Lonza Finance International NV                                                  | CUSIP: ZB5228372<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $563810.36    | 0.02%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP Mortgage Bank                                                                | CUSIP: AX1424297<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |       950000 | PA      | $1024753.55   | 0.03%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                           | Estonia Government International Bond                                           | CUSIP: BZ5054870<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      7450000 | PA      | $8914155.13   | 0.25%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                    | Finnvera Oyj                                                                    | CUSIP: YX2509355<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |       750000 | PA      | $862116.55    | 0.02%             | 2029-08-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                                           | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: ZP3538151<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1140000 | PA      | $1183259.32   | 0.03%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: YQ8816700<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2300000 | PA      | $525615.37    | 0.01%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZH2111115<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      5390000 | PA      | $6209312.29   | 0.17%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                    | Tesco Property Finance 6 PLC                                                    | CUSIP: EJ5474840<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |       508194 | PA      | $631957.23    | 0.02%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: BG6004918<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      3510000 | PA      | $3598079.61   | 0.10%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3200000 | PA      | $3257886.85   | 0.09%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YK4042684<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2500000 | PA      | $3282685.67   | 0.09%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: EJ6781532<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2000000 | PA      | $517870.80    | 0.01%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: AS9049857<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      5800000 | PA      | $3651401.65   | 0.10%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: ZK8575902<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $585835.42    | 0.02%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | Western Australian Treasury Corp                                                | CUSIP: YO3677771<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $194579.71    | 0.01%             | 2035-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: AU6046596<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3307802.04   | 0.09%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144118.09    | 0.00%             | 2028-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | United Utilities Water Finance PLC                                              | CUSIP: BJ7364703<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $214739.31    | 0.01%             | 2042-06-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: YV2848906<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $167582.72    | 0.00%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caixa Geral de Depositos SA                                                     | Caixa Geral de Depositos SA                                                     | CUSIP: BZ9173940<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |       100000 | PA      | $119429.82    | 0.00%             | 2028-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: YL0130705<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       600000 | PA      | $670368.67    | 0.02%             | 2036-08-11      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: ZL0748794<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1300000 | PA      | $1506207.80   | 0.04%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: YX5574927<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $703016.75    | 0.02%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | Peru Government Bond                                                            | CUSIP: EK3807386<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11000000 | PA      | $3128872.27   | 0.09%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | New Zealand Local Government Funding Agency Bond                                | CUSIP: BP3961482<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |       300000 | PA      | $152934.50    | 0.00%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                                                     | Swiss Confederation Government Bond                                             | CUSIP: EE1904759<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      7000000 | PA      | $9398650.99   | 0.26%             | 2028-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: AQ3876663<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       200000 | PA      | $202265.01    | 0.01%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Beyond Housing Ltd                                                              | Beyond Housing Ltd                                                              | CUSIP: BP4487016<br>LEI: 213800UATCLLVNUS9C51 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $309082.46    | 0.01%             | 2051-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZP2206560<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1040604.91   | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $200133.18    | 0.01%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $369475.96    | 0.01%             | 2030-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZO6504153<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1100000 | PA      | $1130401.77   | 0.03%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: BM6607360<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000000 | PA      | $602476.50    | 0.02%             | 2028-10-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $347665.08    | 0.01%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                 | CUSIP: ZH6905702<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |       100000 | PA      | $132884.10    | 0.00%             | 2029-10-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EK3390219<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3585479.92   | 0.10%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1350000 | PA      | $968105.41    | 0.03%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: EI4151326<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $310542.87    | 0.01%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZH2140627<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5044000 | PA      | $5931898.59   | 0.17%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: ZM2317455<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $472268.21    | 0.01%             | 2031-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: BN7932278<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3600000000 | PA      | $1596252.25   | 0.04%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Onward Homes Ltd                                                                | Onward Homes Ltd                                                                | CUSIP: BO6329946<br>LEI: 213800NXETOCMZOJPJ57 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $239479.01    | 0.01%             | 2053-03-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: BS1695607<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $493868.30    | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Slovenske Elektrarne AS                                                         | Slovenske Elektrarne AS                                                         | CUSIP: DA2590572<br>LEI: 549300U97W9KLUG0V074 | Long             | DBT              | CORP              | SK        |       300000 | PA      | $336447.32    | 0.01%             | 2032-11-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: YX5037305<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $289812.61    | 0.01%             | 2029-06-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                                           | Prologis International Funding II SA                                            | CUSIP: AR4295820<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |       125000 | PA      | $139863.27    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                            | Norway Government Bond                                                          | CUSIP: BG0207897<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      7000000 | PA      | $633316.05    | 0.02%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     41307000 | PA      | $2181716.61   | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YS3806512<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7410000 | PA      | $8477487.38   | 0.24%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | European Financial Stability Facility                                           | CUSIP: YX2446780<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      3680000 | PA      | $4209780.63   | 0.12%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | European Union                                                                  | CUSIP: YL9787570<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     16800000 | PA      | $19024021.71  | 0.53%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: YW0445307<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       765000 | PA      | $859575.65    | 0.02%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       450000 | PA      | $227652.18    | 0.01%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                       | Brookfield Finance II Inc                                                       | CUSIP: 11271ZAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       360000 | PA      | $257735.80    | 0.01%             | 2055-12-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23200 BUYUSD SELLILS                                        | CUSIP: ILS260507<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-115259.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: AX5202350<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      4600000 | PA      | $5435236.24   | 0.15%             | 2029-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                             | CUSIP: YS5953080<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $114157.70    | 0.00%             | 2032-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: AP1154065<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       300000 | PA      | $205559.63    | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: BT5119214<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $943220.00    | 0.03%             | 2034-01-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: EH0453090<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      8600000 | PA      | $363146.86    | 0.01%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZP4820285<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2380000 | PA      | $2495042.93   | 0.07%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: YK5953905<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       360000 | PA      | $401952.30    | 0.01%             | 2033-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: AP4915694<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1300000 | PA      | $996583.03    | 0.03%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP Financial Inc                                                               | CUSIP: YN1170086<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $394435.88    | 0.01%             | 2030-06-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: BO3978596<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       500000 | PA      | $477157.59    | 0.01%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: ZJ6043427<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $4477867.87   | 0.13%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: AS8432229<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $878069.02    | 0.02%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $359714.81    | 0.01%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                             | CUSIP: BT6894906<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     22000000 | PA      | $3250133.93   | 0.09%             | 2029-01-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | Anheuser-Busch InBev SA/NV                                                      | CUSIP: YO4249687<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       600000 | PA      | $678129.65    | 0.02%             | 2033-05-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNZ International Funding Ltd/London                                            | BNZ International Funding Ltd/London                                            | CUSIP: ZP3892715<br>LEI: 549300HVMZ89HDMELW08 | Long             | DBT              | CORP              | NZ        |       250000 | PA      | $307459.40    | 0.01%             | 2028-07-24      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ITM Entreprises SAS                                                             | ITM Entreprises SAS                                                             | CUSIP: YS7922786<br>LEI: 969500LMMR83QL6TLK43 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460879.73    | 0.01%             | 2030-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       540000 | PA      | $539925.37    | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                             | Czech Gas Networks Investments Sarl                                             | CUSIP: BO7365964<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $602828.37    | 0.02%             | 2031-03-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: ZG4247950<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $577058.66    | 0.02%             | 2033-12-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: YS8861447<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $567678.44    | 0.02%             | 2032-01-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YX3339711<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1900000 | PA      | $2410822.13   | 0.07%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                     | Altarea SCA                                                                     | CUSIP: BM9761909<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $413409.47    | 0.01%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: EI2217830<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $595229.87    | 0.02%             | 2041-03-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: QZ7562684<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1500000 | PA      | $286495.25    | 0.01%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EK9722886<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3468187.82   | 0.10%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                  | CUSIP: BY6398469<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       425000 | PA      | $465020.09    | 0.01%             | 2032-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT Finance Corp                                                                | CUSIP: YM0828256<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       250000 | PA      | $284772.61    | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | Credit Agricole Public Sector SCF SA                                            | CUSIP: ZR4572379<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $107177.06    | 0.00%             | 2028-09-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZD2941395<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1000000 | PA      | $1163339.09   | 0.03%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                 | BMS Ireland Capital Funding DAC                                                 | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $447434.11    | 0.01%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                             | Canadian Government Bond                                                        | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $701465.37    | 0.02%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: YR2431041<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $111724.71    | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | Fresenius SE & Co KGaA                                                          | CUSIP: YL9734200<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $333644.29    | 0.01%             | 2034-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: ZI5153237<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      5640000 | PA      | $6513195.99   | 0.18%             | 2029-04-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                | Northern Powergrid Northeast PLC                                                | CUSIP: BV4792412<br>LEI: 21380072EMKFDZSTLD28 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $323677.60    | 0.01%             | 2052-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                            | Eika Boligkreditt AS                                                            | CUSIP: ZK9034388<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $576374.52    | 0.02%             | 2033-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: ZH6919786<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     90000000 | PA      | $3031398.17   | 0.08%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | Medtronic Inc                                                                   | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       400000 | PA      | $426342.25    | 0.01%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: AV1262212<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     13000000 | PA      | $417800.13    | 0.01%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: ZK1826526<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $353161.41    | 0.01%             | 2028-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | Temasek Financial I Ltd                                                         | CUSIP: EI3295439<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |       300000 | PA      | $379896.96    | 0.01%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6600000 | PA      | $4681268.32   | 0.13%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: ZQ7588416<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3750000 | PA      | $896538.43    | 0.03%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG Bank NV                                                                     | CUSIP: YS4285633<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       200000 | PA      | $263462.88    | 0.01%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | Bayerische Landesbank                                                           | CUSIP: YK4792726<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $563123.02    | 0.02%             | 2031-10-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                | Smiths Group PLC                                                                | CUSIP: YJ9454697<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       360000 | PA      | $399740.83    | 0.01%             | 2033-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: YX0681818<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1158919.62   | 0.03%             | 2029-05-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | Enbridge Gas Inc                                                                | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $158870.70    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                               | Admiral Group PLC                                                               | CUSIP: ZJ3146215<br>LEI: 213800FGVM7Z9EJB2685 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $441239.19    | 0.01%             | 2034-01-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EI2321434<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    857750000 | PA      | $5482558.57   | 0.15%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XEA0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       640000 | PA      | $596295.61    | 0.02%             | 2033-05-04      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ASPIRE DEFENCE FINANCE                                                          | Aspire Defence Finance PLC                                                      | CUSIP: EF3482512<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |        74045 | PA      | $90224.40     | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Paradigm Homes Charitable Housing Association Ltd                               | Paradigm Homes Charitable Housing Association Ltd                               | CUSIP: ZB0009991<br>LEI: 213800I54XR2I9HM3X58 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $234693.07    | 0.01%             | 2044-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       200000 | PA      | $212524.96    | 0.01%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1046952.81   | 0.03%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | Nationwide Building Society                                                     | CUSIP: BR3369070<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $536062.23    | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                    | British American Tobacco PLC                                                    | CUSIP: YJ4123024<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $225194.15    | 0.01%             | N/A             | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $563276.13    | 0.02%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG Bank NV                                                                     | CUSIP: YS6319851<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       300000 | PA      | $201169.12    | 0.01%             | 2035-07-23      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Crelan Home Loan SCF                                                            | Crelan Home Loan SCF                                                            | CUSIP: YN8761499<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $336594.17    | 0.01%             | 2030-07-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: BO9113438<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    340000000 | PA      | $1966289.52   | 0.05%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: YX3924306<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $577831.56    | 0.02%             | 2029-06-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance PLC                                                      | Affinity Water Finance PLC                                                      | CUSIP: EJ5331008<br>LEI: 213800SN9HLGE6532G57 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $346762.20    | 0.01%             | 2036-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: YM5847061<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    500000000 | PA      | $1433068.22   | 0.04%             | 2029-11-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | Deutsche Pfandbriefbank AG                                                      | CUSIP: YS6746129<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229478.87    | 0.01%             | 2028-01-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | Ministeries Van de Vlaamse Gemeenschap                                          | CUSIP: YK8432865<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       600000 | PA      | $675086.07    | 0.02%             | 2050-06-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                                                      | Hiscox Ltd                                                                      | CUSIP: BZ0261512<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | DBT              | CORP              | BM        |       300000 | PA      | $399037.03    | 0.01%             | 2027-09-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hastoe Capital PLC                                                              | Hastoe Capital PLC                                                              | CUSIP: EJ1024532<br>LEI: 213800O69EZHMWWP9569 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $364248.52    | 0.01%             | 2042-03-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group Inc/The                                                     | CUSIP: BW0484871<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       150000 | PA      | $190530.86    | 0.01%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YO1619965<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       324000 | PA      | $417644.97    | 0.01%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | Stellantis NV                                                                   | CUSIP: ZD7258688<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       660000 | PA      | $669778.98    | 0.02%             | 2036-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AZ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       200000 | PA      | $193666.91    | 0.01%             | 2035-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: ZH8427671<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $480932.60    | 0.01%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148867.47    | 0.00%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: BY5072800<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       420000 | PA      | $357903.49    | 0.01%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: BR0514587<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1926000 | PA      | $1007711.40   | 0.03%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: ZF5854335<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1500000000 | PA      | $879096.49    | 0.02%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mini Mall Storage Properties Trust                                              | Mini Mall Storage Properties Trust                                              | CUSIP: 60359AAB4<br>LEI: 54930035T7JXDXKB8I80 | Long             | DBT              | RF                | CA        |       500000 | PA      | $353004.19    | 0.01%             | 2030-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                                             | Experian Europe DAC                                                             | CUSIP: BU3555069<br>LEI: 635400QBLELMETXQLA08 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $520263.52    | 0.01%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | Housing New Zealand Ltd                                                         | CUSIP: AU8162748<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |       400000 | PA      | $224870.54    | 0.01%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: AR6982797<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      3340000 | PA      | $3686122.36   | 0.10%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: YR5532134<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7720000 | PA      | $8791851.60   | 0.25%             | 2028-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: YO0398108<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       300000 | PA      | $339094.05    | 0.01%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: AU3485193<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $109509.01    | 0.00%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | Sweden Government Bond                                                          | CUSIP: EH7669102<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     12000000 | PA      | $1332384.68   | 0.04%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: AN5746564<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3000000 | PA      | $750102.00    | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: BR5785000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       550000 | PA      | $385807.85    | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP Mortgage Bank                                                                | CUSIP: ZK1829082<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1157165.02   | 0.03%             | 2028-10-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: ZK9799998<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $671721.72    | 0.02%             | 2033-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: BX4963407<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     34442000 | PA      | $1579733.12   | 0.04%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: EJ0510671<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       800000 | PA      | $897146.68    | 0.03%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | Sveriges Sakerstallda Obligationer AB                                           | CUSIP: ZG1259990<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $432489.93    | 0.01%             | 2029-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: YS4882835<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114741.56    | 0.00%             | 2031-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SpareBank 1 Boligkreditt AS                                                     | CUSIP: ZB9408459<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $678540.73    | 0.02%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                         | Ireland Government Bond                                                         | CUSIP: BP0935422<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       300000 | PA      | $227280.68    | 0.01%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Altrad Investment Authority SAS                                                 | Altrad Investment Authority SAS                                                 | CUSIP: YN2904806<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $340332.04    | 0.01%             | 2032-06-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | Cooperatieve Rabobank UA                                                        | CUSIP: EJ3496712<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $263919.03    | 0.01%             | 2027-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | National Grid Electricity Transmission PLC                                      | CUSIP: ZM3836339<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $346336.23    | 0.01%             | 2043-01-18      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC                                                       | CUSIP: YJ9425135<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $331692.35    | 0.01%             | 2036-11-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: BT6213545<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       425000 | PA      | $479544.07    | 0.01%             | 2027-01-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                                              | Sweden Government Bond                                                          | CUSIP: EJ0857460<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      6000000 | PA      | $615698.73    | 0.02%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | Manulife Financial Corp                                                         | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $359324.28    | 0.01%             | 2034-12-06      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CA4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       500000 | PA      | $465994.87    | 0.01%             | 2033-09-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: BZ0266685<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       300000 | PA      | $338137.67    | 0.01%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TriSummit Utilities Inc                                                         | TriSummit Utilities Inc                                                         | CUSIP: 89678ZAE6<br>LEI: 5493002OUQ05FKTI7O39 | Long             | DBT              | CORP              | CA        |       360000 | PA      | $254457.10    | 0.01%             | 2031-02-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: ZK8854216<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117067.92    | 0.00%             | 2028-06-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                             | Novartis Finance SA                                                             | CUSIP: ZO5119995<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $639851.91    | 0.02%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | Transurban Finance Co Pty Ltd                                                   | CUSIP: ZD4199521<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       340000 | PA      | $387832.75    | 0.01%             | 2036-03-12      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | Land Thueringen                                                                 | CUSIP: YV4065343<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $227279.18    | 0.01%             | 2029-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: BN4837165<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       715000 | PA      | $695578.30    | 0.02%             | 2031-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: YJ6229605<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1600000 | PA      | $1790208.46   | 0.05%             | 2037-11-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TP ICAP Finance PLC                                                             | TP ICAP Finance PLC                                                             | CUSIP: BS3575872<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $511838.62    | 0.01%             | 2028-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                            | CUSIP: ZB9054022<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $204078.57    | 0.01%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bausparkasse Schwaebisch Hall AG                                                | Bausparkasse Schwaebisch Hall AG                                                | CUSIP: YK5580088<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $672551.41    | 0.02%             | 2035-10-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: AX8262112<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       450000 | PA      | $527038.47    | 0.01%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                                                                          | CUSIP: YK7914616<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $328801.90    | 0.01%             | 2032-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: YK1514222<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       600000 | PA      | $741731.57    | 0.02%             | 2035-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EC0518513<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2000000 | PA      | $2411510.54   | 0.07%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22949 BUYUSD SELLNOK                                        | CUSIP: NOK260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6287.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | Notting Hill Genesis                                                            | CUSIP: AP3254863<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $484123.47    | 0.01%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: BW7906546<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       950000 | PA      | $776287.59    | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                       | UniCredit Bank Austria AG                                                       | CUSIP: ZL0423976<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $231301.01    | 0.01%             | 2029-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: BJ7361725<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       725000 | PA      | $516373.08    | 0.01%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                              | Fiserv Funding ULC                                                              | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $217696.07    | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | Cadent Finance PLC                                                              | CUSIP: ZL4171811<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $522066.03    | 0.01%             | 2034-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 International Inc                                                           | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       660000 | PA      | $439632.69    | 0.01%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: YU1877221<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      7430000 | PA      | $298936.27    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 779926HR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $361058.36    | 0.01%             | 2035-02-04      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: BT3860645<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    650000000 | PA      | $2083726.19   | 0.06%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: YU3100713<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     31500000 | PA      | $917841.80    | 0.03%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | Municipal Finance Authority of British Columbia                                 | CUSIP: 62620DAU5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $358045.22    | 0.01%             | 2030-10-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: YN0894223<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $338273.86    | 0.01%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: YS4927705<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2010000 | PA      | $2252617.35   | 0.06%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | Enbridge Gas Inc                                                                | CUSIP: 29260ZAN6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $346659.02    | 0.01%             | 2055-09-12      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1122000 | PA      | $812771.64    | 0.02%             | 2033-06-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                      | Eastern Power Networks PLC                                                      | CUSIP: YU0718855<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $367693.47    | 0.01%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: YV8425683<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1500000 | PA      | $1691919.67   | 0.05%             | 2032-01-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                            | VW Credit Canada Inc                                                            | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $424881.95    | 0.01%             | 2030-11-19      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                        | Province of British Columbia Canada                                             | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $294274.66    | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1200000 | PA      | $863736.88    | 0.02%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2700000 | PA      | $672781.29    | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BP4786771<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2000000 | PA      | $2184007.37   | 0.06%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                            | Singapore Government Bond                                                       | CUSIP: EI3830821<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2550000 | PA      | $2055614.46   | 0.06%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                          | Treasury Corp of Victoria                                                       | CUSIP: ZS9578676<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $529803.37    | 0.01%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Jersey International Bond                                                       | Jersey International Bond                                                       | CUSIP: BW1023322<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |       520000 | PA      | $409419.99    | 0.01%             | 2052-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                          | Treasury Corp of Victoria                                                       | CUSIP: QJ2439363<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1400000 | PA      | $915699.93    | 0.03%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      2900000 | PA      | $2177779.37   | 0.06%             | 2034-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: AU7888392<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1700000000 | PA      | $10345753.98  | 0.29%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: AT4272809<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1165000000 | PA      | $7117857.82   | 0.20%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: AN6494651<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       100000 | PA      | $112731.27    | 0.00%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Assura Financing PLC                                                            | Assura Financing PLC                                                            | CUSIP: BQ1787275<br>LEI: 549300YH2O3CNDZSO632 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $492819.88    | 0.01%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YP6341158<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       200000 | PA      | $228668.10    | 0.01%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd                                                         | Westpac New Zealand Ltd                                                         | CUSIP: YJ9905706<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |       800000 | PA      | $440476.48    | 0.01%             | 2030-11-19      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: AV1227504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1493192.53   | 0.04%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ELM BV for Julius Baer Group Ltd                                                | ELM BV for Julius Baer Group Ltd                                                | CUSIP: YV6175694<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       400000 | PA      | $461707.50    | 0.01%             | 2029-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | Credit Mutuel Arkea SA                                                          | CUSIP: YM2132459<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $335687.19    | 0.01%             | 2035-07-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: ZM2319782<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116081.45    | 0.00%             | 2030-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: AR0503342<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5500000000 | PA      | $2904401.03   | 0.08%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Schleswig-Holstein                                             | Investitionsbank Schleswig-Holstein                                             | CUSIP: YR4457895<br>LEI: 52990063ADNRF9GBTQ30 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $549552.60    | 0.02%             | 2035-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | Volkswagen Financial Services NV                                                | CUSIP: BT4564782<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $249561.78    | 0.01%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $708337.21    | 0.02%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | Stadshypotek AB                                                                 | CUSIP: BY6135531<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $418155.75    | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: ZI6848140<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115136.02    | 0.00%             | 2029-09-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: QZ2808090<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       105000 | PA      | $91707.07     | 0.00%             | 2036-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | Autostrade per l'Italia SpA                                                     | CUSIP: BT5739391<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       935000 | PA      | $1044104.61   | 0.03%             | 2028-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                       | Platform HG Financing PLC                                                       | CUSIP: BK7073129<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $99955.05     | 0.00%             | 2055-08-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       600000 | PA      | $647735.84    | 0.02%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | Santander UK Group Holdings PLC                                                 | CUSIP: ZN2466441<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $133606.05    | 0.00%             | 2027-11-16      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TransCanada PipeLines Ltd                                                       | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $307122.64    | 0.01%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: BM0770172<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $172132.16    | 0.00%             | 2050-10-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: ZM2318578<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $541869.79    | 0.02%             | 2031-01-31      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | Agence Francaise de Developpement EPIC                                          | CUSIP: YN2920182<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $673945.81    | 0.02%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: ZF3175683<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    110000000 | PA      | $443464.08    | 0.01%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: AS9078385<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3000000 | PA      | $3269450.40   | 0.09%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | Nordea Kiinnitysluottopankki Oyj                                                | CUSIP: ZH5996025<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $234443.65    | 0.01%             | 2028-10-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: YO4795705<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       600000 | PA      | $747022.59    | 0.02%             | 2040-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: DC6520795<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      3500000 | PA      | $1098252.59   | 0.03%             | 2031-07-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: ZF0316231<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      3500000 | PA      | $1101569.13   | 0.03%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: ZK3704655<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $231029.19    | 0.01%             | 2028-05-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: BT4620824<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $981614.26    | 0.03%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co/The                                                                | CUSIP: UV9446187<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       400000 | PA      | $502450.38    | 0.01%             | 2028-10-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: JK5016049<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    430000000 | PA      | $2235329.69   | 0.06%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | Carrefour SA                                                                    | CUSIP: YN5035905<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $566000.67    | 0.02%             | 2033-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: EJ7125481<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6450000 | PA      | $5787240.22   | 0.16%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | La Banque Postale Home Loan SFH SA                                              | CUSIP: ZM5758317<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $571409.70    | 0.02%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: YR4407528<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $449697.82    | 0.01%             | 2037-02-18      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: YP6200214<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2675000000 | PA      | $14862063.93  | 0.42%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: BR4661046<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       600000 | PA      | $501523.68    | 0.01%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: GG7375726<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       850009 | PA      | $1167883.51   | 0.03%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 PLC                                                    | Tesco Property Finance 3 PLC                                                    | CUSIP: EI3117419<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |        42511 | PA      | $54977.71     | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: BK4327957<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1150000 | PA      | $425650.88    | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EH9691161<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       700000 | PA      | $879052.89    | 0.02%             | 2040-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: YL4894314<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $452042.83    | 0.01%             | 2030-08-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | Pension Insurance Corp PLC                                                      | CUSIP: ZB9766120<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $529751.02    | 0.01%             | 2034-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: YS3288000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  43100000000 | PA      | $2596499.51   | 0.07%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       700000 | PA      | $803793.72    | 0.02%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: EK7712509<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       850000 | PA      | $942433.46    | 0.03%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: BW1169877<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1034235.32   | 0.03%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                        | Action Logement Services                                                        | CUSIP: ZM9290457<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $518477.67    | 0.01%             | 2043-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: YU8788157<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      5900000 | PA      | $1906023.86   | 0.05%             | 2029-08-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | Stadshypotek AB                                                                 | CUSIP: AT3544851<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $411383.67    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22862 BUYUSD SELLTHB                                        | CUSIP: THB260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $25445.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22904 BUYSEK SELLUSD                                        | CUSIP: USD260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-75005.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19843 BUYUSD SELLMXN                                        | CUSIP: MXN260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1702626.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | Societe Generale SFH SA                                                         | CUSIP: ZF4884432<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $555117.79    | 0.02%             | 2036-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: ZK6802860<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $588782.87    | 0.02%             | 2033-05-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YL7910604<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      7310000 | PA      | $8515404.60   | 0.24%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                         | Investitionsbank Berlin                                                         | CUSIP: ZL2120190<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $803299.26    | 0.02%             | 2033-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: BQ1838797<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3300000 | PA      | $3316539.92   | 0.09%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: ZF8592726<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $463267.85    | 0.01%             | 2034-02-13      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | Nationwide Building Society                                                     | CUSIP: BW4238075<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $608864.83    | 0.02%             | 2037-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                            | Euroclear Holding NV                                                            | CUSIP: BP9971238<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $198945.66    | 0.01%             | 2051-06-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: ED4651318<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1220000 | PA      | $1570079.13   | 0.04%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YJ9955693<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       500000 | PA      | $553958.13    | 0.02%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | Kuntarahoitus Oyj                                                               | CUSIP: ZF2387883<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       500000 | PA      | $557004.69    | 0.02%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBY8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $220680.74    | 0.01%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: YR0387468<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $456831.63    | 0.01%             | 2030-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZF7049371<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1200000 | PA      | $1383480.12   | 0.04%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: QZ7160273<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       500000 | PA      | $418142.59    | 0.01%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | Kommuninvest I Sverige AB                                                       | CUSIP: YV5359976<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |       800000 | PA      | $913876.54    | 0.03%             | 2028-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: BK1235484<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $130003.96    | 0.00%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | Sweden Government Bond                                                          | CUSIP: ZF4117072<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      2000000 | PA      | $200603.80    | 0.01%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | State of Rhineland-Palatinate                                                   | CUSIP: ZB6707093<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $796143.23    | 0.02%             | 2034-05-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | Credit Mutuel Home Loan SFH SA                                                  | CUSIP: ZF4859939<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $571480.40    | 0.02%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BM3107737<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       750000 | PA      | $795930.61    | 0.02%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: BS2666821<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       600000 | PA      | $741195.57    | 0.02%             | 2028-11-09      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 International Inc                                                           | CUSIP: 35085ZBX3<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        72000 | PA      | $48589.36     | 0.00%             | 2032-05-25      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                              | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       600000 | PA      | $761760.01    | 0.02%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | Air Liquide Finance SA                                                          | CUSIP: LW3436604<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $221032.15    | 0.01%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EF1307950<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       190000 | PA      | $220845.72    | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: YT9812298<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      9600000 | PA      | $1367164.40   | 0.04%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd/Sydney                                                 | United Overseas Bank Ltd/Sydney                                                 | CUSIP: YI1891344<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       300000 | PA      | $201781.42    | 0.01%             | 2031-01-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | Boston Scientific Corp                                                          | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       275000 | PA      | $303771.69    | 0.01%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: YL4415623<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      3680000 | PA      | $4144547.53   | 0.12%             | 2032-04-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $264476.37    | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: EK8567308<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    270000000 | PA      | $664633.93    | 0.02%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: ZQ3490328<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     15000000 | PA      | $453687.21    | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: BN7429465<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1145340.23   | 0.03%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: AQ5958584<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      3020000 | PA      | $3356170.30   | 0.09%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23176 BUYUSD SELLMYR                                        | CUSIP: MYR260507<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $132289.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: DA1963747<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $257802.33    | 0.01%             | 2030-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: BP1321176<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       390000 | PA      | $438931.77    | 0.01%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                    | Guinness Partnership Ltd/The                                                    | CUSIP: BH8302466<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $280486.17    | 0.01%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1843520.48   | 0.05%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: BT4584806<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3500000 | PA      | $865681.65    | 0.02%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: YS4890978<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2250000 | PA      | $2563755.62   | 0.07%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Capital BV                                                        | GXO Logistics Capital BV                                                        | CUSIP: 36273UAA5<br>LEI: 7245002GNB5W5E7GV182 | Long             | DBT              | CORP              | NL        |       440000 | PA      | $498324.42    | 0.01%             | 2030-11-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1750000 | PA      | $1166520.37   | 0.03%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: BY7758521<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       600000 | PA      | $862772.22    | 0.02%             | 2033-09-07      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                          | Deutsche Kreditbank AG                                                          | CUSIP: EK8011752<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $451209.82    | 0.01%             | 2027-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BG2593013<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1000000 | PA      | $1049890.54   | 0.03%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | Croatia Government International Bond                                           | CUSIP: YR2431876<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      2250000 | PA      | $2471930.58   | 0.07%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: ZO7951395<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       760000 | PA      | $642464.96    | 0.02%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: ZH5726810<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $463799.68    | 0.01%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Unilever PLC                                                                    | Unilever PLC                                                                    | CUSIP: ZS9904021<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $651306.94    | 0.02%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: UV4163928<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       540000 | PA      | $552737.75    | 0.02%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: ZL9679859<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      1610000 | PA      | $1838727.96   | 0.05%             | 2030-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RELX Finance BV                                                                 | RELX Finance BV                                                                 | CUSIP: ZD7261773<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $560641.00    | 0.02%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | Diageo Finance PLC                                                              | CUSIP: BV7390149<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $288284.96    | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: AS7696618<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      2750000 | PA      | $3043961.56   | 0.09%             | 2028-05-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       400000 | PA      | $446282.69    | 0.01%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: ZP7632067<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2010000 | PA      | $2076902.73   | 0.06%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN GAS NETWORKS                                                           | Northern Gas Networks Finance PLC                                               | CUSIP: EF1611344<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $120194.18    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       600000 | PA      | $679098.17    | 0.02%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service Inc                                                       | CUSIP: EG4481933<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       400000 | PA      | $457882.40    | 0.01%             | 2050-02-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                     | Swisscom AG                                                                     | CUSIP: ZB8561043<br>LEI: 5493005SL9HHOXS3B739 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $263584.29    | 0.01%             | 2034-08-23      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: BS0505237<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       390000 | PA      | $212432.97    | 0.01%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: BS2021845<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3400000 | PA      | $722230.51    | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | Australia & New Zealand Banking Group Ltd                                       | CUSIP: BY2422099<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $137364.65    | 0.00%             | 2032-08-12      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | Capgemini SE                                                                    | CUSIP: YK2152337<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $658260.85    | 0.02%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RHP Finance PLC                                                                 | RHP Finance PLC                                                                 | CUSIP: EK7264691<br>LEI: 213800O1G1AGJVTHWK17 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $257732.67    | 0.01%             | 2048-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | Intesa Sanpaolo SpA                                                             | CUSIP: YV6177617<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1200000 | PA      | $1380905.63   | 0.04%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                  | CUSIP: YX3884898<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $464466.25    | 0.01%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                           | CUSIP: YK1765253<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       200000 | PA      | $251945.52    | 0.01%             | 2035-09-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | Societe Nationale SNCF SACA                                                     | CUSIP: ZK1939840<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $454578.02    | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                    | Alliander NV                                                                    | CUSIP: YK4404850<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $881542.95    | 0.02%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: BT9749750<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      3800000 | PA      | $876904.17    | 0.02%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: AQ9353915<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3250000 | PA      | $3689624.38   | 0.10%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                      | Arkea Public Sector SCF SA                                                      | CUSIP: YN6817467<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $225096.06    | 0.01%             | 2035-07-02      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                              | Teleperformance SE                                                              | CUSIP: BM6819510<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $326378.42    | 0.01%             | 2027-11-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: BP5791168<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      5250000 | PA      | $5179528.17   | 0.14%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | Region Wallonne Belgium                                                         | CUSIP: YX3919173<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       200000 | PA      | $202058.22    | 0.01%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: ZM6527638<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      7445000 | PA      | $1109309.82   | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $301193.08    | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC Group NV                                                                    | CUSIP: ZK1660859<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $472526.90    | 0.01%             | 2030-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: ZF6615404<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      2100000 | PA      | $2316008.08   | 0.06%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: YR6356533<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      2000000 | PA      | $2207277.36   | 0.06%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: AT0000071<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |        65000 | PA      | $42419.82     | 0.00%             | 2029-05-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                        | Action Logement Services                                                        | CUSIP: ZH1071286<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $228697.13    | 0.01%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      1245000 | PA      | $1131204.22   | 0.03%             | 2036-05-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                              | Northwestern Mutual Global Funding                                              | CUSIP: YL5208274<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |       300000 | PA      | $388007.60    | 0.01%             | 2030-10-28      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                             | China Government International Bond                                             | CUSIP: BM6180525<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       200000 | PA      | $184243.98    | 0.01%             | 2035-11-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                                               | Martlet Homes Ltd                                                               | CUSIP: AN3890604<br>LEI: 2138001TCZGXYSUJLZ52 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $148395.51    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI Banque SA                                                                   | CUSIP: YJ6167987<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1003923.90   | 0.03%             | 2032-11-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                 | Ford Credit Canada Co Cie Credit Ford Du Canada                                 | CUSIP: 34527ADD9<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $180776.40    | 0.01%             | 2028-09-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | Corebridge Global Funding                                                       | CUSIP: YQ7563998<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |       200000 | PA      | $263014.19    | 0.01%             | 2029-12-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                             | China Government International Bond                                             | CUSIP: BS3559199<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       200000 | PA      | $216762.07    | 0.01%             | 2028-11-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | Jackson National Life Global Funding                                            | CUSIP: ZP2962469<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       250000 | PA      | $304080.49    | 0.01%             | 2028-07-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                     | CUSIP: YJ1213331<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       300000 | PA      | $337621.93    | 0.01%             | 2030-11-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: ZJ7218432<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1600000 | PA      | $1902707.69   | 0.05%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT Finance Corp                                                                | CUSIP: YM0828280<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $456921.90    | 0.01%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BV9824384<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       520000 | PA      | $468305.57    | 0.01%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                              | CUSIP: 592179KQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       600000 | PA      | $426644.69    | 0.01%             | 2033-06-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | Orange SA                                                                       | CUSIP: DA0861223<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $435108.19    | 0.01%             | 2045-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $213876.97    | 0.01%             | 2035-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                       | CUSIP: BV5138524<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $104468.51    | 0.00%             | 2031-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | Japan Government Two Year Bond                                                  | CUSIP: DC5783790<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1660000000 | PA      | $10395529.57  | 0.29%             | 2028-01-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: ZN7972328<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $346955.86    | 0.01%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | Province of New Brunswick Canada                                                | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $664686.32    | 0.02%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: YV2594716<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2740000 | PA      | $3111919.75   | 0.09%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sienna Senior Living Inc                                                        | Sienna Senior Living Inc                                                        | CUSIP: 82621KAG7<br>LEI: 549300K3HNLZV4V5LL42 | Long             | DBT              | CORP              | CA        |       360000 | PA      | $256280.89    | 0.01%             | 2028-12-18      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                | CUSIP: YR3234949<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $678534.39    | 0.02%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: AP3656380<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      4050000 | PA      | $4465452.82   | 0.12%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZK6451882<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1565000000 | PA      | $9599040.48   | 0.27%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                       | CUSIP: DA4052894<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $221680.03    | 0.01%             | 2038-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: YU8272145<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      3300000 | PA      | $3764303.34   | 0.11%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | Australia & New Zealand Banking Group Ltd                                       | CUSIP: YS8758627<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       640000 | PA      | $728554.87    | 0.02%             | 2035-07-31      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YO9201485<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5800000 | PA      | $6540440.60   | 0.18%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: ZH1927131<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1250000 | PA      | $279536.90    | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                        | Medtronic Global Holdings SCA                                                   | CUSIP: ZO6400758<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $156816.80    | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: ZB1384609<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6900000 | PA      | $1545936.95   | 0.04%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    700000000 | PA      | $1989108.67   | 0.06%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: BT9807434<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $334826.58    | 0.01%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: ZH2647472<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5161267.21   | 0.14%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | Kering SA                                                                       | CUSIP: ZI6395258<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $336100.30    | 0.01%             | 2035-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW Bank                                                                        | CUSIP: YO7607931<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1013608.99   | 0.03%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: ZF4297999<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      1349000 | PA      | $208218.67    | 0.01%             | 2026-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                               | Basque Government                                                               | CUSIP: BO9452844<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $196047.44    | 0.01%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TransCanada PipeLines Ltd                                                       | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143854.39    | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | Canadian National Railway Co                                                    | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $341105.66    | 0.01%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: AM4657731<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       450000 | PA      | $379663.64    | 0.01%             | 2047-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: AR0226704<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000000 | PA      | $197676.09    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: BJ9800332<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       200000 | PA      | $143219.26    | 0.00%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Westpac Securities NZ Ltd/London                                                | Westpac Securities NZ Ltd/London                                                | CUSIP: ZL4903619<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |       400000 | PA      | $467238.00    | 0.01%             | 2028-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                           | Aeroports de Paris SA                                                           | CUSIP: EJ6966174<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $911176.71    | 0.03%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: ZS3025021<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       180000 | PA      | $219930.66    | 0.01%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: AX4732183<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3800000 | PA      | $4060583.94   | 0.11%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: ED9083541<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       140000 | PA      | $172932.83    | 0.00%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: EJ9664933<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3000000000 | PA      | $1938266.16   | 0.05%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: BH3926764<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       200000 | PA      | $118739.53    | 0.00%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: ZB6605172<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1400000 | PA      | $1525425.97   | 0.04%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                                                                         | CUSIP: ZF8385790<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $339383.05    | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | Kommuninvest I Sverige AB                                                       | CUSIP: ZB5383623<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      5000000 | PA      | $526934.34    | 0.01%             | 2030-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | Heathrow Funding Ltd                                                            | CUSIP: EK7343776<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       500000 | PA      | $529085.40    | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                             | Avery Dennison Corp                                                             | CUSIP: 053611AQ2<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |       400000 | PA      | $445490.94    | 0.01%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: YW7593653<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2480000000 | PA      | $2705104.96   | 0.08%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: BY4967448<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     23000000 | PA      | $718466.80    | 0.02%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: ZM6349850<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $340686.75    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: ZM7531878<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $453983.48    | 0.01%             | 2033-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | Bouygues SA                                                                     | CUSIP: BZ9175267<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $362854.02    | 0.01%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                                          | K+S AG                                                                          | CUSIP: YX6187760<br>LEI: 529900YURAYD4IJX2J91 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $349391.16    | 0.01%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                               | Orbit Capital PLC                                                               | CUSIP: AT0021507<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $335901.45    | 0.01%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TransCanada PipeLines Ltd                                                       | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150987.07    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | Societe Generale SFH SA                                                         | CUSIP: BS5996811<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226668.52    | 0.01%             | 2026-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: AR1714914<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $95050.31     | 0.00%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $7093260.72   | 0.20%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | Motability Operations Group PLC                                                 | CUSIP: ZF3240057<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $226420.09    | 0.01%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP Capital Markets BV                                                           | CUSIP: ZK5584881<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $353696.60    | 0.01%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       650000 | PA      | $464289.71    | 0.01%             | 2031-06-27      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                                            | Canada Housing Trust No 1                                                       | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1395000 | PA      | $1008532.37   | 0.03%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: YR8800660<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       200000 | PA      | $262654.08    | 0.01%             | 2028-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: YO4388246<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     12400000 | PA      | $3072357.42   | 0.09%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: AQ7629332<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      8300000 | PA      | $5324422.12   | 0.15%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tabcorp Finance Pty Ltd                                                         | Tabcorp Finance Pty Ltd                                                         | CUSIP: DA4033050<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $266565.30    | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | Nederlandse Waterschapsbank NV                                                  | CUSIP: AV1722116<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $194912.57    | 0.01%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                       | CUSIP: ZK8853739<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       800000 | PA      | $912794.61    | 0.03%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: ZP3165708<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    940000000 | PA      | $5585522.66   | 0.16%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: ZK6555328<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       300000 | PA      | $344212.09    | 0.01%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                       | Suez SACA                                                                       | CUSIP: ZH1843361<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $393885.79    | 0.01%             | 2043-10-05      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: YR5098755<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $130669.51    | 0.00%             | 2030-10-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: EH3330816<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11550000 | PA      | $3585739.08   | 0.10%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | South Australian Government Financing Authority                                 | CUSIP: ZM9349923<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |       800000 | PA      | $497302.18    | 0.01%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: YS7913462<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     20000000 | PA      | $617662.32    | 0.02%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EC2373701<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2950000 | PA      | $3831301.88   | 0.11%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender HB HH RP SL SH                                | Gemeinsame Deutsche Bundeslaender HB HH RP SL SH                                | CUSIP: QZ7271195<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $113794.63    | 0.00%             | 2026-10-07      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | Fairfax Financial Holdings Ltd                                                  | CUSIP: AR6730758<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $225896.17    | 0.01%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: AX4147556<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1440000 | PA      | $1453220.32   | 0.04%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                     | British Columbia Investment Management Corp                                     | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |       650000 | PA      | $467275.27    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: ZK2144705<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      1500000 | PA      | $923945.43    | 0.03%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                                           | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: EK6943477<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       300000 | PA      | $355004.49    | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Euroclear Holding NV                                                            | Euroclear Holding NV                                                            | CUSIP: AR8873333<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $113099.97    | 0.00%             | 2048-04-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: ZF4261219<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $229198.51    | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                             | Canadian Government Bond                                                        | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $747404.25    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Housing Finance PLC                                                   | Yorkshire Housing Finance PLC                                                   | CUSIP: EK5496501<br>LEI: 213800Y8UNLWBP74TZ18 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $295554.48    | 0.01%             | 2044-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1125000 | PA      | $796774.57    | 0.02%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | Northumbrian Water Finance PLC                                                  | CUSIP: BZ8702913<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134404.02    | 0.00%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: JV9105265<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       400000 | PA      | $354600.30    | 0.01%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Equitable Bank                                                                  | Equitable Bank                                                                  | CUSIP: YN3353003<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $339656.32    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZM6354454<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2700000 | PA      | $3099502.94   | 0.09%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                | Westfield America Management Ltd                                                | CUSIP: AM9809428<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $366125.84    | 0.01%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     24500000 | PA      | $1247820.86   | 0.03%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                                                 | LCR Finance PLC                                                                 | CUSIP: EC1014140<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $658293.52    | 0.02%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: BM0279463<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $1782814.76   | 0.05%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: YV2848914<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $196457.70    | 0.01%             | 2034-08-28      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: BG1645533<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1000000 | PA      | $705344.34    | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                        | Accor SA                                                                        | CUSIP: YR8385423<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $433984.13    | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: AM5226601<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5135000 | PA      | $1043398.45   | 0.03%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BJ0516218<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1525000 | PA      | $1632412.43   | 0.05%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Santander UK PLC                                                                | Santander UK PLC                                                                | CUSIP: YX0681909<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $688742.75    | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: ZF0736594<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $5336633.25   | 0.15%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $561074.85    | 0.02%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: ZK2481404<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      3800000 | PA      | $4318809.15   | 0.12%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | La Banque Postale SA                                                            | CUSIP: DA8318531<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $224130.87    | 0.01%             | 2032-12-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     67500000 | PA      | $3715296.68   | 0.10%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: YR8283321<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       700000 | PA      | $563732.90    | 0.02%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1580000 | PA      | $1117836.84   | 0.03%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: EI4240764<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10000000 | PA      | $331160.13    | 0.01%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR Cymru Financing UK PLC                                                      | CUSIP: AQ6692307<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $526299.32    | 0.01%             | 2036-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1314000 | PA      | $997777.43    | 0.03%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | Kuntarahoitus Oyj                                                               | CUSIP: ZO3155546<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       550000 | PA      | $466164.55    | 0.01%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | Lansforsakringar Hypotek AB                                                     | CUSIP: BY9748819<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $209670.96    | 0.01%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BO9522422<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $334739.03    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: EJ8275293<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1000000 | PA      | $1094567.35   | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                       | Nestle Capital Markets SA                                                       | CUSIP: ZK9161918<br>LEI: 549300PZN3NFSOUXLC42 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $687767.26    | 0.02%             | 2038-06-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | Western Australian Treasury Corp                                                | CUSIP: ZR7662359<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      3000000 | PA      | $1578499.66   | 0.04%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200LN9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       200000 | PA      | $215102.48    | 0.01%             | 2037-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 07813ZCV4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $692171.55    | 0.02%             | 2055-08-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | Diageo Finance PLC                                                              | CUSIP: YV4271578<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1016879.62   | 0.03%             | 2031-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | Stadshypotek AB                                                                 | CUSIP: YV4085770<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $1027583.51   | 0.03%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: AW9463752<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       200000 | PA      | $142671.74    | 0.00%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31430W7J7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $720898.57    | 0.02%             | 2035-01-24      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                | South Eastern Power Networks PLC                                                | CUSIP: BR4841218<br>LEI: 213800H7NWVLCWAVKA15 | Long             | DBT              | CORP              | GB        |       220000 | PA      | $215220.82    | 0.01%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                              | CUSIP: YL4383425<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       300000 | PA      | $389371.86    | 0.01%             | 2031-08-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: ZL0747895<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       700000 | PA      | $673521.14    | 0.02%             | 2054-06-22      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: ZD6507176<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      8000000 | PA      | $337313.47    | 0.01%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance PLC                                            | Channel Link Enterprises Finance PLC                                            | CUSIP: AN5675896<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $346986.40    | 0.01%             | 2050-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: ZF0663319<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $459441.25    | 0.01%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: ZB9402957<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       500000 | PA      | $661340.30    | 0.02%             | 2047-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | London & Quadrant Housing Trust                                                 | CUSIP: ZO9287400<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $547813.44    | 0.02%             | 2038-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | Caisse de Refinancement de l'Habitat SA                                         | CUSIP: YX3067171<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $443386.66    | 0.01%             | 2036-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | Muenchener Hypothekenbank eG                                                    | CUSIP: YJ3677657<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1540388.02   | 0.04%             | 2035-04-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: YS5224631<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1015500000 | PA      | $4825811.24   | 0.13%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: ZM9193545<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       850000 | PA      | $1122699.09   | 0.03%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | Motability Operations Group PLC                                                 | CUSIP: YX5601696<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $353628.32    | 0.01%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                            | CUSIP: DA0507867<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $326672.69    | 0.01%             | 2045-11-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | Jyske Bank A/S                                                                  | CUSIP: BS3827364<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |       550000 | PA      | $618368.00    | 0.02%             | 2028-02-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YN6216934<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       520000 | PA      | $593542.94    | 0.02%             | 2027-08-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: BZ5011797<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     15000000 | PA      | $494106.76    | 0.01%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | Woolworths Group Ltd                                                            | CUSIP: YQ7562040<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |       560000 | PA      | $635744.20    | 0.02%             | 2032-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZK9574730<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       170000 | PA      | $139493.63    | 0.00%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | Amprion GmbH                                                                    | CUSIP: YK3265278<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1200367.55   | 0.03%             | 2040-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | Heimstaden Bostad Treasury BV                                                   | CUSIP: BR8196874<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $587148.99    | 0.02%             | 2031-10-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZH1172399<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4950000 | PA      | $5874410.65   | 0.16%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                   | ENEL Finance International NV                                                   | CUSIP: YR5946755<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $986276.15    | 0.03%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: BH6415328<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1390000 | PA      | $1460395.15   | 0.04%             | 2030-10-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: AQ4178309<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5029920.17   | 0.14%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                  | FCC Aqualia SA                                                                  | CUSIP: AN6847411<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $114367.30    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Dolomiti Energia SpA                                                            | Dolomiti Energia SpA                                                            | CUSIP: YK2696135<br>LEI: 81560024600D67DF7437 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $230323.59    | 0.01%             | 2030-10-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: YL4383680<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $566746.41    | 0.02%             | 2035-08-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: ZF1935211<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $457240.53    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                | Church Commissioners for England                                                | CUSIP: DA5140854<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $384762.99    | 0.01%             | 2035-11-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                      | Hamburg Commercial Bank AG                                                      | CUSIP: BS1060133<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $746294.91    | 0.02%             | 2028-11-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                             | Republic of Austria Government Bond                                             | CUSIP: AQ8502124<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1300000 | PA      | $1445153.93   | 0.04%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                        | CUSIP: EK0346826<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $326486.52    | 0.01%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | La Banque Postale Home Loan SFH SA                                              | CUSIP: YU8236249<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226587.98    | 0.01%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $276267.42    | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    120000000 | PA      | $311930.47    | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                                                | Bundesobligation                                                                | CUSIP: BX3039894<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1150000 | PA      | $1299609.98   | 0.04%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | Argenta Spaarbank NV                                                            | CUSIP: BR6676588<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $211477.67    | 0.01%             | 2041-10-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | Autonomous Community of Madrid Spain                                            | CUSIP: ZD1554934<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       700000 | PA      | $810691.59    | 0.02%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                    | Grainger PLC                                                                    | CUSIP: BK2736746<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $475206.03    | 0.01%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: YR1561277<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2730000 | PA      | $3032055.20   | 0.08%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS Finance Trust                                                             | CUSIP: YU3699912<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |       350000 | PA      | $234145.97    | 0.01%             | 2029-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | Free State of Bavaria                                                           | CUSIP: YT7575012<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $551319.46    | 0.02%             | 2033-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: AZ0978330<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |        23000 | PA      | $27881.19     | 0.00%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: YR3239021<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $553517.02    | 0.02%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | Region of Ile de France                                                         | CUSIP: YS6155545<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $570484.32    | 0.02%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                        | British Telecommunications PLC                                                  | CUSIP: EC1297471<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $668509.10    | 0.02%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: ZS8039944<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $159601.56    | 0.00%             | 2029-05-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | AltaGas Ltd                                                                     | CUSIP: 02138ZBM4<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $213524.42    | 0.01%             | 2027-11-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                             | CUSIP: 025816EC9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       400000 | PA      | $453896.92    | 0.01%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: BQ0197294<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       275000 | PA      | $313544.16    | 0.01%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | Pernod Ricard SA                                                                | CUSIP: YJ6657375<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $220117.53    | 0.01%             | 2033-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6350000 | PA      | $4470367.24   | 0.12%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UniCredit Bank GmbH                                                             | CUSIP: BT3995458<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $571288.06    | 0.02%             | 2033-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YJ8526396<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5000000000 | PA      | $3098236.57   | 0.09%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: EI8492650<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      1500000 | PA      | $1028550.00   | 0.03%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | State of the Grand-Duchy of Luxembourg                                          | CUSIP: ZL2348056<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       440000 | PA      | $479372.07    | 0.01%             | 2043-03-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EK8137466<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $4602225.16   | 0.13%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: QZ7445096<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6000000 | PA      | $1799934.20   | 0.05%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | Pernod Ricard SA                                                                | CUSIP: ZB7814906<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $222930.65    | 0.01%             | 2034-05-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                            | Free State of Saxony                                                            | CUSIP: ZB9069228<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $898870.85    | 0.03%             | 2034-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       445000 | PA      | $304805.31    | 0.01%             | 2031-12-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       580000 | PA      | $671848.10    | 0.02%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | Ontario Teachers' Finance Trust                                                 | CUSIP: BS5302473<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $117241.24    | 0.00%             | 2051-11-24      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1017416.07   | 0.03%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                   | National Gas Transmission PLC                                                   | CUSIP: YS9982366<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $390713.89    | 0.01%             | 2034-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAP2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       200000 | PA      | $225386.39    | 0.01%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | City of Toronto Canada                                                          | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $674472.43    | 0.02%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZK3512736<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       750000 | PA      | $835266.16    | 0.02%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: BT5908418<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3380000 | PA      | $3281248.15   | 0.09%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Gothaer Allgemeine Versicherung AG                                              | Gothaer Allgemeine Versicherung AG                                              | CUSIP: YN2896721<br>LEI: 5299003C59ODEKQIR849 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $233182.43    | 0.01%             | 2045-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | Norway Government Bond                                                          | CUSIP: AM5012761<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      1000000 | PA      | $100380.26    | 0.00%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | Kazakhstan Government International Bond                                        | CUSIP: ZR7973343<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       700000 | PA      | $658003.77    | 0.02%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: YK4391420<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $226853.32    | 0.01%             | 2029-10-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: BO1066493<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       720000 | PA      | $608705.73    | 0.02%             | 2036-02-22      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YN3190611<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     43000000 | PA      | $2183045.76   | 0.06%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: YV9219580<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $554570.09    | 0.02%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       575000 | PA      | $583858.50    | 0.02%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Saltaire Finance PLC                                                            | Saltaire Finance PLC                                                            | CUSIP: YT6768766<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $126446.09    | 0.00%             | 2036-12-06      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| RAC Bond Co PLC                                                                 | RAC Bond Co PLC                                                                 | CUSIP: ZH2402845<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $418103.56    | 0.01%             | 2028-11-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: ZI8882139<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      4719000 | PA      | $703160.40    | 0.02%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                            | Norway Government Bond                                                          | CUSIP: AX3516264<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      7000000 | PA      | $658159.12    | 0.02%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZF8346032<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1850000 | PA      | $2086605.60   | 0.06%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: ZB6326589<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       800000 | PA      | $1048556.46   | 0.03%             | 2033-12-07      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: YJ4669596<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       500000 | PA      | $557818.87    | 0.02%             | 2031-10-30      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | Credit Mutuel Arkea SA                                                          | CUSIP: YP9328517<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $450167.17    | 0.01%             | 2032-05-06      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: ZL3526171<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1500000 | PA      | $357716.30    | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | Tesco Corporate Treasury Services PLC                                           | CUSIP: YK7913808<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $446655.54    | 0.01%             | 2033-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                             | EssilorLuxottica SA                                                             | CUSIP: YV4787730<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $457608.56    | 0.01%             | 2029-03-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  26000000000 | PA      | $1543413.98   | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NewRiver REIT PLC                                                               | NewRiver REIT PLC                                                               | CUSIP: AR5245766<br>LEI: 2138004GX1VAUMH66L31 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $126314.15    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | Santander UK PLC                                                                | CUSIP: YS7114525<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $342912.78    | 0.01%             | 2028-04-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Metropolitan Funding PLC                                                        | Metropolitan Funding PLC                                                        | CUSIP: UV9234831<br>LEI: 213800LCRSEF1I4UB827 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $288730.09    | 0.01%             | 2048-04-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: YR7116928<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1300000 | PA      | $850248.28    | 0.02%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | Sun Life Financial Inc                                                          | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $354100.53    | 0.01%             | 2037-09-13      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: AX3905822<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1500000 | PA      | $1727704.80   | 0.05%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: ZK4406573<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       890000 | PA      | $202270.01    | 0.01%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: YS4079234<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $526406.16    | 0.01%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | Brookfield Renewable Partners ULC                                               | CUSIP: 11282ZAW8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $206819.53    | 0.01%             | 2056-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                                                                         | CUSIP: YS7553011<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $797551.35    | 0.02%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | Iberdrola Finanzas SA                                                           | CUSIP: YV9887352<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $799020.94    | 0.02%             | 2028-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $218967.43    | 0.01%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: ZJ3624492<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $579768.19    | 0.02%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | Agence Francaise de Developpement EPIC                                          | CUSIP: YQ7558311<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       900000 | PA      | $995766.42    | 0.03%             | 2040-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SpareBank 1 Boligkreditt AS                                                     | CUSIP: ZK5906753<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $230231.86    | 0.01%             | 2030-05-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                    | Bankinter SA                                                                    | CUSIP: YV5581108<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $342257.32    | 0.01%             | 2032-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BG0696669<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       200000 | PA      | $116982.06    | 0.00%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: YX4955655<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $1310197.46   | 0.04%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: ZF4061056<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       575000 | PA      | $650508.58    | 0.02%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $359284.87    | 0.01%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                        | Global Switch Finance BV                                                        | CUSIP: ZO7293715<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $424807.52    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | Nationale-Nederlanden Bank NV/The Netherlands                                   | CUSIP: BR4171467<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $107280.09    | 0.00%             | 2028-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: EF2955419<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      1000000 | PA      | $1504441.14   | 0.04%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSK Capital BV                                                                  | GSK Capital BV                                                                  | CUSIP: YT1875574<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $544404.08    | 0.02%             | 2036-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cofiroute SA                                                                    | Cofiroute SA                                                                    | CUSIP: YR9251863<br>LEI: 213800CP8292W9E8LJ69 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $552171.84    | 0.02%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: BO9153574<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1193903.03   | 0.03%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: ZM1981624<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1167057.11   | 0.03%             | 2030-01-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | CORP              | PL        |      3250000 | PA      | $890362.74    | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       400000 | PA      | $441134.81    | 0.01%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| South West Water Finance PLC                                                    | South West Water Finance PLC                                                    | CUSIP: YT7489313<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |       320000 | PA      | $421292.77    | 0.01%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: EJ5615988<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     33000000 | PA      | $1486987.30   | 0.04%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | Credit Mutuel Home Loan SFH SA                                                  | CUSIP: YS7920624<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $566570.33    | 0.02%             | 2032-07-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | Rolls-Royce PLC                                                                 | CUSIP: ZO9246679<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $532261.96    | 0.01%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                                               | Israel Government Bond - Fixed                                                  | CUSIP: EI9396645<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      1500000 | PA      | $541149.35    | 0.02%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | Rogers Communications Inc                                                       | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $71690.01     | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: YL5200800<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2690000 | PA      | $3037414.32   | 0.08%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | La Poste SA                                                                     | CUSIP: ZK8856948<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1160309.17   | 0.03%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: ZN3731470<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $597279.43    | 0.02%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1500000 | PA      | $687324.36    | 0.02%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: BP8093554<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    335000000 | PA      | $893354.39    | 0.02%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                             | Canadian Government Bond                                                        | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1405567.70   | 0.04%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3000000 | PA      | $823786.95    | 0.02%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | Anheuser-Busch InBev SA/NV                                                      | CUSIP: ZD8567616<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       800000 | PA      | $859120.54    | 0.02%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | Australia & New Zealand Banking Group Ltd                                       | CUSIP: YW4440122<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $67299.51     | 0.00%             | 2039-07-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                          | Mondelez International Inc                                                      | CUSIP: 609207AF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       300000 | PA      | $303325.91    | 0.01%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | EnBW International Finance BV                                                   | CUSIP: YU7081752<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $271691.08    | 0.01%             | 2034-10-30      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | Credit Agricole Home Loan SFH SA                                                | CUSIP: ZI5621217<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $232491.10    | 0.01%             | 2028-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | Astrazeneca Finance LLC                                                         | CUSIP: YW7306486<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $342195.47    | 0.01%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: AS9592054<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1410000 | PA      | $1560861.39   | 0.04%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | Gecina SA                                                                       | CUSIP: AO1324471<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $309170.93    | 0.01%             | 2032-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                     | CUSIP: YN3064360<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       200000 | PA      | $260120.45    | 0.01%             | 2028-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BZ6363189<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1750000 | PA      | $1976860.81   | 0.06%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YK4839808<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4780000 | PA      | $5444405.24   | 0.15%             | 2033-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       750000 | PA      | $515941.74    | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN Group NV                                                                     | CUSIP: ZK3698055<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |       740000 | PA      | $930874.43    | 0.03%             | 2043-11-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | East Japan Railway Co                                                           | CUSIP: ZI6397239<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $342100.39    | 0.01%             | 2043-09-05      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: YL8661453<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      3500000 | PA      | $511397.92    | 0.01%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                        | Scottish Hydro Electric Transmission PLC                                        | CUSIP: ZF2101300<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $591747.93    | 0.02%             | 2044-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: YU8193754<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $112424.14    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: JK1314588<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       700000 | PA      | $547796.98    | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | CUSIP: ZK1693074<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |       600000 | PA      | $696782.03    | 0.02%             | 2028-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BK8359493<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      3500000 | PA      | $1246899.12   | 0.03%             | 2050-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $420089.57    | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ZS5355715<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       750000 | PA      | $437682.93    | 0.01%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                        | CUSIP: EI4061228<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $518719.23    | 0.01%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | European Union                                                                  | CUSIP: YK8157652<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     17800000 | PA      | $20048452.36  | 0.56%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | State of Schleswig-Holstein Germany                                             | CUSIP: YL2318407<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      1500000 | PA      | $1671044.69   | 0.05%             | 2035-08-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BT4353020<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1130000 | PA      | $1132117.04   | 0.03%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: BN4538334<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $980889.93    | 0.03%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L4C4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       750000 | PA      | $539276.63    | 0.02%             | 2028-12-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | Eni SpA                                                                         | CUSIP: EK0407552<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      1600000 | PA      | $1863851.69   | 0.05%             | 2029-01-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: BX8631216<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $2750594.00   | 0.08%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: ZJ9414641<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      4100000 | PA      | $3265317.99   | 0.09%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: BS6564410<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2850000 | PA      | $3080645.51   | 0.09%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                         | Romanian Government International Bond                                          | CUSIP: BQ4352952<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       550000 | PA      | $396056.70    | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | Legrand SA                                                                      | CUSIP: YQ3532542<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $677711.31    | 0.02%             | 2035-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $586381.71    | 0.02%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: EK1245878<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $283010.21    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TransCanada PipeLines Ltd                                                       | CUSIP: 89353ZCR7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $479790.05    | 0.01%             | 2055-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC                                       | Emirates Telecommunications Group Co PJSC                                       | CUSIP: BP3861815<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |       225000 | PA      | $212377.08    | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Futures Treasury PLC                                                            | Futures Treasury PLC                                                            | CUSIP: AW9196063<br>LEI: 213800T6FYNSD2IGHT50 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $272604.57    | 0.01%             | 2044-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | Province of Manitoba Canada                                                     | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $166579.48    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $796112.69    | 0.02%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Luminor Bank AS/Estonia                                                         | Luminor Bank AS/Estonia                                                         | CUSIP: YV5317503<br>LEI: 213800JD2L89GGG7LF07 | Long             | DBT              | CORP              | EE        |       100000 | PA      | $115640.68    | 0.00%             | 2028-09-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: YL8253772<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      2440000 | PA      | $2736946.48   | 0.08%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | Medtronic Global Holdings SCA                                                   | CUSIP: ZO6400733<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $288083.29    | 0.01%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: DC7321631<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $559586.08    | 0.02%             | 2032-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: ZG5219578<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      1300000 | PA      | $1689391.57   | 0.05%             | 2032-01-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                       | Achmea BV                                                                       | CUSIP: ZJ0352618<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |       640000 | PA      | $828405.45    | 0.02%             | 2043-12-26      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                     | CUSIP: ZI7997664<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       350000 | PA      | $407603.18    | 0.01%             | 2027-09-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                        | Asahi Group Holdings Ltd                                                        | CUSIP: ZB2778056<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $565022.74    | 0.02%             | 2032-04-16      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BP1515769<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1318000 | PA      | $728178.14    | 0.02%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | Air Liquide Finance SA                                                          | CUSIP: YX3067148<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $224631.69    | 0.01%             | 2034-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: EI3995376<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1500000000 | PA      | $8464454.08   | 0.24%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                                           | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: EF3288133<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      3700000 | PA      | $4495156.82   | 0.13%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: BR7993180<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       125000 | PA      | $71357.48     | 0.00%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | Province of Manitoba Canada                                                     | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $539572.21    | 0.02%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: YW2886201<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       600000 | PA      | $687216.50    | 0.02%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       150000 | PA      | $207966.76    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cardiff University                                                              | Cardiff University                                                              | CUSIP: JV8112262<br>LEI: 549300OORZW54UVPSL54 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $223852.81    | 0.01%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: AR7751092<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1477805.02   | 0.04%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $412551.32    | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | Credit Mutuel Arkea SA                                                          | CUSIP: ZB8114991<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $468741.96    | 0.01%             | 2035-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: YS4919553<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $453891.00    | 0.01%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                          | Banque Federative du Credit Mutuel SA                                           | CUSIP: ZM2632598<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $363466.52    | 0.01%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC ASSEO                                                                    | CUSIP: YQ3094501<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1200000 | PA      | $1367399.59   | 0.04%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: BY4236828<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   9000000000 | PA      | $536508.03    | 0.01%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YT7609787<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     65000000 | PA      | $3636815.12   | 0.10%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                             | DBS Bank Ltd/London                                                             | CUSIP: YN6817483<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |       400000 | PA      | $453484.99    | 0.01%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                | Italgas Reti SpA                                                                | CUSIP: BN6977183<br>LEI: 815600E731A5016E3080 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $502279.17    | 0.01%             | 2031-01-29      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: QZ5429456<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       600000 | PA      | $290538.12    | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SpareBank 1 Boligkreditt AS                                                     | CUSIP: YO2558584<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $225065.87    | 0.01%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BN2612610<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $506042.17    | 0.01%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | Caisse de Refinancement de l'Habitat SA                                         | CUSIP: YN2850025<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $339001.80    | 0.01%             | 2030-06-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | Schneider Electric SE                                                           | CUSIP: YL6371337<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1341283.80   | 0.04%             | 2037-09-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: EI2160261<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9500000 | PA      | $2442498.24   | 0.07%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bazalgette Finance Plc                                                          | Bazalgette Finance Plc                                                          | CUSIP: AQ0955528<br>LEI: 213800ZGSE4AQTG77U19 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $376464.38    | 0.01%             | 2027-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: ZO2003713<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1218059.05   | 0.03%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA Bond Co Ltd                                                                  | CUSIP: YX0701244<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $136914.47    | 0.00%             | 2031-07-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: ZS4387933<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $306825.87    | 0.01%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: YS8940795<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      6600000 | PA      | $963402.06    | 0.03%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                             | Republic of Austria Government Bond                                             | CUSIP: GG7292566<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       240000 | PA      | $288908.95    | 0.01%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: YO2558212<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228368.46    | 0.01%             | 2030-05-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENW Finance PLC                                                                 | ENW Finance PLC                                                                 | CUSIP: ZM4795740<br>LEI: 549300V1O67HJV48FS61 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $385056.66    | 0.01%             | 2032-11-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BR1814184<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       550000 | PA      | $652803.14    | 0.02%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: YR4079608<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $338402.55    | 0.01%             | 2035-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE Assurances SA                                                              | BPCE Assurances SA                                                              | CUSIP: YJ0731846<br>LEI: 969500UHP35QWCZ0F449 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $224476.77    | 0.01%             | 2035-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Penarian Housing Finance PLC                                                    | Penarian Housing Finance PLC                                                    | CUSIP: AN8062639<br>LEI: 213800ITDRPW2XEQ8T51 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $335839.66    | 0.01%             | 2052-06-07      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BN4718670<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3000000 | PA      | $3287590.74   | 0.09%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: AQ5846490<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      3500000 | PA      | $3880116.37   | 0.11%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: ZB1412541<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3404374.88   | 0.10%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG Bank NV                                                                     | CUSIP: AV1243188<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       150000 | PA      | $97378.21     | 0.00%             | 2029-04-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | Logicor Financing Sarl                                                          | CUSIP: YM0832183<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $443445.28    | 0.01%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | Equinix Inc                                                                     | CUSIP: 29444UBP0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       700000 | PA      | $656989.81    | 0.02%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                      | Close Brothers Finance PLC                                                      | CUSIP: BM7807662<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $544858.23    | 0.02%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP Financial Inc                                                               | CUSIP: YJ1826207<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $699795.78    | 0.02%             | 2035-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YL1322681<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4380000 | PA      | $5700697.82   | 0.16%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                                         | RTE Reseau de Transport d'Electricite SADIR                                     | CUSIP: ZJ3113876<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1131890.34   | 0.03%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: ZS8776446<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    425000000 | PA      | $1068711.11   | 0.03%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $826727.81    | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SBAB Bank AB                                                                    | SBAB Bank AB                                                                    | CUSIP: YJ2391367<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |       900000 | PA      | $1003657.36   | 0.03%             | 2031-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | Canadian National Railway Co                                                    | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $355214.79    | 0.01%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                                        | Industrial Bank of Korea                                                        | CUSIP: YR6604361<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | CORP              | KR        |       500000 | PA      | $335771.57    | 0.01%             | 2030-02-27      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: YS4285435<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       700000 | PA      | $722400.98    | 0.02%             | 2055-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: BV8949489<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      2000000 | PA      | $536441.57    | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA Bond Co Ltd                                                                  | CUSIP: YJ9702822<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $255743.88    | 0.01%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: ZN3731462<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $236157.43    | 0.01%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: AN8683541<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4000000 | PA      | $3988551.68   | 0.11%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                              | Blackstone Holdings Finance Co LLC                                              | CUSIP: BW7625096<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       400000 | PA      | $436801.12    | 0.01%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | Sweden Government Bond                                                          | CUSIP: BH0661356<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      9000000 | PA      | $834362.94    | 0.02%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BU8240238<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1940000 | PA      | $2092694.25   | 0.06%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | Rothesay Life PLC                                                               | CUSIP: YX4981818<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $568582.56    | 0.02%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: BZ7431050<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     32500000 | PA      | $200936.58    | 0.01%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: ZK0512192<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $246081.80    | 0.01%             | 2043-07-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: YS4480481<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       400000 | PA      | $456709.48    | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | Agence Francaise de Developpement EPIC                                          | CUSIP: ZK7512740<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $677342.06    | 0.02%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: BU0756884<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1500000 | PA      | $578581.60    | 0.02%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG                                                | CUSIP: YS4524387<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |       440000 | PA      | $579321.86    | 0.02%             | 2029-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                               | Brown-Forman Corp                                                               | CUSIP: 115637AR1<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |       300000 | PA      | $376246.90    | 0.01%             | 2028-07-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | Province of Manitoba Canada                                                     | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $212776.32    | 0.01%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                | Iccrea Banca SpA                                                                | CUSIP: YX3898567<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $230632.47    | 0.01%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | McKesson Corp                                                                   | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       200000 | PA      | $250863.91    | 0.01%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | First Capital Real Estate Investment Trust                                      | CUSIP: 31890BAF0<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $208745.66    | 0.01%             | 2034-02-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                                                                       | CUSIP: YS8293492<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1695451.46   | 0.05%             | 2032-02-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                                        | Programa Cedulas TDA Fondo de Titulizacion de Activos                           | CUSIP: EF3559178<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $603587.49    | 0.02%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $167658.00    | 0.00%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | CUSIP: AV6687512<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | N/A       |       200000 | PA      | $129706.11    | 0.00%             | 2029-05-21      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | Deutsche Pfandbriefbank AG                                                      | CUSIP: YL6741570<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       740000 | PA      | $829004.36    | 0.02%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                | Italgas Reti SpA                                                                | CUSIP: ZK8296004<br>LEI: 815600E731A5016E3080 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $592208.98    | 0.02%             | 2033-06-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | Generali                                                                        | CUSIP: AQ2344127<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       900000 | PA      | $1040435.73   | 0.03%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YP9354505<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3500000000 | PA      | $2056370.35   | 0.06%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: BQ3773885<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   4000000000 | PA      | $238654.68    | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: BQ3977775<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2950000 | PA      | $1452124.67   | 0.04%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: ZP4632466<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100780000 | PA      | $187858.70    | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: ZK5584576<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       400000 | PA      | $465803.04    | 0.01%             | 2033-05-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1000000 | PA      | $985699.55    | 0.03%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: YL7489823<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8455000 | PA      | $9562654.68   | 0.27%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Telia Co AB                                                                     | Telia Co AB                                                                     | CUSIP: ZG4014269<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $198239.20    | 0.01%             | 2034-03-06      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Karbon Homes Ltd                                                                | Karbon Homes Ltd                                                                | CUSIP: AV4256732<br>LEI: 213800S6NLZ9IH9TGB49 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $257847.28    | 0.01%             | 2047-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: BP4711266<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       900000 | PA      | $968747.84    | 0.03%             | 2028-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: BK8156469<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10000000 | PA      | $286612.97    | 0.01%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | Nordea Hypotek AB                                                               | CUSIP: DA5701994<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $206072.40    | 0.01%             | 2030-12-11      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: EI5857269<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    230000000 | PA      | $679700.23    | 0.02%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: YJ3674456<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $561772.44    | 0.02%             | 2033-05-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: EJ8243903<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  55000000000 | PA      | $3458426.47   | 0.10%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: AM1788315<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       150000 | PA      | $169038.25    | 0.00%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy Inc                                                              | CUSIP: 15135UAY5<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $428923.36    | 0.01%             | 2035-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: BX9740743<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1648000 | PA      | $1315053.29   | 0.04%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: ZF2081882<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $455420.71    | 0.01%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LFA Foerderbank Bayern                                                          | LFA Foerderbank Bayern                                                          | CUSIP: AP4477471<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $333704.52    | 0.01%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                               | Blend Funding PLC                                                               | CUSIP: YN0912355<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $524486.75    | 0.01%             | 2032-06-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | Kommuninvest I Sverige AB                                                       | CUSIP: BO6852772<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      2500000 | PA      | $251500.10    | 0.01%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2750000 | PA      | $1882997.74   | 0.05%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                       | Neste Oyj                                                                       | CUSIP: BO6572750<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |       600000 | PA      | $658971.93    | 0.02%             | 2028-03-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: BN6164063<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $594166.08    | 0.02%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | State of Bremen                                                                 | CUSIP: YT1973619<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $567591.43    | 0.02%             | 2029-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BH7332159<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1200000 | PA      | $502364.96    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: ZO7395353<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    847050000 | PA      | $4952439.24   | 0.14%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: YX5547931<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000000 | PA      | $559124.35    | 0.02%             | 2029-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                           | Deutsche Lufthansa AG                                                           | CUSIP: YV4272451<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $350352.54    | 0.01%             | 2032-09-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: ZH9719365<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $239551.63    | 0.01%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: YS7954631<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      2640000 | PA      | $3004671.21   | 0.08%             | 2030-01-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | Logicor Financing Sarl                                                          | CUSIP: BN4542633<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $392585.37    | 0.01%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BJ7899484<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2120000 | PA      | $2118619.89   | 0.06%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: UV8214792<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1415000 | PA      | $1330294.02   | 0.04%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: YM6060201<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $1285856.16   | 0.04%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: BJ1619839<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $866574.89    | 0.02%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | North West Redwater Partnership / NWR Financing Co Ltd                          | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       500000 | PA      | $316950.31    | 0.01%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | Cassa Depositi e Prestiti SpA                                                   | CUSIP: YJ3674126<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $549232.10    | 0.02%             | 2035-10-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200LB5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115180.64    | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                                        | Programa Cedulas TDA Fondo de Titulizacion de Activos                           | CUSIP: EG2958429<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $466749.23    | 0.01%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    985000000 | PA      | $3213307.88   | 0.09%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZB9640887<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5000000 | PA      | $5799176.17   | 0.16%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                       | Nortegas Energia Grupo SL                                                       | CUSIP: BN5333750<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $589576.20    | 0.02%             | 2031-01-22      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: YV4298316<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      1000000 | PA      | $1105572.21   | 0.03%             | 2034-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: ZK2454146<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2710000 | PA      | $3134988.20   | 0.09%             | 2029-05-23      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: YL7402578<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $652119.42    | 0.02%             | 2036-03-10      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: YS6836342<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $340467.91    | 0.01%             | 2032-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Haleon UK Capital PLC                                                           | Haleon UK Capital PLC                                                           | CUSIP: BV4437646<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $307687.51    | 0.01%             | 2038-03-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4360000 | PA      | $4823861.00   | 0.13%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: YO7066948<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1007813.30   | 0.03%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | Banque Ouest Africaine de Developpement                                         | CUSIP: YK7970188<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |       600000 | PA      | $652236.17    | 0.02%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: AN6136328<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2300000 | PA      | $1780357.41   | 0.05%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NE Property BV                                                                  | NE Property BV                                                                  | CUSIP: YK3286332<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |       440000 | PA      | $486976.93    | 0.01%             | 2033-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Junta de Andalucia                                                              | Junta de Andalucia                                                              | CUSIP: YQ0165460<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $564283.36    | 0.02%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: YU9150324<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3100000 | PA      | $686051.61    | 0.02%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                            | Norway Government Bond                                                          | CUSIP: ZM8878765<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      3000000 | PA      | $282444.32    | 0.01%             | 2033-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | East Japan Railway Co                                                           | CUSIP: YV4539685<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $477529.21    | 0.01%             | 2054-09-04      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                                             | Slovenia Government Bond                                                        | CUSIP: AQ6038055<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1040000 | PA      | $1160212.41   | 0.03%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                | Canton of Zurich                                                                | CUSIP: EJ7423076<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | NUSS              | CH        |       400000 | PA      | $566654.47    | 0.02%             | 2038-07-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: BP1725806<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    270000000 | PA      | $1202245.90   | 0.03%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                         | CUSIP: EJ3037102<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       300000 | PA      | $316453.29    | 0.01%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: YM3891459<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $336698.24    | 0.01%             | 2031-08-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: BQ3480895<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1149978.00   | 0.03%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: ZP5624975<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      3669000 | PA      | $2047228.98   | 0.06%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | Svenska Handelsbanken AB                                                        | CUSIP: BG0130305<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      1300000 | PA      | $1338896.23   | 0.04%             | 2030-02-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: BH9898017<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $291744.65    | 0.01%             | 2029-12-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Riverside Finance Plc                                                           | Riverside Finance Plc                                                           | CUSIP: YL8188598<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |       220000 | PA      | $283901.31    | 0.01%             | 2050-09-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC Group NV                                                                    | CUSIP: ZF2683034<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       600000 | PA      | $705738.86    | 0.02%             | 2035-04-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | Magyar Export-Import Bank Zrt                                                   | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       300000 | PA      | $361876.39    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                     | CUSIP: 026657BH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       725000 | PA      | $935581.61    | 0.03%             | 2031-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | Veolia Environnement SA                                                         | CUSIP: YN2868332<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $553495.46    | 0.02%             | 2037-06-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1088000 | PA      | $767037.86    | 0.02%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     70500000 | PA      | $3902811.85   | 0.11%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond                                                        | CUSIP: YN7227856<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7500000 | PA      | $1826395.41   | 0.05%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                | Utmost Group PLC                                                                | CUSIP: BR3185773<br>LEI: 2138004N53RFLL6JDQ41 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $353525.57    | 0.01%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                         | Romanian Government International Bond                                          | CUSIP: ZP6061284<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $349739.90    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | Ausgrid Finance Pty Ltd                                                         | CUSIP: DA9620190<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $200306.15    | 0.01%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BW1525672<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       660000 | PA      | $716653.99    | 0.02%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                             | EssilorLuxottica SA                                                             | CUSIP: YN0894439<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $337491.37    | 0.01%             | 2030-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116630.35    | 0.00%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                             | CUSIP: YS4455939<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $337490.47    | 0.01%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | Digital Dutch Finco BV                                                          | CUSIP: YN5035442<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $440559.65    | 0.01%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: ZF6680739<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      3000000 | PA      | $3465814.03   | 0.10%             | 2028-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SpareBank 1 Boligkreditt AS                                                     | CUSIP: BS1460929<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $107118.11    | 0.00%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZN2613331<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       840000 | PA      | $993114.41    | 0.03%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: YT1847805<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10000000 | PA      | $298982.96    | 0.01%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: BG1378069<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1000000 | PA      | $711234.01    | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Equinix Canada Financing Ltd                                                    | Equinix Canada Financing Ltd                                                    | CUSIP: 29447JAA6<br>LEI: 254900DGPGEREHLMKF94 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $279511.30    | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                           | Magnum Icc Finance BV                                                           | CUSIP: DA4590471<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $223918.42    | 0.01%             | 2031-11-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | Raiffeisen Bank International AG                                                | CUSIP: YV4271289<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       900000 | PA      | $1044937.84   | 0.03%             | 2030-01-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  35000000000 | PA      | $2023513.00   | 0.06%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: ZB6879496<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4100000 | PA      | $4652023.74   | 0.13%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC ASSEO                                                                    | CUSIP: YP8594853<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1200000 | PA      | $1333008.66   | 0.04%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                   | ENEL Finance International NV                                                   | CUSIP: ZF3624193<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       750000 | PA      | $852905.52    | 0.02%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: BW7922337<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      2600000 | PA      | $2766118.88   | 0.08%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | Aroundtown SA                                                                   | CUSIP: AP5132612<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $594555.32    | 0.02%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW Bank                                                                        | CUSIP: YL6131301<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $338729.69    | 0.01%             | 2030-09-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: ZK8491902<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       740000 | PA      | $862020.19    | 0.02%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: YK6080245<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $1002896.50   | 0.03%             | 2035-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | Lansforsakringar Hypotek AB                                                     | CUSIP: YQ6374652<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $615406.96    | 0.02%             | 2032-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $260055.18    | 0.01%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: YS6039442<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       900000 | PA      | $1026242.65   | 0.03%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: BU5402740<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $248960.13    | 0.01%             | 2027-08-02      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EK6994165<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2450000 | PA      | $2390747.21   | 0.07%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: AS9592393<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       650000 | PA      | $453744.88    | 0.01%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | Province of Manitoba Canada                                                     | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $696736.05    | 0.02%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: BP0261415<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      4675000 | PA      | $2651494.45   | 0.07%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbodenkreditanstalt                                             | Bayerische Landesbodenkreditanstalt                                             | CUSIP: ZL4701930<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       560000 | PA      | $640843.38    | 0.02%             | 2035-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZD6703072<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12218995.54  | 0.34%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: EK0168501<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      2050000 | PA      | $2405862.38   | 0.07%             | 2029-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: BR3179099<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $550868.20    | 0.02%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: ZF3175469<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $452341.33    | 0.01%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YK0328806<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    304800000 | PA      | $1868938.04   | 0.05%             | 2030-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                                         | QBE Insurance Group Ltd                                                         | CUSIP: BR2628310<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |       220000 | PA      | $271874.80    | 0.01%             | 2038-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: ZP9016632<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $127828.21    | 0.00%             | 2027-02-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                      | CUSIP: YQ5942061<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $691723.29    | 0.02%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: ZJ9151649<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000000 | PA      | $521448.78    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $289342.55    | 0.01%             | 2030-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                             | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: YO7478176<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $453678.30    | 0.01%             | 2031-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YJ2653774<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      9600000 | PA      | $12464050.08  | 0.35%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: YQ9934247<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1500000000 | PA      | $8777578.73   | 0.25%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                          | Highland Holdings Sarl                                                          | CUSIP: YT2004885<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |       365000 | PA      | $417380.84    | 0.01%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: YS6734737<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $793001.91    | 0.02%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | Nordic Investment Bank                                                          | CUSIP: YP5826951<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |       500000 | PA      | $567826.45    | 0.02%             | 2028-05-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: YM0827787<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $448918.63    | 0.01%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: BR7206518<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000000 | PA      | $604478.55    | 0.02%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                  | ING Belgium SA                                                                  | CUSIP: YL3982755<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |       800000 | PA      | $897076.61    | 0.03%             | 2032-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $706087.21    | 0.02%             | 2030-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: ZB6250359<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1500000 | PA      | $1260318.57   | 0.04%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                       | CUSIP: YR4082164<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $226332.39    | 0.01%             | 2029-02-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000000 | PA      | $426059.01    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                 | CUSIP: EK3156073<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       400000 | PA      | $358580.86    | 0.01%             | 2054-06-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: YX2432376<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2207000 | PA      | $1980269.95   | 0.06%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                        | Queensland Treasury Corp                                                        | CUSIP: AP4899286<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $193402.37    | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: ZR6553963<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       600000 | PA      | $614410.47    | 0.02%             | 2031-11-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: AM4291382<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      2880000 | PA      | $130870.07    | 0.00%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | International Development Association                                           | CUSIP: YL6461260<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |       300000 | PA      | $338712.75    | 0.01%             | 2032-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | Northern Territory Treasury Corp                                                | CUSIP: ZF8913237<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       800000 | PA      | $508934.50    | 0.01%             | 2038-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: ZF2117421<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      1350000 | PA      | $1515702.58   | 0.04%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       300000 | PA      | $314219.06    | 0.01%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                                                          | Sirius Real Estate Ltd                                                          | CUSIP: YS6354221<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |       400000 | PA      | $450993.25    | 0.01%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: ZF2122488<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $343390.76    | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | Caisse de Refinancement de l'Habitat SA                                         | CUSIP: YR4084731<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $336544.57    | 0.01%             | 2032-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: ZM6605228<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      1910000 | PA      | $2132008.07   | 0.06%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kommunekredit                                                                   | Kommunekredit                                                                   | CUSIP: ZB9408608<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       500000 | PA      | $77350.43     | 0.00%             | 2027-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG Bank NV                                                                     | CUSIP: AQ6587572<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       200000 | PA      | $131659.44    | 0.00%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                               | DP World Ltd/United Arab Emirates                                               | CUSIP: AU5738714<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       400000 | PA      | $502004.60    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST FINANCE                                                          | Wellcome Trust Finance PLC                                                      | CUSIP: EF5603503<br>LEI: 549300U3Y9NRYP7NOM09 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $433655.21    | 0.01%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Norfina Ltd                                                                     | Norfina Ltd                                                                     | CUSIP: DA8281226<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $330925.91    | 0.01%             | 2030-12-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | General Mills Inc                                                               | CUSIP: 370334CY8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       500000 | PA      | $574940.86    | 0.02%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | Honeywell International Inc                                                     | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       750000 | PA      | $732208.20    | 0.02%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       400000 | PA      | $450674.13    | 0.01%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LHV Pank AS                                                                     | LHV Pank AS                                                                     | CUSIP: YO5135885<br>LEI: 529900GJOSVHI055QR67 | Long             | DBT              | CORP              | EE        |       700000 | PA      | $793950.48    | 0.02%             | 2029-06-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: ZI8421409<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $356909.90    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                            | Vodafone International Financing DAC                                            | CUSIP: ZN6801783<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       560000 | PA      | $632023.48    | 0.02%             | 2034-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: DA3586843<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       360000 | PA      | $406170.08    | 0.01%             | 2028-11-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: ZI7350930<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |       300000 | PA      | $344405.81    | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: EJ3938531<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     11000000 | PA      | $7234639.44   | 0.20%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS System Operator CV                                                      | CUSIP: YQ0132809<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $556042.61    | 0.02%             | 2035-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: YK6503345<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1600000000 | PA      | $9540260.23   | 0.27%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     20000000 | PA      | $636656.62    | 0.02%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                    | Statkraft AS                                                                    | CUSIP: YX4963543<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $193752.27    | 0.01%             | 2034-06-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |        70000 | PA      | $49755.65     | 0.00%             | 2028-12-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Danske Kiinnitysluottopankki Oyj                                                | Danske Kiinnitysluottopankki Oyj                                                | CUSIP: DA2520231<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       500000 | PA      | $560842.72    | 0.02%             | 2032-11-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | Aareal Bank AG                                                                  | CUSIP: BM6362917<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $218567.46    | 0.01%             | 2027-11-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: YR2431058<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       700000 | PA      | $757464.37    | 0.02%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | Kommunekredit                                                                   | CUSIP: BM1592849<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       600000 | PA      | $534831.95    | 0.01%             | 2034-05-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: BP0711948<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       100000 | PA      | $82698.46     | 0.00%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                  | Equitable Bank                                                                  | CUSIP: 29446NAV2<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $356407.87    | 0.01%             | 2029-04-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: YN8766415<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2251092.84   | 0.06%             | 2032-07-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YI1985427<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       300000 | PA      | $336653.65    | 0.01%             | 2037-01-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                              | Caisse des Depots et Consignations                                              | CUSIP: ZF2490869<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $517961.38    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                                              | Latvia Government International Bond                                            | CUSIP: AX1852331<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1900000 | PA      | $1439286.96   | 0.04%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                                              | Cyprus Government International Bond                                            | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       400000 | PA      | $369078.81    | 0.01%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: ZK3059001<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $1858696.34   | 0.05%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: AX1722484<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    460000000 | PA      | $1161891.38   | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: EK9859522<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    450000000 | PA      | $463476.35    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: ZJ9901209<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     13000000 | PA      | $634055.70    | 0.02%             | 2029-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                        | NSW Electricity Networks Finance Pty Ltd                                        | CUSIP: DA1859390<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $393059.24    | 0.01%             | 2055-11-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: BJ2569132<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      4000000 | PA      | $969342.71    | 0.03%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: YP8403352<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $661344.79    | 0.02%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: BI0191519<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       200000 | PA      | $84138.43     | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: BZ1376194<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229822.42    | 0.01%             | 2027-02-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: YL7834663<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $620289.96    | 0.02%             | 2035-10-02      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                          | CUSIP: YQ2538664<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       540000 | PA      | $616106.82    | 0.02%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: YK4052337<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1750000 | PA      | $1130961.19   | 0.03%             | 2039-02-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: BY5766682<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      3050000 | PA      | $3446897.11   | 0.10%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZO3879558<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1215000 | PA      | $1026219.32   | 0.03%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | Region Wallonne Belgium                                                         | CUSIP: YS6767547<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $559396.24    | 0.02%             | 2035-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mondi Finance Europe GmbH                                                       | Mondi Finance Europe GmbH                                                       | CUSIP: BH4248572<br>LEI: 2138004LSZE37TGO8788 | Long             | DBT              | CORP              | AT        |       450000 | PA      | $503333.30    | 0.01%             | 2028-04-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: BW1413481<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     32000000 | PA      | $1096310.62   | 0.03%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BO9395373<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1245000 | PA      | $1198386.02   | 0.03%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $723241.73    | 0.02%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | Ministeries Van de Vlaamse Gemeenschap                                          | CUSIP: ZI9747166<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $562610.90    | 0.02%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFR9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1800000 | PA      | $1316706.67   | 0.04%             | 2032-11-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | Land Securities Capital Markets PLC                                             | CUSIP: ZD6403020<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $514935.98    | 0.01%             | 2031-09-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BR2057668<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       500000 | PA      | $504831.65    | 0.01%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Junta de Andalucia                                                              | Junta de Andalucia                                                              | CUSIP: BO9776887<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       400000 | PA      | $404500.43    | 0.01%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: ZK2404992<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     23000000 | PA      | $5712902.18   | 0.16%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: BT0370705<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      1800000 | PA      | $272056.34    | 0.01%             | 2027-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Praemia Healthcare SACA                                                         | Praemia Healthcare SACA                                                         | CUSIP: ZQ3070773<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $102802.95    | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wheatley Group Capital PLC                                                      | Wheatley Group Capital PLC                                                      | CUSIP: EK6177175<br>LEI: 213800H5Z7A5G7ZS2U33 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $313872.14    | 0.01%             | 2044-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                               | Danske Hypotek AB                                                               | CUSIP: YP0399830<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $623943.79    | 0.02%             | 2030-12-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV                                                                       | CUSIP: BT4891383<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $256264.48    | 0.01%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $1048395.26   | 0.03%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: ZF2111085<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1165000 | PA      | $1285373.94   | 0.04%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co                                                            | CUSIP: EK9979825<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       200000 | PA      | $259967.69    | 0.01%             | 2027-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      2400000 | PA      | $1315509.41   | 0.04%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: ZF0828524<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $693239.05    | 0.02%             | 2035-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GlaxoSmithKline Capital PLC                                                     | CUSIP: EJ4794941<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $726820.58    | 0.02%             | 2045-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: BN3610597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    840000000 | PA      | $4884555.91   | 0.14%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                     | CUSIP: EC0677558<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $680605.96    | 0.02%             | 2028-11-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DLR Kredit A/S                                                                  | DLR Kredit A/S                                                                  | CUSIP: YU7905810<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |      2900000 | PA      | $414775.48    | 0.01%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                            | Eika Boligkreditt AS                                                            | CUSIP: YO6693130<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       400000 | PA      | $450515.55    | 0.01%             | 2032-05-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: BU3605690<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $528125.15    | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | Government of Newfoundland and Labrador                                         | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       637000 | PA      | $452589.29    | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: AW5784847<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      4000000 | PA      | $4386173.52   | 0.12%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: EI9936499<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       340000 | PA      | $391859.89    | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Eaton Capital ULC                                                               | Eaton Capital ULC                                                               | CUSIP: 27806HAB7<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $224912.49    | 0.01%             | 2035-05-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | Svenska Handelsbanken AB                                                        | CUSIP: ZI2848771<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       700000 | PA      | $832641.23    | 0.02%             | 2034-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quadgas Finance PLC                                                             | Quadgas Finance PLC                                                             | CUSIP: AU4577865<br>LEI: 549300VISZ55A4JZIN65 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $244246.51    | 0.01%             | 2029-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: YP6318115<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $563951.26    | 0.02%             | 2030-07-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                  | CUSIP: YT2590727<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $403809.41    | 0.01%             | 2039-11-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                  | BPER Banca SPA                                                                  | CUSIP: ZD7271046<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $690278.66    | 0.02%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: YM8468642<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      8700000 | PA      | $2765403.33   | 0.08%             | 2028-07-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: ZM9236245<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       400000 | PA      | $460780.24    | 0.01%             | 2028-07-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | Credit Mutuel Arkea SA                                                          | CUSIP: ZD9251624<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $453722.53    | 0.01%             | 2033-10-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | Croatia Government International Bond                                           | CUSIP: ZD4549006<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       210000 | PA      | $240632.78    | 0.01%             | 2034-03-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                      | MSD Netherlands Capital BV                                                      | CUSIP: YX1273771<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $104900.56    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2149733.08   | 0.06%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      3200000 | PA      | $2273924.98   | 0.06%             | 2034-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: QZ5541813<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       100000 | PA      | $65987.97     | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                             | Toyota Motor Finance Netherlands BV                                             | CUSIP: ZF0683762<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $341628.78    | 0.01%             | 2029-07-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG Bank NV                                                                     | CUSIP: BS6415324<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       500000 | PA      | $288174.54    | 0.01%             | 2032-07-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BJ8379114<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1500000 | PA      | $1611972.00   | 0.05%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: AX6472440<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      2000000 | PA      | $498947.17    | 0.01%             | 2029-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: AU3524892<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4000000 | PA      | $861118.95    | 0.02%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                          | JT International Financial Services BV                                          | CUSIP: AU5891422<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $218938.52    | 0.01%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                              | Wales & West Utilities Finance PLC                                              | CUSIP: EI2021463<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $268109.89    | 0.01%             | 2030-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: YQ9600582<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $555923.49    | 0.02%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                       | Brookfield Finance II Inc                                                       | CUSIP: 11271ZAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       500000 | PA      | $358131.20    | 0.01%             | 2033-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                                                                         | CUSIP: ZD8242038<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $896649.82    | 0.03%             | 2044-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                            | CUSIP: YO8695620<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       900000 | PA      | $590587.44    | 0.02%             | 2040-06-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | Belfius Bank SA                                                                 | CUSIP: ZI7513032<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       800000 | PA      | $943570.03    | 0.03%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPHA Finance PLC                                                                | BPHA Finance PLC                                                                | CUSIP: EK1533687<br>LEI: 213800T2EIKFAUKDRH27 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $333291.12    | 0.01%             | 2044-04-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | Caisse de Refinancement de l'Habitat SA                                         | CUSIP: ZR8866934<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $103713.32    | 0.00%             | 2029-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: YL0100484<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1300000 | PA      | $842359.61    | 0.02%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB                                                | CUSIP: ZK4366397<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      1850000 | PA      | $2160142.69   | 0.06%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                           | Sanctuary Capital PLC                                                           | CUSIP: BH5530325<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |       520000 | PA      | $350230.06    | 0.01%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                             | CUSIP: ZF0268259<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $342667.85    | 0.01%             | 2031-01-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: YV4876673<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2000000 | PA      | $439911.87    | 0.01%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: YX7296388<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |      4000000 | PA      | $573849.57    | 0.02%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | Credit Agricole Italia SpA                                                      | CUSIP: ZD4433300<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $572001.97    | 0.02%             | 2036-03-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: ZN3677194<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1500000 | PA      | $974429.31    | 0.03%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YM6878354<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4000000000 | PA      | $2052520.14   | 0.06%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP Capital Markets BV                                                           | CUSIP: BM8530925<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |       240000 | PA      | $172599.31    | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: EJ4701391<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     68000000 | PA      | $2401482.31   | 0.07%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                          | New Zealand Government Bond                                                     | CUSIP: AR6702898<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      5400000 | PA      | $3005917.86   | 0.08%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                        | New South Wales Treasury Corp                                                   | CUSIP: AP6181865<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |       650000 | PA      | $421553.76    | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: BP2211780<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     30000000 | PA      | $920721.39    | 0.03%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | Hydro-Quebec                                                                    | CUSIP: 44889ZFP6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $214607.86    | 0.01%             | 2032-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | Deutsche Pfandbriefbank AG                                                      | CUSIP: BZ7789192<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $57670.96     | 0.00%             | 2027-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | International Development Association                                           | CUSIP: BY7145430<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |       200000 | PA      | $208832.12    | 0.01%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: ZF0679877<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $574661.54    | 0.02%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: QZ9977500<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       300000 | PA      | $166151.18    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: ZM3217969<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $231900.18    | 0.01%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Legal & General Finance PLC                                                     | Legal & General Finance PLC                                                     | CUSIP: EC3157236<br>LEI: 213800AJC8I72ZCD2E71 | Long             | DBT              | CORP              | GB        |        80000 | PA      | $108519.19    | 0.00%             | 2031-12-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $412199.73    | 0.01%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | City of Montreal Canada                                                         | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $340614.81    | 0.01%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB Boligkreditt AS                                                             | CUSIP: YQ5938937<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       300000 | PA      | $341374.33    | 0.01%             | 2029-09-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: EJ0073480<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1000000 | PA      | $1153782.09   | 0.03%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | State of the Grand-Duchy of Luxembourg                                          | CUSIP: BO6333294<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      3440000 | PA      | $3427022.81   | 0.10%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: YS4886844<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1550000 | PA      | $1750402.93   | 0.05%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                    | ASB Bank Ltd                                                                    | CUSIP: BR2431749<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |       500000 | PA      | $535289.10    | 0.01%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YJ7057260<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     29000000 | PA      | $1324141.09   | 0.04%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BJ8830264<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2685000 | PA      | $3289031.17   | 0.09%             | 2028-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WHG Treasury PLC                                                                | WHG Treasury PLC                                                                | CUSIP: EK5062170<br>LEI: 984500477D9DBB3BD757 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $305362.47    | 0.01%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: ZI1840076<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      1500000 | PA      | $2070224.63   | 0.06%             | 2043-12-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: ZK6504318<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $588462.52    | 0.02%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      1500000 | PA      | $394387.00    | 0.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: BQ5009007<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     20000000 | PA      | $605092.38    | 0.02%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: BO5788902<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       200000 | PA      | $129234.90    | 0.00%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: EH1313798<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3185492.49   | 0.09%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZG1344669<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1500000000 | PA      | $9195361.12   | 0.26%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: ZF8405218<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |       150000 | PA      | $170134.61    | 0.00%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Greensquareaccord Ltd                                                           | Greensquareaccord Ltd                                                           | CUSIP: ZN5962792<br>LEI: 213800RISQQHH1QRRQ46 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $335023.24    | 0.01%             | 2047-11-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | Peru Government Bond                                                            | CUSIP: YN1820391<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9500000 | PA      | $2770171.23   | 0.08%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: ED3871594<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1680000 | PA      | $2098306.26   | 0.06%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | Adif Alta Velocidad                                                             | CUSIP: YS8863781<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $342508.13    | 0.01%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     18000000 | PA      | $849196.86    | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                           | Japan Government Forty Year Bond                                                | CUSIP: LW2394333<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    420000000 | PA      | $1083752.59   | 0.03%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                                                                         | CUSIP: AP9353636<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $441912.59    | 0.01%             | 2037-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                         | Croatia Government International Bond                                           | CUSIP: AM8378144<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       150000 | PA      | $173136.12    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | Bouygues SA                                                                     | CUSIP: ZK8294645<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233293.67    | 0.01%             | 2031-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BJ1393435<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       100000 | PA      | $64701.01     | 0.00%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                               | Robert Bosch GmbH                                                               | CUSIP: ZK7508219<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $228442.02    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                                  | Redeia Corp SA                                                                  | CUSIP: YW0165756<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $562184.80    | 0.02%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: JK3794373<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1750000 | PA      | $1708866.23   | 0.05%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PKJ1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1757532.87   | 0.05%             | 2036-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                                              | Sweden Government Bond                                                          | CUSIP: BM6039291<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      2000000 | PA      | $131713.64    | 0.00%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                           | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                           | CUSIP: YO4305216<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229118.69    | 0.01%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                              | UBS Switzerland AG                                                              | CUSIP: YV8368396<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |       350000 | PA      | $400985.48    | 0.01%             | 2027-09-23      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: ZN4986750<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233720.90    | 0.01%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZF1451532<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1080000 | PA      | $1182865.68   | 0.03%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                  | CUSIP: ZK8851683<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $919663.03    | 0.03%             | 2033-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: BP9778252<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      1600000 | PA      | $1974848.61   | 0.06%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: AW8324286<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3970000 | PA      | $4397693.28   | 0.12%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: ZB1065281<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3700000000 | PA      | $2416143.60   | 0.07%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZD2171464<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      3950000 | PA      | $5078297.97   | 0.14%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YX3939346<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       130000 | PA      | $150648.12    | 0.00%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | Hydro One Inc                                                                   | CUSIP: 44810ZCQ1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $385920.25    | 0.01%             | 2054-11-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | Hydro One Inc                                                                   | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $110567.16    | 0.00%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: ZJ0505298<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $453886.27    | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wise Financing PLC                                                              | Wise Financing PLC                                                              | CUSIP: DA4098574<br>LEI: 6488E9H7Z3K04JNN7302 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $387327.10    | 0.01%             | 2030-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | Land Baden-Wuerttemberg                                                         | CUSIP: YS6458311<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $769907.40    | 0.02%             | 2040-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Landshypotek Bank AB                                                            | Landshypotek Bank AB                                                            | CUSIP: ZK1862471<br>LEI: 5493004WUGGU2BQI7F14 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $212811.97    | 0.01%             | 2028-04-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | Autobahnen- und Schnell- strassen-Finanzierungs AG                              | CUSIP: BK4342121<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      1100000 | PA      | $942444.21    | 0.03%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZF3497335<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2510000 | PA      | $2338562.86   | 0.07%             | 2049-06-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                                                       | Danone SA                                                                       | CUSIP: YQ9137163<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $227198.85    | 0.01%             | 2033-04-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                                                                          | CUSIP: YT2655694<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $332821.67    | 0.01%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | Landesbank Hessen-Thueringen Girozentrale                                       | CUSIP: ZR6990603<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $520912.82    | 0.01%             | 2029-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: AM1278291<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     16500000 | PA      | $2472771.30   | 0.07%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: BM0586909<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $220317.24    | 0.01%             | 2027-10-28      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                 | Sandoz Group AG                                                                 | CUSIP: ZH7449353<br>LEI: 5493000JWK6XWFEUD320 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $251307.82    | 0.01%             | 2026-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: AU3796482<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       300000 | PA      | $203682.38    | 0.01%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd/London                                                        | Bank of China Ltd/London                                                        | CUSIP: YJ4098085<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |       200000 | PA      | $259723.73    | 0.01%             | 2028-10-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: ZK0251635<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $347542.57    | 0.01%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                | CUSIP: ZB0357382<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $581758.67    | 0.02%             | 2030-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                   | Novo Banco SA                                                                   | CUSIP: YR0013270<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |       500000 | PA      | $568490.96    | 0.02%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2000000 | PA      | $1493388.64   | 0.04%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: YT1867605<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $789481.48    | 0.02%             | 2032-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway Inc                                                          | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       300000 | PA      | $339459.66    | 0.01%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Merseylink Issuer PLC                                                           | Merseylink Issuer PLC                                                           | CUSIP: EK1534529<br>LEI: 549300KCJFKMWJNEFT60 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $331877.95    | 0.01%             | 2043-03-31      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                            | Paragon Treasury Plc                                                            | CUSIP: BP3248435<br>LEI: 213800Q65UKPKCQBC252 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $367308.44    | 0.01%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | Snam SpA                                                                        | CUSIP: BJ9805455<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1033241.27   | 0.03%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH                             | Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH                             | CUSIP: YR6424778<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $113654.83    | 0.00%             | 2030-02-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $298884.31    | 0.01%             | 2033-08-02      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1800000 | PA      | $1088293.50   | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: BR8718354<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $155296.15    | 0.00%             | 2030-01-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE AG                                                                          | CUSIP: ZF0982339<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $812551.28    | 0.02%             | 2032-01-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                              | Abertis France SAS                                                              | CUSIP: BP4068923<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $751994.50    | 0.02%             | 2028-09-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                            | Sartorius Finance BV                                                            | CUSIP: ZI6854262<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $714208.96    | 0.02%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: YW1328411<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $577517.70    | 0.02%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: YS9976863<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $563800.80    | 0.02%             | 2037-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: YM8430212<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       600000 | PA      | $657623.32    | 0.02%             | 2037-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: YL7466730<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $224241.73    | 0.01%             | 2032-09-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AusNet Services Holdings Pty Ltd                                                | CUSIP: ZB8096388<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $543058.89    | 0.02%             | 2034-05-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: ZL1835806<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $807364.13    | 0.02%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                             | China Government International Bond                                             | CUSIP: ZQ4666363<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       500000 | PA      | $504936.41    | 0.01%             | 2031-11-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: ZG1630612<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117802.65    | 0.00%             | 2028-11-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RMU3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       300000 | PA      | $340124.29    | 0.01%             | 2030-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: EI0048054<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     55650000 | PA      | $327379.69    | 0.01%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: YR1273998<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $448814.61    | 0.01%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                         | Ireland Government Bond                                                         | CUSIP: BN3323571<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1400000 | PA      | $1378126.51   | 0.04%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: ZD0689749<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $575651.24    | 0.02%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: YK6552771<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $561783.55    | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EJ5939602<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1610550000 | PA      | $9859594.96   | 0.28%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $496282.47    | 0.01%             | 2055-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Poplar HARCA Ltd Via Poplar HARCA Capital PLC                                   | Poplar HARCA Ltd Via Poplar HARCA Capital PLC                                   | CUSIP: EJ7623022<br>LEI: 213800RULUEARU9TIF74 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $341847.66    | 0.01%             | 2043-09-30      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | La Banque Postale Home Loan SFH SA                                              | CUSIP: YN0889975<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $560210.60    | 0.02%             | 2032-06-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wabtec Transportation Netherlands BV                                            | Wabtec Transportation Netherlands BV                                            | CUSIP: BP6214921<br>LEI: 213800W8WKL7DR8NFE48 | Long             | DBT              | CORP              | NL        |       305000 | PA      | $339573.34    | 0.01%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: YK2903424<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       140000 | PA      | $161514.41    | 0.00%             | 2056-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | First Capital Real Estate Investment Trust                                      | CUSIP: 31890BAG8<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $350893.91    | 0.01%             | 2035-02-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EC0659473<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       300000 | PA      | $371307.98    | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | Kommuninvest I Sverige AB                                                       | CUSIP: ZM9734926<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      4000000 | PA      | $422299.23    | 0.01%             | 2029-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: ZB5253610<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     21037000 | PA      | $650095.27    | 0.02%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | Bayer AG                                                                        | CUSIP: ZK7501719<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1312335.12   | 0.04%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: LW5453029<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3026173.86   | 0.08%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | Pernod Ricard SA                                                                | CUSIP: YJ6657383<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $218970.85    | 0.01%             | 2037-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: 09857LBM9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       300000 | PA      | $331674.47    | 0.01%             | 2035-11-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBJ1<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $284329.48    | 0.01%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                        | Gaci First Investment Co                                                        | CUSIP: YX5033387<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $373908.35    | 0.01%             | 2039-06-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: BP5776318<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       380000 | PA      | $286023.06    | 0.01%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                            | Singapore Government Bond                                                       | CUSIP: EG2021475<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       200000 | PA      | $157795.61    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: ZI6848157<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $802559.30    | 0.02%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YV6981562<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $4865321.52   | 0.14%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RL Finance Bonds NO 4 PLC                                                       | RL Finance Bonds NO 4 PLC                                                       | CUSIP: ZR8707880<br>LEI: 21380094SBEIOBDS8O41 | Long             | DBT              | CORP              | GB        |       420000 | PA      | $449170.89    | 0.01%             | 2049-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                    | CUSIP: ZN2140038<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1466256.29   | 0.04%             | 2030-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | Tesco Corporate Treasury Services PLC                                           | CUSIP: ZL1816145<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $254742.80    | 0.01%             | 2035-02-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BK4597278<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $561452.93    | 0.02%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: ZG1467213<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1920000 | PA      | $2261658.99   | 0.06%             | 2029-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: YP1098753<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000000 | PA      | $878276.74    | 0.02%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | CUSIP: ZD1524689<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       900000 | PA      | $1036195.10   | 0.03%             | 2031-02-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: EI1819230<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1608300000 | PA      | $9499878.01   | 0.27%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | South Australian Government Financing Authority                                 | CUSIP: YL0517828<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $645167.70    | 0.02%             | 2035-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | Chubb INA Holdings LLC                                                          | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       500000 | PA      | $490354.74    | 0.01%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 20126 BUYUSD SELLCNY                                        | CUSIP: CNY260408<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $260340.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | Aareal Bank AG                                                                  | CUSIP: BY8995908<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $112562.37    | 0.00%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: YQ7910504<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     19000000 | PA      | $575736.18    | 0.02%             | 2030-03-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | Agence Francaise de Developpement EPIC                                          | CUSIP: ZF2388436<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $765680.29    | 0.02%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gestion Securite de Stocks Securite SA                                          | Gestion Securite de Stocks Securite SA                                          | CUSIP: ZJ0618638<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $579541.78    | 0.02%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YU9128247<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5090000 | PA      | $5826064.79   | 0.16%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YK3801395<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1600000 | PA      | $1809631.52   | 0.05%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                  | Continental AG                                                                  | CUSIP: ZK7767781<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $349292.23    | 0.01%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607P5X8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $215542.98    | 0.01%             | 2031-06-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | Kommunalbanken AS                                                               | CUSIP: YK1700805<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       150000 | PA      | $98044.96     | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: JK8403186<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       465000 | PA      | $461391.01    | 0.01%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: YS4565711<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |       700000 | PA      | $797419.90    | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2570000 | PA      | $1871069.76   | 0.05%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Accent Capital PLC                                                              | Accent Capital PLC                                                              | CUSIP: AZ6196549<br>LEI: 213800USEHIOE2L7IO41 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $289875.33    | 0.01%             | 2049-07-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: BP1531600<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       300000 | PA      | $328166.68    | 0.01%             | 2033-04-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Atradius Credito y Caucion SA de Seguros y Reaseguros                           | Atradius Credito y Caucion SA de Seguros y Reaseguros                           | CUSIP: ZB2818118<br>LEI: 9598002U9BK2VP1RTG14 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $237933.18    | 0.01%             | 2034-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  10000000000 | PA      | $575747.64    | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                                                        | Santander Bank Polska SA                                                        | CUSIP: YK5261242<br>LEI: 259400LGXW3K0GDAG361 | Long             | DBT              | CORP              | PL        |       500000 | PA      | $563701.00    | 0.02%             | 2031-10-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: YX3882215<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460553.74    | 0.01%             | 2030-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: JK9195187<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       600000 | PA      | $396749.47    | 0.01%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JUTURNA EURO LOAN CONDUI                                                        | Juturna European Loan Conduit No 16 PLC                                         | CUSIP: ED0585346<br>LEI: 2138002G6EP1VAWYE654 | Long             | DBT              | CORP              | GB        |       265507 | PA      | $347829.06    | 0.01%             | 2033-08-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: BK9506845<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $727924.00    | 0.02%             | 2050-08-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZK1657913<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1950000 | PA      | $1956891.55   | 0.05%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: ZH5487280<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $1968269.53   | 0.05%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: BP0268964<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       365000 | PA      | $287305.76    | 0.01%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: AT2820591<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2510000 | PA      | $2806433.92   | 0.08%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: EJ0538250<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    420000000 | PA      | $2306105.98   | 0.06%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: YO8864937<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      3800000 | PA      | $4319101.28   | 0.12%             | 2029-06-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YJ9955677<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       300000 | PA      | $336649.73    | 0.01%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YS4668598<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1540000 | PA      | $1705373.89   | 0.05%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: YX4130622<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1632344.51   | 0.05%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB Bank ASA                                                                    | CUSIP: YQ7130848<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       860000 | PA      | $980244.75    | 0.03%             | 2035-07-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: AR1112820<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1050000 | PA      | $1031997.93   | 0.03%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EK0809500<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $499066.71    | 0.01%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | Vinci SA                                                                        | CUSIP: AX5678245<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $435998.73    | 0.01%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                         | Romanian Government International Bond                                          | CUSIP: AR0510867<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       250000 | PA      | $266649.45    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: YK9455642<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $746773.44    | 0.02%             | 2035-10-24      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | Svensk Exportkredit AB                                                          | CUSIP: YK3243291<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $261086.11    | 0.01%             | 2031-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: BR1760841<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      1610000 | PA      | $1722943.01   | 0.05%             | 2029-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: BN4274674<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000000 | PA      | $209002.20    | 0.01%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: BH5287462<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $329604.57    | 0.01%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: D2R8H4FQ7<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $513659.41    | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | State of Rhineland-Palatinate                                                   | CUSIP: ZP5393019<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $309841.23    | 0.01%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EJ6794667<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1290000 | PA      | $1565886.69   | 0.04%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: AZ4602308<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      4000000 | PA      | $997836.23    | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | State of Lower Saxony                                                           | CUSIP: ZP8701168<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              |  | DE        |       300000 | PA      | $337997.06    | 0.01%             | 2027-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: ED7737726<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       330000 | PA      | $401378.33    | 0.01%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International Inc                                                 | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       840000 | PA      | $677215.73    | 0.02%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB Holdings BV                                                                 | CUSIP: AM8379308<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $335749.75    | 0.01%             | 2028-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YS9198732<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10100000000 | PA      | $5224421.69   | 0.15%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | Richemont International Holding SA                                              | CUSIP: BJ5706509<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $100152.17    | 0.00%             | 2032-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | South Australian Government Financing Authority                                 | CUSIP: YX8602246<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |       600000 | PA      | $400069.86    | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | Autonomous Community of Madrid Spain                                            | CUSIP: YR2457830<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $560502.09    | 0.02%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | Province of Nova Scotia Canada                                                  | CUSIP: 669827GD3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $137744.98    | 0.00%             | 2028-06-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1045000 | PA      | $764383.93    | 0.02%             | 2029-06-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: ZO8393464<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      2837000 | PA      | $71587.43     | 0.00%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                                      | Syensqo SA                                                                      | CUSIP: YO6163936<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $112493.96    | 0.00%             | 2031-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: YN2872557<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       300000 | PA      | $337164.75    | 0.01%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                          | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       600000 | PA      | $549159.88    | 0.02%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | National Australia Bank Ltd                                                     | CUSIP: ZD7617297<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       700000 | PA      | $472597.20    | 0.01%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: ZD3397811<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       570000 | PA      | $657562.62    | 0.02%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA Bond Co Ltd                                                                  | CUSIP: BX4547523<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $137056.94    | 0.00%             | 2029-07-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EI5130493<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    450000000 | PA      | $2871440.69   | 0.08%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BR2433760<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       750000 | PA      | $747977.01    | 0.02%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: ZN8040505<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      1500000 | PA      | $222889.72    | 0.01%             | 2028-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZB6713786<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1550000 | PA      | $2026614.21   | 0.06%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                   | Sovereign Housing Capital PLC                                                   | CUSIP: ZF3972881<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $344936.17    | 0.01%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZM8883088<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1320000 | PA      | $1171631.94   | 0.03%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                           | Japan Government Thirty Year Bond                                               | CUSIP: BQ4051208<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $1631686.47   | 0.05%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 22958 BUYUSD SELLNZD                                        | CUSIP: NZD260507<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $60485.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: AT3408966<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1800000000 | PA      | $1880589.26   | 0.05%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: EJ1291206<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     33000000 | PA      | $1517892.08   | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                | Iccrea Banca SpA                                                                | CUSIP: YO0375353<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $225344.50    | 0.01%             | 2030-11-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB                                                | CUSIP: ZM9596978<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $628243.26    | 0.02%             | 2029-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VHD9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       300000 | PA      | $334262.43    | 0.01%             | 2056-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | Norddeutsche Landesbank-Girozentrale                                            | CUSIP: YS4927283<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $800322.42    | 0.02%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | Banco BPM SpA                                                                   | CUSIP: YR9250725<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       675000 | PA      | $766423.42    | 0.02%             | 2029-09-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: BX6257485<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $4519052.11   | 0.13%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | Cellnex Finance Co SA                                                           | CUSIP: BN9906411<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $602308.86    | 0.02%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                             | Canadian Government Bond                                                        | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5000000 | PA      | $3308552.18   | 0.09%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     11500000 | PA      | $8484232.02   | 0.24%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                                  | Next Group PLC                                                                  | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $255695.04    | 0.01%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22901 BUYIDR SELLUSD                                        | CUSIP: USD260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $50749.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                                                         | Croatia Government International Bond                                           | CUSIP: AZ1285602<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      1300000 | PA      | $1413311.08   | 0.04%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: ZK8294025<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $248404.57    | 0.01%             | 2033-06-02      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                      | Hyundai Capital Canada Inc                                                      | CUSIP: 44932WAL4<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $354598.55    | 0.01%             | 2030-01-14      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: YN2069055<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       650000 | PA      | $727173.03    | 0.02%             | 2035-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| John Deere Bank SA                                                              | John Deere Bank SA                                                              | CUSIP: ZH4398983<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $265967.65    | 0.01%             | 2028-10-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | Landesbank Hessen-Thueringen Girozentrale                                       | CUSIP: YR8789756<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1451405.43   | 0.04%             | 2032-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                | Cepsa Finance SA                                                                | CUSIP: ZP9355014<br>LEI: 959800QEUH8V5SPPCB45 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $219974.33    | 0.01%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                                                                         | CUSIP: YN3363663<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $671137.22    | 0.02%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | Lansforsakringar Hypotek AB                                                     | CUSIP: BN8238220<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      2800000 | PA      | $277390.57    | 0.01%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: BN7645573<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1010000 | PA      | $1010716.86   | 0.03%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                  | Places For People Treasury PLC                                                  | CUSIP: ZG3810709<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $510606.78    | 0.01%             | 2041-12-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: QZ0634951<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $88907.52     | 0.00%             | 2036-08-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | Vonovia SE                                                                      | CUSIP: BP9477186<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $957686.74    | 0.03%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: YS4476588<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       700000 | PA      | $800754.21    | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | Province of Manitoba Canada                                                     | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       350000 | PA      | $236015.19    | 0.01%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                                              | Denmark Government Bond                                                         | CUSIP: BN3983473<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     26335000 | PA      | $3516175.26   | 0.10%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                               | Ferrovie dello Stato Italiane SpA                                               | CUSIP: ZK6813263<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $353686.96    | 0.01%             | 2029-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                        | Banco Santander Totta SA                                                        | CUSIP: ZF8933573<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $231384.53    | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EK1340612<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5396039.98   | 0.15%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YM6878347<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5200000000 | PA      | $3346095.45   | 0.09%             | 2027-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: ZK0985182<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $192878.25    | 0.01%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | Heimstaden Bostad Treasury BV                                                   | CUSIP: BR2429891<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $205146.94    | 0.01%             | 2029-09-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $356690.91    | 0.01%             | 2027-06-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | State of the Grand-Duchy of Luxembourg                                          | CUSIP: YK0143486<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       700000 | PA      | $786230.08    | 0.02%             | 2035-09-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                    | CCF SFH SACA                                                                    | CUSIP: BY7477031<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $330163.04    | 0.01%             | 2032-09-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: DC0409458<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $385019.62    | 0.01%             | 2030-11-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: BW7905977<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1314685.79   | 0.04%             | 2033-09-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     21500000 | PA      | $879502.50    | 0.02%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Moat Homes Finance PLC                                                          | Moat Homes Finance PLC                                                          | CUSIP: EI8168425<br>LEI: 213800OEBSZ4X3VVE789 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $350997.63    | 0.01%             | 2041-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                             | Canadian Government Bond                                                        | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2111834.04   | 0.06%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZF9536003<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6093091.96   | 0.17%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BS1324091<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       200000 | PA      | $199188.39    | 0.01%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  54000000000 | PA      | $3222301.33   | 0.09%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: ZK3909205<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1300000 | PA      | $800610.24    | 0.02%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | Abertis Infraestructuras SA                                                     | CUSIP: ZR6556982<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1103578.42   | 0.03%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: BV1224013<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3000000 | PA      | $658945.60    | 0.02%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BR7415259<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $285595.29    | 0.01%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UniCredit Bank GmbH                                                             | CUSIP: YO5229571<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       850000 | PA      | $961105.68    | 0.03%             | 2030-11-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | Credit Agricole Italia SpA                                                      | CUSIP: YS4538536<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $566828.19    | 0.02%             | 2034-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                | Deutsche Bahn AG                                                                | CUSIP: AN8053851<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      1840000 | PA      | $1894811.82   | 0.05%             | 2032-12-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK Hutchison Group Telecom Finance SA                                           | CUSIP: ZQ0128970<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $250949.94    | 0.01%             | 2027-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV                                                  | CUSIP: ZQ4666843<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $911402.20    | 0.03%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: BN8909473<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       140000 | PA      | $84351.65     | 0.00%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: YN9906580<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2122572.13   | 0.06%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | Development Bank of Japan Inc                                                   | CUSIP: YL6745548<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |       500000 | PA      | $565060.44    | 0.02%             | 2029-09-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | Cie de Saint-Gobain SA                                                          | CUSIP: EJ3812603<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       550000 | PA      | $714009.97    | 0.02%             | 2029-10-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: EK3339349<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       450000 | PA      | $457702.55    | 0.01%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TransCanada PipeLines Ltd                                                       | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143615.06    | 0.00%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv Inc                                                                      | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       300000 | PA      | $344079.66    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                            | Norway Government Bond                                                          | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      5000000 | PA      | $436908.10    | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | Aareal Bank AG                                                                  | CUSIP: YR0386361<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1023984.73   | 0.03%             | 2031-08-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Instituto de Credito Oficial                                                    | Instituto de Credito Oficial                                                    | CUSIP: ZH5536086<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $591962.40    | 0.02%             | 2029-05-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                     | CUSIP: BR9645838<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       100000 | PA      | $124707.66    | 0.00%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: YO0367764<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $560560.76    | 0.02%             | 2032-03-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB Boligkreditt AS                                                             | CUSIP: YN0889942<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       300000 | PA      | $336912.96    | 0.01%             | 2030-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: ZD4540047<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       560000 | PA      | $641814.99    | 0.02%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: AZ1293424<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1990000 | PA      | $2120646.63   | 0.06%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: AS1769569<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2000000 | PA      | $2143274.57   | 0.06%             | 2034-04-18      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Prosegur Cash SA                                                                | Prosegur Cash SA                                                                | CUSIP: YK5590772<br>LEI: 9598005HY5DEFPU2SM35 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $225682.50    | 0.01%             | 2030-10-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CD8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       400000 | PA      | $282386.30    | 0.01%             | 2043-09-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $119544.34    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                       | CUSIP: YX3885044<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $115008.95    | 0.00%             | 2030-06-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: BK0602569<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000000 | PA      | $768946.69    | 0.02%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: EC3301636<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2165000 | PA      | $2871440.07   | 0.08%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: BT5726414<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    370000000 | PA      | $960427.78    | 0.03%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: BW6065435<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       600000 | PA      | $632881.25    | 0.02%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Elis SA                                                                         | Elis SA                                                                         | CUSIP: YL6371642<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $336135.30    | 0.01%             | 2031-09-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                             | CUSIP: ZD4621276<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $342887.44    | 0.01%             | 2033-12-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | Fortis Inc/Canada                                                               | CUSIP: 349553AU1<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $710243.27    | 0.02%             | 2055-12-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | Stellantis NV                                                                   | CUSIP: ZK9551555<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $674971.75    | 0.02%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | Autoroutes du Sud de la France SA                                               | CUSIP: AX2611249<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $520248.97    | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                        | New South Wales Treasury Corp                                                   | CUSIP: BG3016121<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $1110467.31   | 0.03%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: ZO6399778<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6150000000 | PA      | $3616256.21   | 0.10%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Immobiliare Grande Distribuzione SIIQ SpA                                       | Immobiliare Grande Distribuzione SIIQ SpA                                       | CUSIP: YJ6196804<br>LEI: 815600CF8C0389D0E272 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $341435.88    | 0.01%             | 2030-11-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HOOPP Realty Finance Trust                                                      | HOOPP Realty Finance Trust                                                      | CUSIP: 438909AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       500000 | PA      | $355207.62    | 0.01%             | 2032-11-27      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | Ontario Power Generation Inc                                                    | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |        37000 | PA      | $26039.32     | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                        | CUSIP: YX6703558<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $353454.51    | 0.01%             | 2031-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: EC4195235<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $264931.16    | 0.01%             | 2027-01-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | Loblaw Cos Ltd                                                                  | CUSIP: 539481AU5<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       860000 | PA      | $615067.46    | 0.02%             | 2035-06-16      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | European Financial Stability Facility                                           | CUSIP: YJ9577273<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      3000000 | PA      | $3384168.68   | 0.09%             | 2030-11-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: ZF2350188<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $1038970.11   | 0.03%             | 2032-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | Nestle Finance International Ltd                                                | CUSIP: BJ3268171<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $1935795.09   | 0.05%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | Canadian Natural Resources Ltd                                                  | CUSIP: 13638ZET8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $426992.94    | 0.01%             | 2031-02-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                     | Ageas SA/NV                                                                     | CUSIP: YN6467347<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $522971.53    | 0.01%             | 2028-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: YW3193078<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4600000 | PA      | $5270776.36   | 0.15%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: EK3442887<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      3500000 | PA      | $2801302.17   | 0.08%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      6250000 | PA      | $1594455.11   | 0.04%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | Hydro-Quebec                                                                    | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      1200000 | PA      | $747963.17    | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       100000 | PA      | $111137.42    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | Kommunekredit                                                                   | CUSIP: BW8977538<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       300000 | PA      | $332143.16    | 0.01%             | 2029-05-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                       | Suez SACA                                                                       | CUSIP: ZH9737920<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $827753.76    | 0.02%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: BU3958651<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $214845.05    | 0.01%             | 2031-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | Deutsche Boerse AG                                                              | CUSIP: ZH0443791<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $819259.40    | 0.02%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: ZQ6789759<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3000000 | PA      | $729624.32    | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | State of the Grand-Duchy of Luxembourg                                          | CUSIP: BI0195833<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      1000000 | PA      | $1025067.69   | 0.03%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: YX3235695<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000000 | PA      | $675866.52    | 0.02%             | 2040-10-01      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | Credit Agricole Home Loan SFH SA                                                | CUSIP: ZB1430303<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226436.63    | 0.01%             | 2032-12-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RMPA SERVICES PLC                                                               | RMPA Services PLC                                                               | CUSIP: ED3182489<br>LEI: 894500HR4WSN0TNS0D12 | Long             | DBT              | CORP              | GB        |       234672 | PA      | $307342.97    | 0.01%             | 2038-09-30      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: JV3198662<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      4000000 | PA      | $2657297.25   | 0.07%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | Norway Government Bond                                                          | CUSIP: ZF8262429<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      9000000 | PA      | $879896.11    | 0.02%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2280000 | PA      | $2572737.92   | 0.07%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $259369.42    | 0.01%             | 2034-04-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Avenue Living 2014 LP                                                           | Avenue Living 2014 LP                                                           | CUSIP: 05358VAC2<br>LEI: 549300W4UISI0PGDF380 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $213163.27    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: BM0493585<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      3900000 | PA      | $2075498.57   | 0.06%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: AQ1829268<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      2740000 | PA      | $3212767.60   | 0.09%             | 2028-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $362677.80    | 0.01%             | 2035-10-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: ZK9688464<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       800000 | PA      | $1110987.00   | 0.03%             | 2043-06-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | Sun Life Financial Inc                                                          | CUSIP: 86683ZAA3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $352215.97    | 0.01%             | 2040-12-03      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works Inc                                                         | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       200000 | PA      | $230635.23    | 0.01%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22952 BUYUSD SELLEUR                                        | CUSIP: EUR260507<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10964297.55 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                   | Timken Co/The                                                                   | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |       460000 | PA      | $516708.33    | 0.01%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landshypotek Bank AB                                                            | Landshypotek Bank AB                                                            | CUSIP: ZD4620138<br>LEI: 5493004WUGGU2BQI7F14 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $211142.89    | 0.01%             | 2028-08-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                                                                         | CUSIP: BP7786588<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $104634.93    | 0.00%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Morhomes PLC                                                                    | Morhomes PLC                                                                    | CUSIP: AX1870895<br>LEI: 213800YN2RFMRU87SB68 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $405219.20    | 0.01%             | 2038-02-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Derwent London PLC                                                              | Derwent London PLC                                                              | CUSIP: BS3566012<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $433901.18    | 0.01%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368MRF3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $714506.83    | 0.02%             | 2031-06-03      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW Finance NV                                                                  | CUSIP: YO4690997<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $341235.96    | 0.01%             | 2028-05-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: ZS8444920<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      6720000 | PA      | $3926224.91   | 0.11%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: YV4281114<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       200000 | PA      | $230425.42    | 0.01%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                        | CUSIP: ZL4428971<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       300000 | PA      | $351427.54    | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                             | CUSIP: YL4369317<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       700000 | PA      | $782735.34    | 0.02%             | 2035-11-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                     | CUSIP: YV6773308<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       200000 | PA      | $229417.86    | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                         | Ireland Government Bond                                                         | CUSIP: AM0125113<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1265000 | PA      | $1239233.59   | 0.03%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: AX6879636<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $576220.72    | 0.02%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: BJ3065825<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1450000 | PA      | $327555.25    | 0.01%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TC Dudgeon Ofto PLC                                                             | TC Dudgeon Ofto PLC                                                             | CUSIP: AV3634798<br>LEI: 213800XMRT4PFW52JR39 | Long             | DBT              | CORP              | GB        |       256396 | PA      | $287657.88    | 0.01%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                      | BAT Netherlands Finance BV                                                      | CUSIP: BH5288908<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $402156.46    | 0.01%             | 2028-04-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: ZN5942406<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $686862.65    | 0.02%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YJ6499398<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3600000 | PA      | $4004337.37   | 0.11%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Folio Residential Finance NO 1 PLC                                              | Folio Residential Finance NO 1 PLC                                              | CUSIP: ZO5684139<br>LEI: 213800OGW5MDHI22E245 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $247335.29    | 0.01%             | 2027-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 International Inc                                                           | CUSIP: 35085ZCF1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $141582.89    | 0.00%             | 2035-10-03      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: YO2959352<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $227731.41    | 0.01%             | 2031-08-14      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: ZD6999712<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $403271.25    | 0.01%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: ZQ0128475<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $230805.37    | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: YR3238908<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       700000 | PA      | $771345.12    | 0.02%             | 2034-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | Kommuninvest I Sverige AB                                                       | CUSIP: YK0144344<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      6600000 | PA      | $675296.40    | 0.02%             | 2031-05-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: ZM2051344<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2175000 | PA      | $2475916.35   | 0.07%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                        | GAIF Bond Issuer Pty Ltd                                                        | CUSIP: YJ9389984<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |       560000 | PA      | $367008.71    | 0.01%             | 2031-11-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: YK6552805<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1360000 | PA      | $1498919.07   | 0.04%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: BP3061523<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1660000 | PA      | $298115.10    | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                 | BMS Ireland Capital Funding DAC                                                 | CUSIP: 05594KAD8<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $334744.56    | 0.01%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property PLC                                                       | LondonMetric Property PLC                                                       | CUSIP: DA9915772<br>LEI: 213800OCERWWPQDURL87 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $128329.12    | 0.00%             | 2029-12-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: AZ4598605<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1340000000 | PA      | $8046317.18   | 0.22%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: ZN6801791<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $637111.23    | 0.02%             | 2052-12-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | Province of New Brunswick Canada                                                | CUSIP: 642866HD2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       131000 | PA      | $97227.52     | 0.00%             | 2029-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                                          | Warehouses De Pauw CVA                                                          | CUSIP: YK7923252<br>LEI: 549300HWDYC5JXC85138 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $222064.75    | 0.01%             | 2031-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YV1568216<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1150000 | PA      | $1388372.57   | 0.04%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: YU3102230<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10000000 | PA      | $287393.35    | 0.01%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YP9354497<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10000000000 | PA      | $6356670.91   | 0.18%             | 2028-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty Ltd                                    | Australia Pacific Airports Melbourne Pty Ltd                                    | CUSIP: ZD3727744<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $343769.35    | 0.01%             | 2034-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagship Finance PLC                                                            | Flagship Finance PLC                                                            | CUSIP: BQ3957975<br>LEI: 213800H48GBZ7A3H5423 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $98575.63     | 0.00%             | 2061-07-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                         | Metropolitan Life Global Funding I                                              | CUSIP: ZM1986599<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $131783.24    | 0.00%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | Iberdrola Finanzas SA                                                           | CUSIP: ZN4076842<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       900000 | PA      | $1021521.50   | 0.03%             | 2032-11-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: YX0681776<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1013273.63   | 0.03%             | 2034-05-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: AT4969925<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      1550000 | PA      | $793816.73    | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: YQ9262979<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       600000 | PA      | $676793.51    | 0.02%             | 2037-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: ZM4804294<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3840000 | PA      | $4638550.99   | 0.13%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Terega SA                                                                       | Terega SA                                                                       | CUSIP: YV6739838<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $676782.64    | 0.02%             | 2034-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | State of Saxony-Anhalt                                                          | CUSIP: YR2882623<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $565412.48    | 0.02%             | 2030-02-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                            | Singapore Government Bond                                                       | CUSIP: BQ1798256<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2700000 | PA      | $2049877.92   | 0.06%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EJ7248408<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3072914.70   | 0.09%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: BP1588352<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000000 | PA      | $379169.97    | 0.01%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: AX1841680<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      4000000 | PA      | $1004579.65   | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | Kommuninvest I Sverige AB                                                       | CUSIP: BZ2053651<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      4000000 | PA      | $420798.73    | 0.01%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                          | Imperial Brands Finance Netherlands BV                                          | CUSIP: BO5830225<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $785406.36    | 0.02%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC ASSEO                                                                    | CUSIP: ZK3746573<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $338346.17    | 0.01%             | 2033-04-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                        | CUSIP: YO7147433<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |       400000 | PA      | $452867.74    | 0.01%             | 2030-05-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: BU4903631<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       800000 | PA      | $795483.35    | 0.02%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                        | CUSIP: YO1191486<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $562704.54    | 0.02%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | Santander UK PLC                                                                | CUSIP: ZP3534200<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $112925.83    | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: ZP8703115<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1300000 | PA      | $1086164.30   | 0.03%             | 2036-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | City of Montreal Canada                                                         | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $519806.53    | 0.01%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| High Speed Rail Finance 1 PLC                                                   | High Speed Rail Finance 1 PLC                                                   | CUSIP: EJ5315316<br>LEI: 21380087GQQTIHCRLU65 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $477734.54    | 0.01%             | 2038-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: ZD0393276<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1695115.97   | 0.05%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: YS4539658<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      1200000 | PA      | $1349011.94   | 0.04%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: ZK6562225<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1300000 | PA      | $1381058.65   | 0.04%             | 2043-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: YM8024957<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  28000000000 | PA      | $1603502.31   | 0.04%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: BJ9830693<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      6000000 | PA      | $845298.36    | 0.02%             | 2031-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22874 BUYUSD SELLDKK                                        | CUSIP: DKK260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-82934.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 22877 BUYAUD SELLUSD                                        | CUSIP: USD260407<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-168247.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 19742 BUYUSD SELLRON                                        | CUSIP: RON260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $329755.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 20077 BUYUSD SELLJPY                                        | CUSIP: JPY260407<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $52541.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22919 BUYUSD SELLIDR                                        | CUSIP: IDR260507<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-73072.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23188 BUYUSD SELLKRW                                        | CUSIP: KRW260507<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $759862.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23173 BUYMYR SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-166852.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 19775 BUYUSD SELLPEN                                        | CUSIP: PEN260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1097889.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 19712 BUYUSD SELLEUR                                        | CUSIP: EUR260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $42800756.98  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 22931 BUYUSD SELLHUF                                        | CUSIP: HUF260507<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-108783.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23161 BUYTHB SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6219.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 19709 BUYUSD SELLMYR                                        | CUSIP: MYR260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1737298.70   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19831 BUYUSD SELLGBP                                        | CUSIP: GBP260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8214521.73   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23197 BUYILS SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $115220.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 19781 BUYUSD SELLCLP                                        | CUSIP: CLP260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $902482.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23170 BUYKRW SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-768381.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23185 BUYUSD SELLCLP                                        | CUSIP: CLP260507<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6617.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 20461 BUYUSD SELLJPY                                        | CUSIP: JPY260407<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |            1 | NC      | $110387.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19910 BUYUSD SELLCAD                                        | CUSIP: CAD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4389667.92   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 21050 BUYCHF SELLUSD                                        | CUSIP: USD260407<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12858.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 22883 BUYCHF SELLUSD                                        | CUSIP: USD260407<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-286242.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22865 BUYTHB SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-70764.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19840 BUYUSD SELLNOK                                        | CUSIP: NOK260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $105842.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23167 BUYUSD SELLTHB                                        | CUSIP: THB260507<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10120.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19828 BUYUSD SELLTHB                                        | CUSIP: THB260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $383563.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 20199 BUYUSD SELLILS                                        | CUSIP: ILS260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $44.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22916 BUYUSD SELLJPY                                        | CUSIP: JPY260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1800954.31  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 23155 BUYUSD SELLCNY                                        | CUSIP: CNY260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-34928.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 23158 BUYCNY SELLUSD                                        | CUSIP: USD260408<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $29643.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 20464 BUYUSD SELLCAD                                        | CUSIP: CAD260407<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $47673.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22925 BUYNOK SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6636.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19864 BUYUSD SELLCZK                                        | CUSIP: CZK260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $545335.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 22907 BUYNZD SELLUSD                                        | CUSIP: USD260407<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-61386.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 22892 BUYCZK SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $39502.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22955 BUYUSD SELLMXN                                        | CUSIP: MXN260507<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-189556.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 20470 BUYUSD SELLGBP                                        | CUSIP: GBP260407<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $46930.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22946 BUYUSD SELLSEK                                        | CUSIP: SEK260507<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $72459.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22886 BUYPLN SELLUSD                                        | CUSIP: USD260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $24056.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       540000 | PA      | $624752.49    | 0.02%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: BQ3161289<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      3900000 | PA      | $4123348.72   | 0.12%             | 2029-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: YS1535402<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $114090.55    | 0.00%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: EG5064811<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       675000 | PA      | $805320.06    | 0.02%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | Kommunalbanken AS                                                               | CUSIP: BK1407521<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       250000 | PA      | $125661.11    | 0.00%             | 2030-07-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: ZM9735071<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $233288.40    | 0.01%             | 2028-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: ZD5099407<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |       450000 | PA      | $284891.82    | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                   | Haleon Netherlands Capital BV                                                   | CUSIP: BV4437604<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $507460.47    | 0.01%             | 2034-03-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: EJ8015756<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1500000 | PA      | $1256249.27   | 0.04%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: YL6803503<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     10850000 | PA      | $3444361.59   | 0.10%             | 2035-10-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                                                          | Network Rail Infrastructure Finance PLC                                         | CUSIP: ED7009464<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $771014.87    | 0.02%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: YU2144266<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       500000 | PA      | $564431.12    | 0.02%             | 2029-12-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: EH9461961<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   7000000000 | PA      | $473637.59    | 0.01%             | 2030-08-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| University of Liverpool                                                         | University of Liverpool                                                         | CUSIP: EK9685455<br>LEI: 213800FEIAW5YCVLG823 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $411402.30    | 0.01%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                             | CUSIP: YR7975653<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       650000 | PA      | $706303.92    | 0.02%             | 2037-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                | ANZ New Zealand Int'l Ltd/London                                                | CUSIP: BR4645387<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |       500000 | PA      | $552962.03    | 0.02%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | Air Liquide Finance SA                                                          | CUSIP: YQ3895402<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $338998.78    | 0.01%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | Province of Nova Scotia Canada                                                  | CUSIP: 669827GK7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $214362.80    | 0.01%             | 2074-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: BT5353300<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $105137.85    | 0.00%             | 2029-07-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                    | Hydro-Quebec                                                                    | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $433424.81    | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                         | Severn Trent Utilities Finance PLC                                              | CUSIP: EC1355816<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136164.13    | 0.00%             | 2029-06-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | CUSIP: YV5416552<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1256003.01   | 0.04%             | 2040-03-01      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Sweden Government International Bond                                            | Sweden Government International Bond                                            | CUSIP: YN4669514<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |       800000 | PA      | $905960.59    | 0.03%             | 2028-06-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: BV7504327<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2800000 | PA      | $2973487.73   | 0.08%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: YU6515354<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $354213.91    | 0.01%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | Unibail-Rodamco-Westfield SE                                                    | CUSIP: AX3301410<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1433346.32   | 0.04%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: ZO9711771<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       200000 | PA      | $137467.91    | 0.00%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BV6882823<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2235000 | PA      | $1908209.47   | 0.05%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: ZM7431426<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       200000 | PA      | $236016.91    | 0.01%             | 2038-02-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1300000 | PA      | $889576.15    | 0.02%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Silfin NV                                                                       | Silfin NV                                                                       | CUSIP: YW2613613<br>LEI: 213800WDGKCVWZAN1N02 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $476037.58    | 0.01%             | 2030-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: YV4539180<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $228236.67    | 0.01%             | 2032-09-05      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: ZI7511796<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       540000 | PA      | $624748.12    | 0.02%             | 2033-09-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                            | Singapore Government Bond                                                       | CUSIP: JK1713482<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1508000 | PA      | $1236170.77   | 0.03%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: QJ1581959<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      7630000 | PA      | $5272763.16   | 0.15%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | International Development Association                                           | CUSIP: BR4193024<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |       137000 | PA      | $165082.18    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZL1135330<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3701074.86   | 0.10%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Sparebanken Norge                                                               | Sparebanken Norge                                                               | CUSIP: YJ1360041<br>LEI: 213800M7T3CYVZ3ZRT12 | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $199930.31    | 0.01%             | 2030-10-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| White City Property Finance PLC                                                 | White City Property Finance PLC                                                 | CUSIP: ED8574979<br>LEI: 5493009BGIJJLWNPOJ21 | Long             | DBT              | CORP              | GB        |       262888 | PA      | $345047.39    | 0.01%             | 2035-04-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: YU0717733<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $224325.60    | 0.01%             | 2031-10-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                                 | CUSIP: DA3596610<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       560000 | PA      | $619066.62    | 0.02%             | 2035-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: YJ1012485<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     11800000 | PA      | $3062280.65   | 0.09%             | 2031-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAA Finance PLC                                                                 | DAA Finance PLC                                                                 | CUSIP: LW1930996<br>LEI: 635400KLDJPEGQCL6H42 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $332285.17    | 0.01%             | 2028-06-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: LW4217821<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     48000000 | PA      | $1374841.72   | 0.04%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW Bank                                                                        | CUSIP: ZF6651193<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       350000 | PA      | $399993.77    | 0.01%             | 2029-02-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: ZH9728515<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       300000 | PA      | $368711.08    | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: YK8376260<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    740000000 | PA      | $4257755.99   | 0.12%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: GG7379504<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      4000000 | PA      | $4851465.38   | 0.14%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                                             | Flughafen Zurich AG                                                             | CUSIP: AN5011597<br>LEI: 529900PFO97GCN5SYB55 | Long             | DBT              | CORP              | CH        |       250000 | PA      | $311104.16    | 0.01%             | 2029-05-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: ZF2095262<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       325000 | PA      | $429279.22    | 0.01%             | 2030-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: YW4156702<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       500000 | PA      | $579078.56    | 0.02%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 19703 BUYUSD SELLSGD                                        | CUSIP: SGD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $732164.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: BN8682278<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       400000 | PA      | $181768.87    | 0.01%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | State of Saxony-Anhalt                                                          | CUSIP: BT9851135<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $394072.54    | 0.01%             | 2032-02-09      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $1139083.52   | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                           | Japan Government Thirty Year Bond                                               | CUSIP: ZO8080129<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    110000000 | PA      | $357989.19    | 0.01%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                             | Lseg Netherlands BV                                                             | CUSIP: YJ9442742<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $333447.66    | 0.01%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: YS4899128<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       500000 | PA      | $540417.87    | 0.02%             | 2037-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                 | CUSIP: BW8216770<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105937.56    | 0.00%             | 2038-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BJ9482800<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $820957.30    | 0.02%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: ZD3794249<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       750000 | PA      | $824903.69    | 0.02%             | 2039-03-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | Kommunalbanken AS                                                               | CUSIP: ZH4391087<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       500000 | PA      | $335230.50    | 0.01%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: QJ2023472<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       650000 | PA      | $648087.41    | 0.02%             | 2035-10-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: YN9333124<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |       300000 | PA      | $341067.97    | 0.01%             | 2028-07-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Banco BPI SA                                                                    | Banco BPI SA                                                                    | CUSIP: YK5584031<br>LEI: 3DM5DPGI3W6OU6GJ4N92 | Long             | DBT              | CORP              | PT        |       400000 | PA      | $449724.62    | 0.01%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YX0762808<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $578983.75    | 0.02%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: YQ1054523<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      2200000 | PA      | $1436455.79   | 0.04%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | Bouygues SA                                                                     | CUSIP: BZ9175283<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $375465.57    | 0.01%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: YQ0118741<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       800000 | PA      | $898361.17    | 0.03%             | 2034-03-10      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LHV Group AS                                                                    | LHV Group AS                                                                    | CUSIP: YX0986290<br>LEI: 529900JG015JC10LED24 | Long             | DBT              | CORP              | EE        |       100000 | PA      | $116610.38    | 0.00%             | 2028-05-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | Government of Newfoundland and Labrador                                         | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $572104.19    | 0.02%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: YP4140503<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1239346.47   | 0.03%             | 2035-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: BH8848872<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |        70000 | PA      | $76219.01     | 0.00%             | 2028-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SpareBank 1 Boligkreditt AS                                                     | CUSIP: YL4373277<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       560000 | PA      | $629380.92    | 0.02%             | 2032-08-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Montreal Gateway Terminals Partnership                                          | Montreal Gateway Terminals Partnership                                          | CUSIP: 61487HAA4<br>LEI: 549300BIWGZWCPD9EO07 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $364151.55    | 0.01%             | 2032-12-31      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                        | Scottish Hydro Electric Transmission PLC                                        | CUSIP: YV4284662<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |       950000 | PA      | $1069514.51   | 0.03%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: EI8133205<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2500000000 | PA      | $148578.16    | 0.00%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SH                                | Gemeinsame Deutsche Bundeslaender HB HH MV RP SH                                | CUSIP: YL8311331<br>LEI: 529900WYWA4CEU70N964 | Long             | DBT              | NUSS              | DE        |      1200000 | PA      | $1347036.97   | 0.04%             | 2035-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: BJ3265813<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       500000 | PA      | $504761.47    | 0.01%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                       | Southern Gas Networks PLC                                                       | CUSIP: BM7558141<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $105810.86    | 0.00%             | 2031-12-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | Repsol International Finance BV                                                 | CUSIP: BJ8151497<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $926123.92    | 0.03%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: ZO2402220<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1300000 | PA      | $736610.57    | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZK2178539<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7020000 | PA      | $8049664.71   | 0.22%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: BT3306185<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3409768.06   | 0.10%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: BV4560157<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1010000 | PA      | $1032622.88   | 0.03%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: ZB2839783<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5040000 | PA      | $5770913.24   | 0.16%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | Korea Housing Finance Corp                                                      | CUSIP: YL5226474<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |       800000 | PA      | $906030.35    | 0.03%             | 2030-09-02      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: YN0894199<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       150000 | PA      | $169590.07    | 0.00%             | 2031-06-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: EG4790283<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      1600000 | PA      | $396917.71    | 0.01%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                   | Brisbane Airport Corp Pty Ltd                                                   | CUSIP: YJ6674610<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |       360000 | PA      | $403250.09    | 0.01%             | 2035-11-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       400000 | PA      | $436398.44    | 0.01%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | Danone SA                                                                       | CUSIP: QZ9814067<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $328415.83    | 0.01%             | 2028-11-03      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: DA5071653<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $225609.37    | 0.01%             | 2033-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                        | CUSIP: ZM5481001<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $563210.37    | 0.02%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                       | Crelan SA                                                                       | CUSIP: YL9733624<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $444820.83    | 0.01%             | 2036-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | Caisse de Refinancement de l'Habitat SA                                         | CUSIP: ZL0037487<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $567744.58    | 0.02%             | 2033-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: BN9673383<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $495480.39    | 0.01%             | 2036-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: EI1823166<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2900000 | PA      | $3068921.07   | 0.09%             | 2060-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                           | Japan Government Thirty Year Bond                                               | CUSIP: BR9216051<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $1617449.24   | 0.05%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | Orange SA                                                                       | CUSIP: YL7080952<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1111257.06   | 0.03%             | 2037-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE PLC                                                           | Rio Tinto Finance PLC                                                           | CUSIP: EJ4698381<br>LEI: 2138009113L7IDGEM175 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $509213.79    | 0.01%             | 2029-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: YP8414854<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114429.57    | 0.00%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: AN1292431<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8000000 | PA      | $2136807.61   | 0.06%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: ZF8593021<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2686350.57   | 0.08%             | 2039-01-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                 | NIE Finance PLC                                                                 | CUSIP: YO0390709<br>LEI: 2138009A8DWW2RUSXJ76 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $780976.36    | 0.02%             | 2035-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                   | New South Wales Treasury Corp                                                   | CUSIP: BM9713751<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1600000 | PA      | $894050.29    | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                       | Crelan SA                                                                       | CUSIP: ZI8423462<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $122543.25    | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                      | FLUVIUS System Operator CV                                                      | CUSIP: ZB5959828<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $572217.86    | 0.02%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EK2743541<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1450000 | PA      | $1696075.64   | 0.05%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BY8721486<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2200000 | PA      | $2010570.34   | 0.06%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: BS0525680<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       550000 | PA      | $247689.68    | 0.01%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: ZF3953899<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $677064.72    | 0.02%             | 2033-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                        | Unipol Assicurazioni SpA                                                        | CUSIP: YX1256370<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $706900.84    | 0.02%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: ZB6546020<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       300000 | PA      | $391711.78    | 0.01%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASPIRE DEFENCE FINANCE                                                          | Aspire Defence Finance PLC                                                      | CUSIP: EF3482439<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |       222135 | PA      | $270673.20    | 0.01%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: BY2664054<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       500000 | PA      | $437546.02    | 0.01%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                          | JT International Financial Services BV                                          | CUSIP: YQ8191039<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $627609.96    | 0.02%             | 2035-06-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: AM1890814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       634000 | PA      | $721462.59    | 0.02%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Foxconn Singapore Pte Ltd                                                       | Foxconn Singapore Pte Ltd                                                       | CUSIP: YJ4154276<br>LEI: 3003001GX1DM54M7IA09 | Long             | DBT              | CORP              | SG        |       300000 | PA      | $333989.66    | 0.01%             | 2031-11-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                           | IG Group Holdings PLC                                                           | CUSIP: BS3320105<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $247492.39    | 0.01%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | Nationwide Building Society                                                     | CUSIP: AO0828696<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $774361.09    | 0.02%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                              | Caisse des Depots et Consignations                                              | CUSIP: ZM9269568<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $336972.58    | 0.01%             | 2033-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: AN9584326<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     80000000 | PA      | $408754.79    | 0.01%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: ZG1087433<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $237344.59    | 0.01%             | 2029-01-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: ZQ3887697<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      4250000 | PA      | $1202845.59   | 0.03%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                          | New Zealand Government Bond                                                     | CUSIP: BP9145262<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      3000000 | PA      | $1493856.25   | 0.04%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $363569.92    | 0.01%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: AO3063424<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2050000 | PA      | $2099867.04   | 0.06%             | 2032-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | Ontario Teachers' Finance Trust                                                 | CUSIP: BP4913433<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $326042.30    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EG9398371<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3500000 | PA      | $4400426.32   | 0.12%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | Medtronic Inc                                                                   | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       200000 | PA      | $228793.78    | 0.01%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                            | Cyprus Government International Bond                                            | CUSIP: BH6216213<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       100000 | PA      | $113556.03    | 0.00%             | 2027-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       400000 | PA      | $272838.67    | 0.01%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: BQ4352911<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       285000 | PA      | $289736.44    | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | Veolia Environnement SA                                                         | CUSIP: BJ2958509<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $547410.05    | 0.02%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                         | Ile-de-France Mobilites                                                         | CUSIP: YS9986342<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $427679.55    | 0.01%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                    | 3i Group PLC                                                                    | CUSIP: BJ7879270<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $401175.70    | 0.01%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: BV6632293<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000000 | PA      | $636112.34    | 0.02%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: BH5286464<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $723576.43    | 0.02%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DiBa AG                                                                     | CUSIP: ZS6951207<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $111824.30    | 0.00%             | 2027-05-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                                                        | GE Capital UK Funding Unlimited Co                                              | CUSIP: EH1584240<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $679154.96    | 0.02%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                     | CUSIP: ZD4770776<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       300000 | PA      | $342860.92    | 0.01%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saxon Weald Capital PLC                                                         | Saxon Weald Capital PLC                                                         | CUSIP: EJ2102428<br>LEI: 213800UEFOLHAOF85L31 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $371543.62    | 0.01%             | 2042-06-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | Electricite de France SA                                                        | CUSIP: EI8393148<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $466852.95    | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Isdb Trust Services NO 2 SARL                                                   | Isdb Trust Services NO 2 SARL                                                   | CUSIP: YK4144522<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $677961.33    | 0.02%             | 2030-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: YK3439717<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $563547.71    | 0.02%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZN6214383<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3020000 | PA      | $3515810.30   | 0.10%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cambridgeshire Housing Capital Plc                                              | Cambridgeshire Housing Capital Plc                                              | CUSIP: EK4806700<br>LEI: 213800S27OXE6WYJ5A89 | Long             | DBT              | CORP              | GB        |       325000 | PA      | $337193.23    | 0.01%             | 2045-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                 | CUSIP: YO5091252<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1136669.49   | 0.03%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1437168.14   | 0.04%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $240529.47    | 0.01%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EG1209048<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       750000 | PA      | $959334.60    | 0.03%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2853383.97   | 0.08%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: EJ8531489<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      1396000 | PA      | $1595231.67   | 0.04%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: EI8253110<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       325000 | PA      | $323534.26    | 0.01%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: YL7466318<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1127317.50   | 0.03%             | 2033-09-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix Inc                                                                     | CUSIP: ZQ2339088<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       600000 | PA      | $695850.31    | 0.02%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | Dover Corp                                                                      | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |       140000 | PA      | $155055.48    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                  | CUSIP: ZL4399370<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $280334.50    | 0.01%             | 2038-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | National Grid Electricity Transmission PLC                                      | CUSIP: ZR5214062<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $377395.43    | 0.01%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                        | CUSIP: YX6703541<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $568989.57    | 0.02%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                     | CUSIP: YQ2990378<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       660000 | PA      | $766595.45    | 0.02%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | Prologis LP                                                                     | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       300000 | PA      | $364137.08    | 0.01%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | Ayvens SA                                                                       | CUSIP: ZH1289110<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $713421.86    | 0.02%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                            | CUSIP: BT4349580<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       300000 | PA      | $288171.34    | 0.01%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: EJ6322592<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       300000 | PA      | $326459.04    | 0.01%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | National Australia Bank Ltd                                                     | CUSIP: BU5978897<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $134396.30    | 0.00%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: ZD7631280<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $457285.30    | 0.01%             | 2035-03-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: BJ9478998<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       430000 | PA      | $351232.70    | 0.01%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: AW5623599<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5850000 | PA      | $6342125.53   | 0.18%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EI3854854<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     54150000 | PA      | $338943.81    | 0.01%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: AM5647400<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      9000000 | PA      | $5874807.37   | 0.16%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: AO9389500<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       650000 | PA      | $725847.56    | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: AN7511537<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    150000000 | PA      | $464642.66    | 0.01%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: YJ4080802<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1788088.27   | 0.05%             | 2035-09-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Banco di Desio e della Brianza SpA                                              | Banco di Desio e della Brianza SpA                                              | CUSIP: YK8402223<br>LEI: 81560026D234790EB288 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $338320.08    | 0.01%             | 2031-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | Swiss Confederation Government Bond                                             | CUSIP: EK3256402<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       300000 | PA      | $570946.43    | 0.02%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Auckland Council                                                                | Auckland Council                                                                | CUSIP: ZO4871646<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |       600000 | PA      | $199061.30    | 0.01%             | 2050-09-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                     | Barry Callebaut Services NV                                                     | CUSIP: YR4094797<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $344949.52    | 0.01%             | 2028-02-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | Heathrow Funding Ltd                                                            | CUSIP: YK5576649<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $254273.91    | 0.01%             | 2042-10-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: BZ4107240<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000000 | PA      | $667894.98    | 0.02%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: AZ4612356<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1500000 | PA      | $1583394.40   | 0.04%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H22<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       300000 | PA      | $342413.16    | 0.01%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       240000 | PA      | $288890.46    | 0.01%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | Societe Generale SFH SA                                                         | CUSIP: ZL0385340<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $685210.30    | 0.02%             | 2032-02-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: ZM1981384<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       400000 | PA      | $471405.07    | 0.01%             | 2031-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: YO0398140<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       300000 | PA      | $337420.34    | 0.01%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       850000 | PA      | $616911.61    | 0.02%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | Bayerische Landesbank                                                           | CUSIP: ZM2121758<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $566423.53    | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EC8300625<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1306364.79   | 0.04%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | Province of Nova Scotia Canada                                                  | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $427659.35    | 0.01%             | 2035-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: YU6511734<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $224358.95    | 0.01%             | 2031-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $216918.78    | 0.01%             | 2035-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | Norddeutsche Landesbank-Girozentrale                                            | CUSIP: QZ9790697<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113749.71    | 0.00%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                       | First Abu Dhabi Bank PJSC                                                       | CUSIP: DA3622218<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |       500000 | PA      | $555105.10    | 0.02%             | 2031-02-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZD2941387<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1940000 | PA      | $2256012.79   | 0.06%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20143 BUYUSD SELLEUR                                        | CUSIP: EUR260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $309008.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 19715 BUYUSD SELLPLN                                        | CUSIP: PLN260407<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1009120.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20087 BUYUSD SELLAUD                                        | CUSIP: AUD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $45741.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                | CUSIP: ZL1817762<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $404242.01    | 0.01%             | 2030-12-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: ZM5000082<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       300000 | PA      | $363176.61    | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | Scottish Widows Ltd                                                             | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $526977.81    | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |        55000 | PA      | $26019.01     | 0.00%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: ZF8606849<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1640000 | PA      | $1625593.55   | 0.05%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                     | Coastal Gaslink Pipeline LP                                                     | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $623685.29    | 0.02%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                            | Cyprus Government International Bond                                            | CUSIP: BH6216239<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       600000 | PA      | $492559.57    | 0.01%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                               | Wolters Kluwer NV                                                               | CUSIP: ZD6399905<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229260.25    | 0.01%             | 2029-03-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | Commonwealth Bank of Australia                                                  | CUSIP: YL3078521<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1128219.84   | 0.03%             | 2037-08-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | Nederlandse Waterschapsbank NV                                                  | CUSIP: AQ8486831<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $99075.39     | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                                 | CUSIP: YX4977998<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       450000 | PA      | $520997.72    | 0.01%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: ZJ0038456<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $411275.99    | 0.01%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                                            | Credito Emiliano SpA                                                            | CUSIP: ZK7619628<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $599131.82    | 0.02%             | 2029-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | Hydro One Inc                                                                   | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $469125.43    | 0.01%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: BJ9224731<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       335000 | PA      | $374124.00    | 0.01%             | 2027-06-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: YU3829956<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3375852.06   | 0.09%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       500000 | PA      | $442433.44    | 0.01%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | International Development Association                                           | CUSIP: YN0660517<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |       600000 | PA      | $665121.24    | 0.02%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp Pte Ltd                                             | Equinix Asia Financing Corp Pte Ltd                                             | CUSIP: YL3028914<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |       500000 | PA      | $372955.22    | 0.01%             | 2032-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | Klepierre SA                                                                    | CUSIP: ZD0999569<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226797.53    | 0.01%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: LW0627684<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       500000 | PA      | $458581.92    | 0.01%             | 2036-05-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TotalEnergies Capital International SA                                          | CUSIP: YN6824380<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $560679.92    | 0.02%             | 2040-07-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB Group PLC                                                                   | CUSIP: YX0681750<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $584001.95    | 0.02%             | 2035-05-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                          | Colonial SFL Socimi SA                                                          | CUSIP: ZO8372625<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $661178.58    | 0.02%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: YN2866120<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $680678.72    | 0.02%             | 2029-06-18      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: YV4307950<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      3800000 | PA      | $4332586.70   | 0.12%             | 2029-10-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: AX2841838<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7440000 | PA      | $4962648.88   | 0.14%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: YS4169092<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1280000 | PA      | $1427398.56   | 0.04%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YU6597550<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       520000 | PA      | $592735.89    | 0.02%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZL9844081<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      4015000 | PA      | $4499214.83   | 0.13%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1200000 | PA      | $888079.97    | 0.02%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | Air Liquide Finance SA                                                          | CUSIP: YJ7180781<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $219283.34    | 0.01%             | 2037-11-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aldermore Group PLC                                                             | Aldermore Group PLC                                                             | CUSIP: YK3654695<br>LEI: 213800JQLWHE8NQYXX31 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $388321.79    | 0.01%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                           | Roche Kapitalmarkt AG                                                           | CUSIP: YV2555717<br>LEI: 5067003218E18XWZY127 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $629960.80    | 0.02%             | 2034-09-06      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Berkeley Group PLC/The                                                          | Berkeley Group PLC/The                                                          | CUSIP: BQ8103336<br>LEI: 2138001V85JLYR7AUB61 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $333442.50    | 0.01%             | 2031-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: BM4478525<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       160000 | PA      | $160370.35    | 0.00%             | 2030-11-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                     | Swisscom AG                                                                     | CUSIP: ZB8561076<br>LEI: 5493005SL9HHOXS3B739 | Long             | DBT              | CORP              | CH        |       250000 | PA      | $334571.92    | 0.01%             | 2039-11-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: YS4433282<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    840000000 | PA      | $4853350.93   | 0.14%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: ZK1827227<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $467224.47    | 0.01%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1035569.90   | 0.03%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: QZ7524254<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1066000 | PA      | $279956.60    | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: QJ1521823<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       220000 | PA      | $124016.79    | 0.00%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                                                                         | CUSIP: YS5254703<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $227238.36    | 0.01%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC                                                       | CUSIP: YO4253747<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $344191.55    | 0.01%             | 2032-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       750000 | PA      | $364463.83    | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                           | Japan Government Twenty Year Bond                                               | CUSIP: BZ8026164<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $1884518.20   | 0.05%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: YS7947510<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      5840000 | PA      | $6276152.92   | 0.18%             | 2042-05-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | Mercedes-Benz Group AG                                                          | CUSIP: LW0018397<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      1750000 | PA      | $1936685.48   | 0.05%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: AR3931334<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     26400000 | PA      | $1178860.47   | 0.03%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works Inc                                                         | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       300000 | PA      | $341273.76    | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: EJ6963270<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $450922.22    | 0.01%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: YM3910432<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       300000 | PA      | $330693.16    | 0.01%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | Peru Government Bond                                                            | CUSIP: P7794GAT9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | CORP              | PE        |      5500000 | PA      | $1575515.10   | 0.04%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EK8086077<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       460000 | PA      | $481252.54    | 0.01%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Home Group Ltd                                                                  | Home Group Ltd                                                                  | CUSIP: AX8014356<br>LEI: 213800SCCZEJE1KGQ163 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $263212.19    | 0.01%             | 2043-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: ZJ4377272<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |      3000000 | PA      | $438629.85    | 0.01%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mediocredito Centrale - Banca Del Mezzogiorno SpA                               | Mediocredito Centrale - Banca Del Mezzogiorno SpA                               | CUSIP: YR7974136<br>LEI: 81560064085A02B2B297 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $339058.39    | 0.01%             | 2030-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Basler Kantonalbank                                                             | Basler Kantonalbank                                                             | CUSIP: AN8230921<br>LEI: HV5W8PGLJ127N2SFSM23 | Long             | DBT              | CORP              | CH        |       150000 | PA      | $186456.89    | 0.01%             | 2027-06-22      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                                                                       | CUSIP: BP0671134<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       950000 | PA      | $1001750.03   | 0.03%             | 2029-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Crelan Home Loan SCF                                                            | Crelan Home Loan SCF                                                            | CUSIP: AS1512035<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $300516.63    | 0.01%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: ZB1410586<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4900000 | PA      | $2763622.36   | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | Transurban Finance Co Pty Ltd                                                   | CUSIP: YQ9550936<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $348131.28    | 0.01%             | 2035-04-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | Western Australian Treasury Corp                                                | CUSIP: BO1742002<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $176467.57    | 0.00%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 07813ZCU6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $213922.11    | 0.01%             | 2036-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB Boligkreditt AS                                                             | CUSIP: YS7885967<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $568147.70    | 0.02%             | 2030-01-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | Smurfit Kappa Treasury ULC                                                      | CUSIP: DA5688753<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $225368.92    | 0.01%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: ZK5581614<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231017.42    | 0.01%             | 2029-05-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: YR2846727<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $223046.11    | 0.01%             | 2033-05-13      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EC3022802<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1800000 | PA      | $2328862.77   | 0.07%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2750000 | PA      | $1943414.78   | 0.05%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: YS7954664<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      1000000 | PA      | $1081833.62   | 0.03%             | 2040-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: YS5600723<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $339273.96    | 0.01%             | 2033-07-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: AR6412506<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1748000 | PA      | $2159222.93   | 0.06%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                           | Japan Government Ten Year Bond                                                  | CUSIP: BH5279485<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1300000000 | PA      | $7684291.91   | 0.21%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: YS5259165<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229288.16    | 0.01%             | 2035-07-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | Gatwick Funding Ltd                                                             | CUSIP: AR3866290<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |       600000 | PA      | $478640.82    | 0.01%             | 2048-02-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: AR6200653<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    410000000 | PA      | $1538434.22   | 0.04%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: YM0827779<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $226036.73    | 0.01%             | 2029-07-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: GG7295270<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      2310000 | PA      | $2793079.85   | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | Suncor Energy Inc                                                               | CUSIP: 86721ZAZ2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $353874.82    | 0.01%             | 2030-11-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | Ministeries Van de Vlaamse Gemeenschap                                          | CUSIP: YU3765242<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $570319.46    | 0.02%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ceske Drahy AS                                                                  | Ceske Drahy AS                                                                  | CUSIP: BZ1688267<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |       100000 | PA      | $118740.71    | 0.00%             | 2027-10-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | Anglian Water Services Financing PLC                                            | CUSIP: YV5650028<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $602023.55    | 0.02%             | 2044-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | Heathrow Funding Ltd                                                            | CUSIP: 42246QAK4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       550000 | PA      | $398114.01    | 0.01%             | 2037-08-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BR4617469<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $150592.78    | 0.00%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | Credit Agricole Italia SpA                                                      | CUSIP: ZK9083104<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $233680.33    | 0.01%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                             | CUSIP: AM0768367<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $113453.51    | 0.00%             | 2027-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: BP9867766<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3000000 | PA      | $654221.25    | 0.02%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YU3372049<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4400000000 | PA      | $2677972.12   | 0.07%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: BK2273211<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       300000 | PA      | $107346.01    | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | Manulife Financial Corp                                                         | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $480718.00    | 0.01%             | 2035-05-13      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                          | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                          | CUSIP: YO8754153<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $558935.10    | 0.02%             | 2032-10-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                       | Aegon Ltd                                                                       | CUSIP: EC2050911<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |        68000 | PA      | $92588.52     | 0.00%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | Prologis International Funding II SA                                            | CUSIP: BU4887453<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $227384.31    | 0.01%             | 2032-02-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: ZM3341793<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | CORP              | HU        |     12270000 | PA      | $37095.94     | 0.00%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                                                                         | CUSIP: BV0727362<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $524722.01    | 0.01%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Paradigm Homes Charitable Housing Association Ltd                               | Paradigm Homes Charitable Housing Association Ltd                               | CUSIP: BP5054625<br>LEI: 213800I54XR2I9HM3X58 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $258534.19    | 0.01%             | 2051-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 779926WF7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $212425.93    | 0.01%             | 2031-12-09      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: YV1931588<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 120000000000 | PA      | $7001088.59   | 0.20%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | Public Storage Operating Co                                                     | CUSIP: 74464AAE1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       400000 | PA      | $440450.74    | 0.01%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: ZN0438632<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3500000 | PA      | $826470.20    | 0.02%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                             | Affinity Sutton Capital Markets PLC                                             | CUSIP: EH5480601<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $652749.29    | 0.02%             | 2038-09-17      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: EI9595063<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     18000000 | PA      | $603125.41    | 0.02%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBQ5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $70307.76     | 0.00%             | 2028-01-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: ZF0519842<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5500000 | PA      | $1221510.06   | 0.03%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146693.42    | 0.00%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418Y4L9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $353813.91    | 0.01%             | 2032-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $347988.25    | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: AL0832686<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       850000 | PA      | $803583.91    | 0.02%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                             | CUSIP: ZM1809296<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $116081.61    | 0.00%             | 2029-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: ZK8655423<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1750000 | PA      | $548616.01    | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Workspace Group PLC                                                             | Workspace Group PLC                                                             | CUSIP: BO3978299<br>LEI: 2138003GUZRFIN3UT430 | Long             | DBT              | CORP              | GB        |       275000 | PA      | $339757.41    | 0.01%             | 2028-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | Nordea Hypotek AB                                                               | CUSIP: BT4921800<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $206009.97    | 0.01%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: AZ2390179<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      4000000 | PA      | $576913.68    | 0.02%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2000759.56   | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | New Zealand Local Government Funding Agency Bond                                | CUSIP: AN1028702<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |       550000 | PA      | $287339.28    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | Land Thueringen                                                                 | CUSIP: YK0133883<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       560000 | PA      | $623079.86    | 0.02%             | 2035-09-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YW6610268<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3500000000 | PA      | $1854782.41   | 0.05%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                        | Action Logement Services                                                        | CUSIP: YK3429221<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $339076.73    | 0.01%             | 2035-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BT3325250<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       650000 | PA      | $480114.76    | 0.01%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: ZP7361592<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1800000 | PA      | $1788904.25   | 0.05%             | 2035-02-04      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       180000 | PA      | $214626.20    | 0.01%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BZ1427153<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2200000 | PA      | $2378884.66   | 0.07%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       175000 | PA      | $217420.95    | 0.01%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | Hydro One Inc                                                                   | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $432203.79    | 0.01%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Incommunities Treasury PLC                                                      | Incommunities Treasury PLC                                                      | CUSIP: AX6857442<br>LEI: 213800W3PLVL7K9KWD05 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $238757.25    | 0.01%             | 2049-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | Anheuser-Busch InBev SA/NV                                                      | CUSIP: YO4249695<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       700000 | PA      | $783695.29    | 0.02%             | 2038-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAU6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $112946.68    | 0.00%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd                                                          | Bank of Queensland Ltd                                                          | CUSIP: BW7637216<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $341372.39    | 0.01%             | 2027-06-09      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                               | CI Financial Corp                                                               | CUSIP: DC1465962<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $576199.55    | 0.02%             | 2031-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     10000000 | PA      | $2594650.14   | 0.07%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | Australia & New Zealand Banking Group Ltd                                       | CUSIP: DA3080722<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       240000 | PA      | $308050.22    | 0.01%             | 2036-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                         | Swiss Life Finance I AG                                                         | CUSIP: BY5775501<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |       100000 | PA      | $114321.22    | 0.00%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: EG5611157<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2200000 | PA      | $2840709.76   | 0.08%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International NV                                                   | ENEL Finance International NV                                                   | CUSIP: YR5946730<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $673239.34    | 0.02%             | 2031-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                             | China Government International Bond                                             | CUSIP: BM6180517<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       800000 | PA      | $818784.62    | 0.02%             | 2030-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI Banque SA                                                                   | CUSIP: YS4469427<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345995.74    | 0.01%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       500000 | PA      | $532320.54    | 0.01%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                     | Glencore Finance Canada Ltd                                                     | CUSIP: 37828KAA5<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $317445.81    | 0.01%             | 2032-10-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                         | Ireland Government Bond                                                         | CUSIP: EK7325393<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       450000 | PA      | $406730.73    | 0.01%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | Societe Des Grands Projets EPIC                                                 | CUSIP: ZP9931095<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $604065.11    | 0.02%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP Capital Inc                                                                 | CUSIP: YK1433829<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $648440.21    | 0.02%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: EK6306113<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1098362.63   | 0.03%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                         | Hong Kong Government International Bond                                         | CUSIP: DA2477903<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |       100000 | PA      | $113766.06    | 0.00%             | 2029-11-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       400000 | PA      | $419854.11    | 0.01%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: BO2491575<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      1400000 | PA      | $1193470.87   | 0.03%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: BR7050213<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      3000000 | PA      | $815267.32    | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | Bayerische Landesbank                                                           | CUSIP: YO6736210<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $564777.41    | 0.02%             | 2032-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: YL6051558<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2920000 | PA      | $3312832.35   | 0.09%             | 2032-09-20      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: ZN4079093<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       200000 | PA      | $267796.66    | 0.01%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: YS7556790<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       600000 | PA      | $666266.30    | 0.02%             | 2036-01-23      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                  | Continental AG                                                                  | CUSIP: YU0204732<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229056.76    | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1350000 | PA      | $569494.82    | 0.02%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | Belfius Bank SA                                                                 | CUSIP: DA1307960<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $335327.94    | 0.01%             | 2031-11-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZH3058893<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1350000 | PA      | $1764690.63   | 0.05%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: EH5295793<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       600000 | PA      | $660354.47    | 0.02%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | Equitable Financial Life Global Funding                                         | CUSIP: ZK7508086<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |       200000 | PA      | $269181.76    | 0.01%             | 2028-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US Capital LLC                                                              | CUSIP: ZF6566763<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1109611.91   | 0.03%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                                             | Korea Treasury Bond                                                             | CUSIP: AM6598552<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    368420000 | PA      | $237444.90    | 0.01%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: YK5240766<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       560000 | PA      | $621840.30    | 0.02%             | 2036-10-06      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                               | Robert Bosch GmbH                                                               | CUSIP: ZK7508235<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $439991.40    | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZK7965575<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2340000 | PA      | $2750086.42   | 0.08%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                            | Singapore Government Bond                                                       | CUSIP: LW9539104<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2500000 | PA      | $1927973.49   | 0.05%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1144692.06   | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | State of Saxony-Anhalt                                                          | CUSIP: ZF3241758<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $223363.44    | 0.01%             | 2034-01-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                         | Ireland Government Bond                                                         | CUSIP: ZM2350704<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1300000 | PA      | $1390770.83   | 0.04%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: BZ5035648<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1125000000 | PA      | $6317791.82   | 0.18%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: EH8677559<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       500000 | PA      | $646239.07    | 0.02%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | Province of Nova Scotia Canada                                                  | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $346558.70    | 0.01%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: YM4305897<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       400000 | PA      | $451892.88    | 0.01%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | Orsted AS                                                                       | CUSIP: EI2033872<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       600000 | PA      | $721074.19    | 0.02%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                           | IG Group Holdings PLC                                                           | CUSIP: YO4339397<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $265834.30    | 0.01%             | 2030-10-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | Societe Nationale SNCF SACA                                                     | CUSIP: ZD6432094<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $771813.58    | 0.02%             | 2034-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF FIN II PLC                                                         | Canary Wharf Finance II PLC                                                     | CUSIP: EC3985420<br>LEI: 213800O9MO3KVXP3XQ22 | Long             | DBT              | CORP              | GB        |        52000 | PA      | $70002.66     | 0.00%             | 2035-01-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                              | Caisse des Depots et Consignations                                              | CUSIP: YR3807587<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $439147.52    | 0.01%             | 2035-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                    | Bankinter SA                                                                    | CUSIP: YR0354252<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $452474.97    | 0.01%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS Finance Trust                                                             | CUSIP: YS8014450<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $339652.96    | 0.01%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                           | CUSIP: YR6317832<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       200000 | PA      | $258690.99    | 0.01%             | 2029-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                                             | Republic of Austria Government Bond                                             | CUSIP: EG1036748<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       200000 | PA      | $246400.28    | 0.01%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Syensqo SA                                                                      | Syensqo SA                                                                      | CUSIP: YO6163944<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $223384.23    | 0.01%             | 2035-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: BK5945641<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1348840.28   | 0.04%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: YU6633728<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     12250000 | PA      | $3276445.68   | 0.09%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: AQ3071034<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1215000000 | PA      | $7482151.61   | 0.21%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BP0545643<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1420000 | PA      | $1217263.46   | 0.03%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | Banco BPM SpA                                                                   | CUSIP: YJ2401075<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $223248.51    | 0.01%             | 2031-10-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | Eurogrid GmbH                                                                   | CUSIP: YK7918740<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $553574.72    | 0.02%             | 2040-10-16      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: AM2016153<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       470000 | PA      | $502511.72    | 0.01%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YW6730231<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2800000 | PA      | $3244147.94   | 0.09%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW Finance I PLC                                                                | CUSIP: YM8052412<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $804619.32    | 0.02%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     17000000 | PA      | $863045.76    | 0.02%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | Nordea Kiinnitysluottopankki Oyj                                                | CUSIP: ZB2771846<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       500000 | PA      | $566404.03    | 0.02%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Instituto de Credito Oficial                                                    | Instituto de Credito Oficial                                                    | CUSIP: ZD8314837<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $230801.35    | 0.01%             | 2031-04-30      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                   | Scentre Group Trust 1 / Scentre Group Trust 2                                   | CUSIP: AS0917086<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       400000 | PA      | $447211.87    | 0.01%             | 2028-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                                               | Wuestenrot & Wuerttembergische AG                                               | CUSIP: BR2258936<br>LEI: 5299003H07ZT0Z5ZNN35 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $711364.21    | 0.02%             | 2041-09-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: YR4481879<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      4420000 | PA      | $4482640.86   | 0.13%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: YS8301568<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       740000 | PA      | $787964.01    | 0.02%             | 2045-04-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: ZM3527615<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       975000 | PA      | $1258884.76   | 0.04%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societatea Nationala de Gaze Naturale ROMGAZ SA                                 | Societatea Nationala de Gaze Naturale ROMGAZ SA                                 | CUSIP: YJ6196747<br>LEI: 2549009R7KJ38D9RW354 | Long             | DBT              | CORP              | RO        |       400000 | PA      | $454098.40    | 0.01%             | 2031-11-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1757000 | PA      | $884902.02    | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | Veolia Environnement SA                                                         | CUSIP: AP1367949<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $200791.17    | 0.01%             | 2032-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                    | CCF SFH SACA                                                                    | CUSIP: YK5256655<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $339920.15    | 0.01%             | 2029-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DLR Kredit A/S                                                                  | DLR Kredit A/S                                                                  | CUSIP: BT4637950<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |       700000 | PA      | $106332.02    | 0.00%             | 2027-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: YJ1774332<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $5789301.65   | 0.16%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | Veolia Environnement SA                                                         | CUSIP: EI8895704<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $399332.12    | 0.01%             | 2030-12-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | Australian Capital Territory                                                    | CUSIP: ZS6663257<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      1100000 | PA      | $693825.64    | 0.02%             | 2029-05-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: YS6789285<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     12000000 | PA      | $1745400.84   | 0.05%             | 2028-01-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BM0807123<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1500000 | PA      | $1006920.15   | 0.03%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | EnBW International Finance BV                                                   | CUSIP: ZO9029158<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $705518.59    | 0.02%             | 2030-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | Siemens Financieringsmaatschappij NV                                            | CUSIP: ZR3437327<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $936475.92    | 0.03%             | 2029-09-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 19730 BUYUSD SELLKRW                                        | CUSIP: KRW260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6064941.97   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 22922 BUYUSD SELLCZK                                        | CUSIP: CZK260507<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-39256.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: BT5984799<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3000000 | PA      | $3150867.61   | 0.09%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Sanofi SA                                                                       | Sanofi SA                                                                       | CUSIP: JK5981119<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1107803.66   | 0.03%             | 2028-04-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: D2R8H4KF5<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | CORP              | DE        |      3050000 | PA      | $3466077.77   | 0.10%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | Regional Municipality of York                                                   | CUSIP: 98704CRA6<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |        39000 | PA      | $27548.30     | 0.00%             | 2029-04-18      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: YO9397408<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $6539920.80   | 0.18%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: EK2432749<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2900000 | PA      | $3271095.75   | 0.09%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: BN8677310<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $146456.98    | 0.00%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: AM2066182<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      1100000 | PA      | $1237849.18   | 0.03%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: ZD3146713<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      2100000 | PA      | $2449875.30   | 0.07%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: BO9696853<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1300000 | PA      | $1298367.32   | 0.04%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                          | Eurofins Scientific SE                                                          | CUSIP: BX3337603<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $582950.24    | 0.02%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: ZI9910723<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235780.82    | 0.01%             | 2032-09-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       540000 | PA      | $600896.59    | 0.02%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZR0979743<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |        65000 | PA      | $32860.24     | 0.00%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000000 | PA      | $218950.08    | 0.01%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                                          | Freshwater Finance PLC                                                          | CUSIP: EF7379946<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $227070.02    | 0.01%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp                                                             | Nestle Capital Corp                                                             | CUSIP: ZD7264892<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |       400000 | PA      | $496580.82    | 0.01%             | 2036-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: EK7896930<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1630000000 | PA      | $7757996.73   | 0.22%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: ZM3561978<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $346547.52    | 0.01%             | 2027-07-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       660000 | PA      | $737515.24    | 0.02%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGCO International Holdings BV                                                  | AGCO International Holdings BV                                                  | CUSIP: BR5829717<br>LEI: 549300GSUO6P11G11583 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $427422.89    | 0.01%             | 2028-10-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: YU0203999<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $524018.51    | 0.01%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: YS6840724<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       600000 | PA      | $623265.81    | 0.02%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | State of the Grand-Duchy of Luxembourg                                          | CUSIP: ZL2346423<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      1700000 | PA      | $1955822.65   | 0.05%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZR3437988<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       300000 | PA      | $323124.78    | 0.01%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                   | Sovereign Housing Capital PLC                                                   | CUSIP: ZQ3268500<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $68036.29     | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: EI6037572<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1450000000 | PA      | $8328681.88   | 0.23%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: ZH5788513<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1600000 | PA      | $1886710.05   | 0.05%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                          | New Zealand Government Bond                                                     | CUSIP: ZR6098787<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      3300000 | PA      | $1645689.10   | 0.05%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                                           | Lithuania Government International Bond                                         | CUSIP: AZ1288382<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      1950000 | PA      | $2068494.64   | 0.06%             | 2029-06-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                        | CUSIP: YX0985300<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |       355000 | PA      | $409150.11    | 0.01%             | 2028-03-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: BW9975655<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |      1000000 | PA      | $149050.79    | 0.00%             | 2028-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: YO2558238<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1027643.76   | 0.03%             | 2036-05-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC Bank NV                                                                    | CUSIP: BS4850431<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $700621.91    | 0.02%             | 2030-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YR0755938<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      3500000 | PA      | $4495289.01   | 0.13%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | Province of New Brunswick Canada                                                | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $298729.53    | 0.01%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | Agence France Locale                                                            | CUSIP: ZF2749918<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $884129.35    | 0.02%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                | BUPA Finance PLC                                                                | CUSIP: DA3084179<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |       360000 | PA      | $458214.75    | 0.01%             | 2045-11-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | Cellnex Finance Co SA                                                           | CUSIP: BN9906395<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $324600.54    | 0.01%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: ZL2087993<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $236555.10    | 0.01%             | 2030-03-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                       | Talanx AG                                                                       | CUSIP: AQ2042705<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $224729.30    | 0.01%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: AN8619974<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    157000000 | PA      | $603841.60    | 0.02%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: YO8783715<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $901073.67    | 0.03%             | 2030-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZF3221552<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1380000 | PA      | $1583158.45   | 0.04%             | 2027-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | Societe Generale SFH SA                                                         | CUSIP: ZJ8519705<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348477.31    | 0.01%             | 2030-07-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                           | Japan Government Thirty Year Bond                                               | CUSIP: AT4765182<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1087403.36   | 0.03%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: JK7597822<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $885046.66    | 0.02%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                                                                          | CUSIP: BH5289245<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       800000 | PA      | $874502.10    | 0.02%             | 2032-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | Smurfit Kappa Treasury ULC                                                      | CUSIP: BR4170618<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $312162.88    | 0.01%             | 2029-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: EJ5190644<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       150000 | PA      | $164888.45    | 0.00%             | 2035-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Land & Housing Corp                                                       | Korea Land & Housing Corp                                                       | CUSIP: YJ3705219<br>LEI: 9884009ZN0XE8VIPAC02 | Long             | DBT              | NUSS              | KR        |       300000 | PA      | $337981.13    | 0.01%             | 2028-11-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: AZ8301691<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     20000000 | PA      | $574546.74    | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: ZB9427491<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $330295.15    | 0.01%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | Rogers Communications Inc                                                       | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $488332.20    | 0.01%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: YK4057658<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      2800000 | PA      | $3133395.83   | 0.09%             | 2035-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: ZK7504689<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $521707.76    | 0.01%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TotalEnergies Capital International SA                                          | CUSIP: YN6824372<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $338347.34    | 0.01%             | 2035-07-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: ZB3434600<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $578864.80    | 0.02%             | 2029-04-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: ZJ6874573<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     33000000 | PA      | $1025365.84   | 0.03%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: YS7028808<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1030000000 | PA      | $5382687.16   | 0.15%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: EC8677113<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1500000 | PA      | $1870898.80   | 0.05%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: ZM3251117<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      2950000 | PA      | $3424732.40   | 0.10%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | Traton Finance Luxembourg SA                                                    | CUSIP: ZF1816270<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $527891.67    | 0.01%             | 2029-01-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Isle of Man Government International Bond                                       | Isle of Man Government International Bond                                       | CUSIP: BR3202958<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |       360000 | PA      | $201152.13    | 0.01%             | 2051-09-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: AR3918646<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1230000 | PA      | $1140419.32   | 0.03%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: YM3910481<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       300000 | PA      | $322668.05    | 0.01%             | 2045-07-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | Australia & New Zealand Banking Group Ltd                                       | CUSIP: YL0820347<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $327967.15    | 0.01%             | 2045-08-14      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: BI0184712<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2268181.53   | 0.06%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH                             | Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH                             | CUSIP: YU5363137<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $335536.62    | 0.01%             | 2031-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | Ayvens SA                                                                       | CUSIP: ZF3449146<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $232719.83    | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: LW0882867<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1810000 | PA      | $1799155.43   | 0.05%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $358020.14    | 0.01%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                               | CNP Assurances SA                                                               | CUSIP: YW3193334<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $946431.77    | 0.03%             | 2054-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | Inter Pipeline Ltd/AB                                                           | CUSIP: 45833VAJ8<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $563160.04    | 0.02%             | 2034-02-09      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: ZM3269150<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3710000 | PA      | $4201101.58   | 0.12%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW Finance I PLC                                                                | CUSIP: BJ6338138<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $185082.35    | 0.01%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | Credit Agricole Home Loan SFH SA                                                | CUSIP: ZD2047714<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $343917.55    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                | CUSIP: YN8736699<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1300000 | PA      | $1467272.84   | 0.04%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                          | Treasury Corp of Victoria                                                       | CUSIP: AX6994815<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1050000 | PA      | $661878.20    | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                  | Wesfarmers Ltd                                                                  | CUSIP: YN0524754<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $335729.04    | 0.01%             | 2032-06-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| IDS Financing PLC                                                               | IDS Financing PLC                                                               | CUSIP: YK4039193<br>LEI: 2549003WF29F1G7TM942 | Long             | DBT              | CORP              | GB        |       540000 | PA      | $600372.05    | 0.02%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: AQ7031943<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1540000 | PA      | $1749494.30   | 0.05%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Anchor Hanover Group                                                            | Anchor Hanover Group                                                            | CUSIP: BQ5488466<br>LEI: 213800GM9QX6ANDXAW94 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $297724.44    | 0.01%             | 2051-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: ZB6194656<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $201204.05    | 0.01%             | 2034-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aargauische Kantonalbank                                                        | Aargauische Kantonalbank                                                        | CUSIP: EK8176175<br>LEI: HTQNUFL6OI5TZ7V7SI73 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $374124.44    | 0.01%             | 2028-04-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc                                                      | CUSIP: BO3832215<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       500000 | PA      | $469532.46    | 0.01%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | Gecina SA                                                                       | CUSIP: YM6872142<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $540552.84    | 0.02%             | 2035-08-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: BZ1388678<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1900000 | PA      | $2102612.22   | 0.06%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                               | Danske Hypotek AB                                                               | CUSIP: ZD1601073<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $211188.96    | 0.01%             | 2029-12-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank/The                                                      | CUSIP: YL6413915<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      1000000 | PA      | $1137365.13   | 0.03%             | 2028-09-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                                               | Nordea Hypotek AB                                                               | CUSIP: ZM5243583<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $425814.96    | 0.01%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                | Chancellor Masters & Scholars of The University of Cambridge/The                | CUSIP: AT0637237<br>LEI: 549300BHKNQHVK7MQW57 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $288736.97    | 0.01%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       300000 | PA      | $395607.80    | 0.01%             | 2031-08-29      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YT0326355<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5500000 | PA      | $7247284.84   | 0.20%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: ZN2715698<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |       600000 | PA      | $335058.76    | 0.01%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: BZ8438757<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       100000 | PA      | $116338.29    | 0.00%             | 2027-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: ZG6235334<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      1500000 | PA      | $218231.10    | 0.01%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | Stadshypotek AB                                                                 | CUSIP: ZI7850707<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $648527.70    | 0.02%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sofina SA                                                                       | Sofina SA                                                                       | CUSIP: YJ9462245<br>LEI: 5493000GMVR38VUO5D39 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $450368.38    | 0.01%             | 2033-11-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: YQ9127503<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $456221.51    | 0.01%             | 2028-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                           | CUSIP: BN3325741<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       500000 | PA      | $540894.92    | 0.02%             | 2028-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | Credit Agricole Home Loan SFH SA                                                | CUSIP: YL4787526<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $789471.54    | 0.02%             | 2033-08-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                | CPUK Finance Ltd                                                                | CUSIP: ZK0251478<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $132818.51    | 0.00%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: BH5287454<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $453392.71    | 0.01%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: AU2568502<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      4700000 | PA      | $5129438.88   | 0.14%             | 2028-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | Volkswagen Leasing GmbH                                                         | CUSIP: ZF1455392<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $580912.87    | 0.02%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: AO4008642<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4000000 | PA      | $1197187.85   | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: ZL4423527<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $578694.05    | 0.02%             | 2031-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: EC3066569<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $330203.03    | 0.01%             | 2030-11-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BX3343023<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $864068.21    | 0.02%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AXA Home Loan SFH SA                                                            | AXA Home Loan SFH SA                                                            | CUSIP: AZ3708304<br>LEI: 969500AIOJG7FHMDYZ30 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $333544.44    | 0.01%             | 2027-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ED7838094<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       480000 | PA      | $600013.83    | 0.02%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBX0<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $301676.04    | 0.01%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20051 BUYGBP SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17073.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: YJ6168613<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $330701.21    | 0.01%             | 2036-10-31      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | Tasmanian Public Finance Corp                                                   | CUSIP: ZL8859932<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      1150000 | PA      | $709011.90    | 0.02%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: YS9976855<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $341714.34    | 0.01%             | 2033-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: AP1990260<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   3500000000 | PA      | $214660.63    | 0.01%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BO3833387<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2600000 | PA      | $1892496.83   | 0.05%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: ZF7937138<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       300000 | PA      | $332089.18    | 0.01%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YM6878339<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9500000000 | PA      | $5875456.28   | 0.16%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: ZS0947771<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       410000 | PA      | $325866.62    | 0.01%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Housing & Care 21                                                               | Housing & Care 21                                                               | CUSIP: AP7311065<br>LEI: 2138006KF8SVD28K9813 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $333050.27    | 0.01%             | 2049-11-08      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1062140.37   | 0.03%             | 2030-09-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: EH8786723<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3800000 | PA      | $4576248.19   | 0.13%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Slovenska Sporitelna AS                                                         | Slovenska Sporitelna AS                                                         | CUSIP: ZI4956739<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |       200000 | PA      | $233528.53    | 0.01%             | 2027-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                | Indigo Group SAS                                                                | CUSIP: AS0689511<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $445105.12    | 0.01%             | 2028-04-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       500000 | PA      | $359754.22    | 0.01%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | Credit Agricole Home Loan SFH SA                                                | CUSIP: ZF0778422<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $779473.41    | 0.02%             | 2034-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZF2464195<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       880000 | PA      | $1008187.58   | 0.03%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: AM4103397<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       650000 | PA      | $484584.40    | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                                                                         | CUSIP: ZM2633257<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345994.34    | 0.01%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: ZF2687175<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      5000000 | PA      | $5672738.79   | 0.16%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | Region Wallonne Belgium                                                         | CUSIP: YO2618958<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       300000 | PA      | $337531.28    | 0.01%             | 2032-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | Kommunalbanken AS                                                               | CUSIP: ZF1297232<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       500000 | PA      | $364290.06    | 0.01%             | 2029-01-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gwynt y Mor OFTO PLC                                                            | Gwynt y Mor OFTO PLC                                                            | CUSIP: EK7400501<br>LEI: 213800ZY75FRI51F4U25 | Long             | DBT              | CORP              | GB        |        56882 | PA      | $65944.50     | 0.00%             | 2034-02-17      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | Banco de Sabadell SA                                                            | CUSIP: YX3900397<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1712411.86   | 0.05%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EJ9943964<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    746000000 | PA      | $4522938.59   | 0.13%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Jigsaw Funding PLC                                                              | Jigsaw Funding PLC                                                              | CUSIP: BW1027901<br>LEI: 213800JR9H24DDKNFB02 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $325297.08    | 0.01%             | 2052-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | Klepierre SA                                                                    | CUSIP: BM3454956<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $199664.13    | 0.01%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | CUSIP: ZR8270483<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | N/A       |      1000000 | PA      | $882291.74    | 0.02%             | 2034-10-10      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                     | British Columbia Investment Management Corp                                     | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |       550000 | PA      | $395788.76    | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                  | WSP Global Inc                                                                  | CUSIP: 92938WAF0<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $350216.76    | 0.01%             | 2036-01-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Luminor Bank AS/Estonia                                                         | Luminor Bank AS/Estonia                                                         | CUSIP: YN0584428<br>LEI: 213800JD2L89GGG7LF07 | Long             | DBT              | CORP              | EE        |       500000 | PA      | $574016.52    | 0.02%             | 2029-06-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: YR0349799<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $683142.61    | 0.02%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BP1531865<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2000000 | PA      | $2154849.64   | 0.06%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: YQ6845313<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $570666.80    | 0.02%             | 2035-03-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $71287.31     | 0.00%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YM1139448<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $4884279.34   | 0.14%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN Co Ltd                                                                      | CUSIP: ZD3954827<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $343453.61    | 0.01%             | 2034-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | Yorkshire Building Society                                                      | CUSIP: BV7149164<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |       340000 | PA      | $423035.49    | 0.01%             | 2030-10-11      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: YW5935096<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $647023.77    | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: ZM3221490<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      3500000 | PA      | $4000033.41   | 0.11%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: BT3371809<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       275000 | PA      | $338967.49    | 0.01%             | 2029-02-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       700000 | PA      | $505321.20    | 0.01%             | 2035-06-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: BW0135960<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       400000 | PA      | $496425.26    | 0.01%             | 2031-04-27      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: BH8301500<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       300000 | PA      | $344279.29    | 0.01%             | 2027-04-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: BN3635164<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $106695.47    | 0.00%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: ZP7950519<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1400000000 | PA      | $573403.86    | 0.02%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                                                                          | CUSIP: AV9849291<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $635177.14    | 0.02%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: EH9753441<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6395247.97   | 0.18%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                              | CUSIP: YO7339840<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       500000 | PA      | $329860.90    | 0.01%             | 2030-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | Nordic Investment Bank                                                          | CUSIP: ZF3738670<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |       300000 | PA      | $340249.53    | 0.01%             | 2031-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                          | Canadian Utilities Ltd                                                          | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $352520.51    | 0.01%             | 2055-12-22      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | United Utilities Water Finance PLC                                              | CUSIP: ZP8432160<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $536186.57    | 0.01%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                            | EP Infrastructure AS                                                            | CUSIP: DA5150838<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       500000 | PA      | $553492.05    | 0.02%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BX5681560<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2295000 | PA      | $2431049.95   | 0.07%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: QJ1094474<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |       800000 | PA      | $429868.80    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BO2212567<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       630000 | PA      | $534545.45    | 0.01%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | Australian Capital Territory                                                    | CUSIP: YX0039744<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       150000 | PA      | $97936.06     | 0.00%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                         | Croatia Government International Bond                                           | CUSIP: AQ0765893<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      1500000 | PA      | $1710995.18   | 0.05%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | Nederlandse Waterschapsbank NV                                                  | CUSIP: YK1818474<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1689292.26   | 0.05%             | 2032-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Werfen SA/Spain                                                                 | Werfen SA/Spain                                                                 | CUSIP: YN0560204<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $677960.04    | 0.02%             | 2032-02-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       250000 | PA      | $280248.51    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: BH2956143<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1900000 | PA      | $2099171.80   | 0.06%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                     | Prudential Funding Asia PLC                                                     | CUSIP: EC1247112<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $402969.50    | 0.01%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: ZM7800448<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3000000 | PA      | $683774.06    | 0.02%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 22910 BUYUSD SELLCHF                                        | CUSIP: CHF260507<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $278772.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: YM4305830<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113349.98    | 0.00%             | 2029-07-23      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: EI2910053<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5450000 | PA      | $6445966.08   | 0.18%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | Sodexo SA                                                                       | CUSIP: AZ2077289<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $244843.03    | 0.01%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hamburger Sparkasse AG                                                          | Hamburger Sparkasse AG                                                          | CUSIP: YJ1245283<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $336456.14    | 0.01%             | 2032-03-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: YK0729706<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1228469.33   | 0.03%             | 2033-09-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | Prologis International Funding II SA                                            | CUSIP: BU4887487<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $176733.79    | 0.00%             | 2042-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: EJ3468919<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3940000 | PA      | $4535970.96   | 0.13%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Omnicom Capital Holdings PLC                                                    | Omnicom Capital Holdings PLC                                                    | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $306513.64    | 0.01%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | Veolia Environnement SA                                                         | CUSIP: YN2868316<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $336462.75    | 0.01%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                                                                         | CUSIP: YJ6671632<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |       360000 | PA      | $396190.92    | 0.01%             | 2035-11-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: YV9872172<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $573769.34    | 0.02%             | 2029-04-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BR3246377<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       630000 | PA      | $474260.28    | 0.01%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: BJ3916126<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      9300000 | PA      | $5384951.41   | 0.15%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: GG7384272<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3050000 | PA      | $3775351.08   | 0.11%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | Severn Trent Utilities Finance PLC                                              | CUSIP: ZL8933828<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $559916.24    | 0.02%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | Corp Andina de Fomento                                                          | CUSIP: ZF8307794<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |       500000 | PA      | $584201.37    | 0.02%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | Ministeries Van de Vlaamse Gemeenschap                                          | CUSIP: ZD8608576<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $517400.62    | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: EH9993682<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     20000000 | PA      | $668279.28    | 0.02%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | Thermo Fisher Scientific Finance I BV                                           | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      1260000 | PA      | $1422969.40   | 0.04%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                          | VGP NV                                                                          | CUSIP: BO8218212<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $107051.26    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: ZF4258702<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       300000 | PA      | $350299.10    | 0.01%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                     | CUSIP: YR2850554<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $524776.59    | 0.01%             | 2030-10-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       500000 | PA      | $576967.14    | 0.02%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: EJ7481785<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4610000 | PA      | $5624699.30   | 0.16%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: LW0207677<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     11200000 | PA      | $7297754.22   | 0.20%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: EK4700671<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1250000 | PA      | $1498286.09   | 0.04%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                                                       | Legal & General Group PLC                                                       | CUSIP: YQ7138130<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $669543.02    | 0.02%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: EJ0020648<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       500000 | PA      | $592176.79    | 0.02%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: AV9610925<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     20250000 | PA      | $6037939.16   | 0.17%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1060000 | PA      | $784880.80    | 0.02%             | 2028-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: YL1333084<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 103000000000 | PA      | $5880294.21   | 0.16%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      7600000 | PA      | $5536174.27   | 0.15%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                            | CUSIP: AW4791462<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       300000 | PA      | $325937.77    | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ZM3823220<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2233000 | PA      | $2197605.10   | 0.06%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                                        | Tesco Corporate Treasury Services PLC                                           | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       220000 | PA      | $263396.72    | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: ZD1495799<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $805656.44    | 0.02%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG Bank NV                                                                     | CUSIP: ZO6822456<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      5740000 | PA      | $5414890.01   | 0.15%             | 2032-10-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                               | Enexis Holding NV                                                               | CUSIP: YX3068468<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $555247.26    | 0.02%             | 2036-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5500000 | PA      | $3880563.22   | 0.11%             | 2031-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: AU9204705<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1220000 | PA      | $1312999.17   | 0.04%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZR8754684<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2250000 | PA      | $2327556.17   | 0.07%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1496000 | PA      | $1008699.88   | 0.03%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | Credit Mutuel Home Loan SFH SA                                                  | CUSIP: YO9120271<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $565053.15    | 0.02%             | 2030-06-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                               | Danske Hypotek AB                                                               | CUSIP: ZK3934757<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $212979.19    | 0.01%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YV4200411<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       340000 | PA      | $390735.57    | 0.01%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                      | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        |     49419944 | NS      | $49419943.56  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond                                                        | CUSIP: YO3740777<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     20000000 | PA      | $4928216.94   | 0.14%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     50500000 | PA      | $2559554.92   | 0.07%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: BJ9482271<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      2000000 | PA      | $2162027.88   | 0.06%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: BN3913728<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118492.13    | 0.00%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       500000 | PA      | $586900.67    | 0.02%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                             | Henkel AG & Co KGaA                                                             | CUSIP: BS3838106<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $468623.97    | 0.01%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | Societe Des Grands Projets EPIC                                                 | CUSIP: AU5580124<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $329950.72    | 0.01%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | International Development Association                                           | CUSIP: YJ4190247<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |       600000 | PA      | $670321.27    | 0.02%             | 2050-10-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: BK3222852<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       300000 | PA      | $276765.64    | 0.01%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448GG7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       740000 | PA      | $794738.53    | 0.02%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF Reseau                                                                     | CUSIP: EK7343958<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      1900000 | PA      | $2006366.33   | 0.06%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS Finance Trust                                                             | CUSIP: ZS5370755<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |       550000 | PA      | $387000.11    | 0.01%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: X51627P88<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | CORP              | HU        |    230000000 | PA      | $677480.63    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: ZF3441911<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $572645.66    | 0.02%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: ZF9003103<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $112811.84    | 0.00%             | 2034-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | Nordic Investment Bank                                                          | CUSIP: YV5595934<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |       100000 | PA      | $113125.67    | 0.00%             | 2029-09-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | Western Australian Treasury Corp                                                | CUSIP: ZK4742951<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $193262.65    | 0.01%             | 2033-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | Rogers Communications Inc                                                       | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $312137.87    | 0.01%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: ZP8252477<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3000000 | PA      | $649185.98    | 0.02%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                       | Fresenius Medical Care AG                                                       | CUSIP: YQ8312361<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $687686.51    | 0.02%             | 2032-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | National Bank of Canada                                                         | CUSIP: 63309ZNN4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $865147.07    | 0.02%             | 2035-02-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YT3019668<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    791850000 | PA      | $4828647.44   | 0.13%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: AR5450051<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1515000000 | PA      | $9292647.56   | 0.26%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: ZH5191288<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       600000 | PA      | $374201.24    | 0.01%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | Toyota Credit Canada Inc                                                        | CUSIP: 892329CD3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $569438.57    | 0.02%             | 2030-08-19      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: ZK3485636<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       116000 | PA      | $134283.50    | 0.00%             | 2026-11-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $644423.35    | 0.02%             | 2035-03-05      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | Deutsche Post AG                                                                | CUSIP: ZD8242855<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $673688.93    | 0.02%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160DF8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       800000 | PA      | $831327.84    | 0.02%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTR PI/NRM                                                        | NORTHRIVER MIDSTR PI/NRM                                                        | CUSIP: 66679QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       542466 | PA      | $379867.89    | 0.01%             | 2039-03-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB                                                | CUSIP: ZM9590476<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $420707.61    | 0.01%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv Inc                                                                      | CUSIP: 337738BF4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       300000 | PA      | $350036.10    | 0.01%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                        | Province of British Columbia Canada                                             | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $329783.96    | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: BR3767174<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2153023.64   | 0.06%             | 2029-09-14      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | Sveriges Sakerstallda Obligationer AB                                           | CUSIP: ZN5051612<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $212804.70    | 0.01%             | 2028-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: ZM1591183<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  12000000000 | PA      | $7801772.83   | 0.22%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                 | BMW International Investment BV                                                 | CUSIP: YS6718268<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $799789.98    | 0.02%             | 2029-07-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Peabody Capital PLC                                                             | Peabody Capital PLC                                                             | CUSIP: EI6076968<br>LEI: 2138009WI8Z824PDAR42 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $466856.97    | 0.01%             | 2043-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | Nederlandse Waterschapsbank NV                                                  | CUSIP: YJ4696714<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1697024.65   | 0.05%             | 2028-10-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | Hydro-Quebec                                                                    | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $159423.88    | 0.00%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | Hydro-Quebec                                                                    | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      1200000 | PA      | $745529.72    | 0.02%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1043000 | PA      | $703840.96    | 0.02%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                  | BAWAG Group AG                                                                  | CUSIP: ZG1643102<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $246671.28    | 0.01%             | 2034-02-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                 | Landeskreditbank Baden-Wuerttemberg Foerderbank                                 | CUSIP: BN5127780<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $895509.62    | 0.03%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | Societe Des Grands Projets EPIC                                                 | CUSIP: YV7076610<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $504806.79    | 0.01%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: YS5956349<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $569961.59    | 0.02%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $972395.03    | 0.03%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                                              | Cyprus Government International Bond                                            | CUSIP: ZK0243822<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      2710000 | PA      | $3265395.44   | 0.09%             | 2033-04-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: ZP5129355<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2200000 | PA      | $2251993.62   | 0.06%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | Telstra Group Ltd                                                               | CUSIP: ZD1737570<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $544614.98    | 0.02%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                         | Croatia Government International Bond                                           | CUSIP: BO2772263<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      1300000 | PA      | $1294724.81   | 0.04%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: ZQ4375866<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  10000000000 | PA      | $610801.67    | 0.02%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: BY3337577<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     19600000 | PA      | $947159.07    | 0.03%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: ZD8249330<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       700000 | PA      | $798662.52    | 0.02%             | 2034-03-21      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                                 | Kingdom of Belgium Government Bond                                              | CUSIP: JK2941926<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1500000 | PA      | $1103885.24   | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| BROADGATE FINANCING PLC                                                         | Broadgate Financing PLC                                                         | CUSIP: ED8223676<br>LEI: 213800FFPA11956QDF26 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $508725.14    | 0.01%             | 2033-07-05      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BZ6602487<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       350000 | PA      | $221771.90    | 0.01%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: AL9974240<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $88994.24     | 0.00%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1726792.30   | 0.05%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | Housing New Zealand Ltd                                                         | CUSIP: BH8763311<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |       200000 | PA      | $104856.69    | 0.00%             | 2030-04-24      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YN0989510<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1800000 | PA      | $2029381.27   | 0.06%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: YR4079079<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $874833.52    | 0.02%             | 2036-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services Inc                                      | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       650000 | PA      | $628425.01    | 0.02%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                                   | CUSIP: AM7523740<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     36500000 | PA      | $1690837.24   | 0.05%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                               | Basque Government                                                               | CUSIP: YR6366441<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $567145.13    | 0.02%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $371774.57    | 0.01%             | 2034-01-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: YR1557424<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4000000 | PA      | $921585.13    | 0.03%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Saltaire Finance PLC                                                            | Saltaire Finance PLC                                                            | CUSIP: ZL4910341<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $567197.53    | 0.02%             | 2053-03-14      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: YS4542686<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $569829.58    | 0.02%             | 2030-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank Julius Baer & Co AG                                                        | Bank Julius Baer & Co AG                                                        | CUSIP: ZD8567541<br>LEI: PNWU8O0BLT17BBV61Y18 | Long             | DBT              | CORP              | CH        |       265000 | PA      | $348362.73    | 0.01%             | 2031-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oxford Properties Group Trust                                                   | Oxford Properties Group Trust                                                   | CUSIP: 691915AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       400000 | PA      | $283375.01    | 0.01%             | 2030-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | Danone SA                                                                       | CUSIP: YL7810879<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $454780.50    | 0.01%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: ZK8446310<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1500000 | PA      | $337563.03    | 0.01%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                      | CUSIP: ZK8020032<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $376419.61    | 0.01%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                                           | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: AW5986319<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1010000 | PA      | $1136776.59   | 0.03%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                                                                         | CUSIP: YV8374360<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $551556.18    | 0.02%             | 2034-01-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | Heathrow Funding Ltd                                                            | CUSIP: EH5177629<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $412375.63    | 0.01%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                         | Croatia Government International Bond                                           | CUSIP: AS9782929<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      1900000 | PA      | $2178970.48   | 0.06%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1300000 | PA      | $852659.52    | 0.02%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | Bulgaria Government International Bond                                          | CUSIP: YV4281148<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       700000 | PA      | $775236.50    | 0.02%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                                                                         | CUSIP: YS5254737<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1122006.41   | 0.03%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | Lloyds Bank PLC                                                                 | CUSIP: EI4077158<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      1450000 | PA      | $2009011.18   | 0.06%             | 2040-09-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                | Daimler Truck Finance Canada Inc                                                | CUSIP: 233852AK8<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $330624.48    | 0.01%             | 2029-09-27      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                  | CUSIP: AW4431002<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $598835.44    | 0.02%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LFA Foerderbank Bayern                                                          | LFA Foerderbank Bayern                                                          | CUSIP: AR9771916<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $227219.65    | 0.01%             | 2027-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: ZQ2589344<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       400000 | PA      | $401134.31    | 0.01%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: ZK3729587<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1340000 | PA      | $1528918.54   | 0.04%             | 2033-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: BP8647235<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $419635.33    | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BP9803662<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $996948.96    | 0.03%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                              | Athora Holding Ltd                                                              | CUSIP: YX5004834<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |       500000 | PA      | $584276.60    | 0.02%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 20017 BUYUSD SELLILS                                        | CUSIP: ILS260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $9721.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22868 BUYUSD SELLPLN                                        | CUSIP: PLN260507<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23914.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LSEG Finance PLC                                                                | LSEG Finance PLC                                                                | CUSIP: YK0857879<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $256501.58    | 0.01%             | 2032-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                       | Platform HG Financing PLC                                                       | CUSIP: BR3545448<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $77377.02     | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       590000 | PA      | $417935.87    | 0.01%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: UV8902925<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    900000000 | PA      | $5131397.32   | 0.14%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     12000000 | PA      | $508511.14    | 0.01%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YJ7057252<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     55000000 | PA      | $2892631.77   | 0.08%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                | Church Commissioners for England                                                | CUSIP: BX7221431<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $178577.01    | 0.00%             | 2052-07-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: YM9263604<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1000000 | PA      | $227982.66    | 0.01%             | 2040-07-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Caixa Geral de Depositos SA                                                     | Caixa Geral de Depositos SA                                                     | CUSIP: YK5570816<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |       300000 | PA      | $337304.53    | 0.01%             | 2031-10-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | Coca-Cola Europacific Partners PLC                                              | CUSIP: YO9123028<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1125054.07   | 0.03%             | 2031-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: EJ4073072<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      2433000 | PA      | $2409942.87   | 0.07%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | Norway Government Bond                                                          | CUSIP: BZ3005569<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      1000000 | PA      | $92394.48     | 0.00%             | 2042-10-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB Group PLC                                                                   | CUSIP: ZN2764381<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $360275.70    | 0.01%             | 2029-02-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                  | Achmea Bank NV                                                                  | CUSIP: YL9733533<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $224381.78    | 0.01%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart Inc                                                                     | CUSIP: EH7662925<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |        50000 | PA      | $68016.56     | 0.00%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | Aviva PLC                                                                       | CUSIP: BJ7876219<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $716876.08    | 0.02%             | 2032-06-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: YN0891393<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $338305.31    | 0.01%             | 2030-08-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Co-Operative Bank Holdings PLC/The                                              | Co-Operative Bank Holdings PLC/The                                              | CUSIP: ZK6579690<br>LEI: 213800MY2BSP459O8A22 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $276511.62    | 0.01%             | 2028-05-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: AQ1829334<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       700000 | PA      | $813253.37    | 0.02%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $541859.48    | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: EF6625018<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2250000 | PA      | $2603176.63   | 0.07%             | 2038-10-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                  | Pacific Life Global Funding II                                                  | CUSIP: ZG3792220<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       500000 | PA      | $663180.74    | 0.02%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                               | Eaton Capital ULC                                                               | CUSIP: YX0714916<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $345230.99    | 0.01%             | 2031-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: ZN2135426<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $619304.41    | 0.02%             | 2033-11-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | Cassa Depositi e Prestiti SpA                                                   | CUSIP: YR2430886<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $568051.75    | 0.02%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG Immobilien SE                                                               | CUSIP: YS5974136<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $547933.11    | 0.02%             | 2035-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 064164QM1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221353.59    | 0.01%             | 2029-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | Vonovia SE                                                                      | CUSIP: BR1517779<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $718557.29    | 0.02%             | 2051-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: BT4648502<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       640000 | PA      | $504247.59    | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      3200000 | PA      | $2278465.12   | 0.06%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3500000 | PA      | $2495757.94   | 0.07%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YS6320040<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6121440.69   | 0.17%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: EK3010940<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      2290000 | PA      | $2598845.25   | 0.07%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: ZI2447426<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     34000000 | PA      | $1577312.85   | 0.04%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | Nippon Life Insurance Co                                                        | CUSIP: YL6368564<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $441948.51    | 0.01%             | 2055-09-02      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3100000 | PA      | $2320573.97   | 0.06%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BT2450315<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $785428.74    | 0.02%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: AP0275929<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    680000000 | PA      | $4204254.20   | 0.12%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | North West Redwater Partnership / NWR Financing Co Ltd                          | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       400000 | PA      | $273022.11    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZK1166543<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2000000 | PA      | $2351674.16   | 0.07%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/Australia                                              | Cooperatieve Rabobank UA/Australia                                              | CUSIP: ZD1486707<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $169743.57    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                                           | Lithuania Government International Bond                                         | CUSIP: ZK9039973<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       940000 | PA      | $1098101.00   | 0.03%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: ZK8854448<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2550000 | PA      | $2922054.96   | 0.08%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MassMutual Global Funding II                                                    | CUSIP: YV4302548<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $129627.77    | 0.00%             | 2029-10-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BN9905777<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2540000 | PA      | $1353332.14   | 0.04%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| National Grid North America Inc                                                 | National Grid North America Inc                                                 | CUSIP: YO9123192<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1417236.41   | 0.04%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | Croatia Government International Bond                                           | CUSIP: BV8695652<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      2110000 | PA      | $2379938.02   | 0.07%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: ZD4763664<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $201378.32    | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                    | Alimentation Couche-Tard Inc                                                    | CUSIP: ZF8933219<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $338670.83    | 0.01%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | Municipal Finance Authority of British Columbia                                 | CUSIP: 62620DAV3<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $577521.41    | 0.02%             | 2035-06-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | Norway Government Bond                                                          | CUSIP: BU3225572<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      4600000 | PA      | $416697.08    | 0.01%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                                       | Alstom SA                                                                       | CUSIP: BN3325956<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $104299.71    | 0.00%             | 2029-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                 | La Mondiale SAM                                                                 | CUSIP: YJ0698813<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $455137.42    | 0.01%             | 2035-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE Reseau de Transport d'Electricite SADIR                                     | CUSIP: DA5104769<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $337740.36    | 0.01%             | 2037-11-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZH8728391<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4405000 | PA      | $5362444.86   | 0.15%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | Free State of Bavaria                                                           | CUSIP: ZO8367286<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $261082.58    | 0.01%             | 2035-01-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Myriad Capital Plc                                                              | Myriad Capital Plc                                                              | CUSIP: EJ9725296<br>LEI: 213800M9SF74JBO6GS73 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $326447.61    | 0.01%             | 2043-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                       | Thales SA                                                                       | CUSIP: ZH4399346<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $595540.50    | 0.02%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | Sveriges Sakerstallda Obligationer AB                                           | CUSIP: ZQ7586584<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $962693.34    | 0.03%             | 2030-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                             | CUSIP: YO7126700<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $339097.20    | 0.01%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Investec PLC                                                                    | Investec PLC                                                                    | CUSIP: ZN6600698<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $348136.68    | 0.01%             | 2033-03-06      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ZO2775674<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1900000 | PA      | $1717427.02   | 0.05%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | Manulife Financial Corp                                                         | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148149.48    | 0.00%             | 2034-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: EJ9437272<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      5595000 | PA      | $3757092.30   | 0.10%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: YS4091122<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $921042.08    | 0.03%             | 2028-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1300000 | PA      | $934299.02    | 0.03%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA Global Funding Trust                                                         | CUSIP: YK0061175<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       400000 | PA      | $432881.77    | 0.01%             | 2035-09-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: ZO9018995<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     13500000 | PA      | $3207237.41   | 0.09%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZL1845482<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4935000 | PA      | $5766563.71   | 0.16%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Just Group PLC                                                                  | Just Group PLC                                                                  | CUSIP: YV6767144<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $523703.45    | 0.01%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2300000 | PA      | $1410572.18   | 0.04%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: ZD5986595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      4250000 | PA      | $1133291.95   | 0.03%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | Orange SA                                                                       | CUSIP: AW5684278<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $590834.24    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| States of Guernsey Bond                                                         | States of Guernsey Bond                                                         | CUSIP: EK6460621<br>LEI: 549300LMWTIK7DAC7T07 | Long             | DBT              | NUSS              | GG        |       400000 | PA      | $368303.84    | 0.01%             | 2046-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | Nordea Kiinnitysluottopankki Oyj                                                | CUSIP: YL3977334<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       450000 | PA      | $503369.13    | 0.01%             | 2035-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                                              | Finland Government Bond                                                         | CUSIP: AX0764347<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2100000 | PA      | $2233780.11   | 0.06%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | Wintershall Dea Finance BV                                                      | CUSIP: YV9582045<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |       540000 | PA      | $617197.11    | 0.02%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: AT6518126<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        75000 | PA      | $92912.94     | 0.00%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | Sun Life Financial Inc                                                          | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $140208.52    | 0.00%             | 2033-11-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Wirtschafts- und Infrastrukturbank Hessen                                       | Wirtschafts- und Infrastrukturbank Hessen                                       | CUSIP: YR2861940<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $545326.55    | 0.02%             | 2035-02-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | Volkswagen Bank GmbH                                                            | CUSIP: ZK3696398<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $350471.39    | 0.01%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                 | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: YO6697354<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |       300000 | PA      | $346585.47    | 0.01%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZM1985385<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       950000 | PA      | $1057752.05   | 0.03%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZK9815877<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10275000 | PA      | $13579526.56  | 0.38%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DALI CAPITAL 29                                                                 | Dali Capital PLC                                                                | CUSIP: EG0502237<br>LEI: 549300CUYQI7648PE528 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $350012.50    | 0.01%             | 2037-12-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: FDS1WI0I1<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | CORP              | CZ        |     18000000 | PA      | $863110.68    | 0.02%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $697216.15    | 0.02%             | 2057-06-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YP4080014<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1340000000 | PA      | $8208626.56   | 0.23%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                            | Jyske Realkredit A/S                                                            | CUSIP: YR1539141<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $341367.78    | 0.01%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: ZQ3760001<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113560.20    | 0.00%             | 2026-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: ZM6576288<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1440000 | PA      | $1537559.63   | 0.04%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YK6126519<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11000000 | PA      | $14327264.57  | 0.40%             | 2029-05-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: BP0520166<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       300000 | PA      | $123366.75    | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                         | Nykredit Realkredit A/S                                                         | CUSIP: AO2094172<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      1600000 | PA      | $239906.99    | 0.01%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | Australia & New Zealand Banking Group Ltd                                       | CUSIP: ZM8842589<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       150000 | PA      | $105138.79    | 0.00%             | 2038-02-10      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: EG5152517<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3500000 | PA      | $867908.12    | 0.02%             | 2037-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | Land Baden-Wuerttemberg                                                         | CUSIP: YQ0646857<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $569804.42    | 0.02%             | 2030-03-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1384500.73   | 0.04%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                                               | Israel Government Bond - Fixed                                                  | CUSIP: AM6641311<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      5650000 | PA      | $1626564.37   | 0.05%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                      | L'Oreal SA                                                                      | CUSIP: ZK6021479<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $802975.04    | 0.02%             | 2028-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BSK 1818 AG                                                                     | BSK 1818 AG                                                                     | CUSIP: YJ1863481<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $333220.85    | 0.01%             | 2032-10-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $226331.09    | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BN5660517<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       275000 | PA      | $162152.35    | 0.00%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YT1232321<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3640000 | PA      | $4186524.25   | 0.12%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YM6878370<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10615030000 | PA      | $5851247.66   | 0.16%             | 2045-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: BZ8640485<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000000 | PA      | $586870.06    | 0.02%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                           | Australia Government Bond                                                       | CUSIP: ZO1145564<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      6045000 | PA      | $3382760.59   | 0.09%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Supermarket Income Reit PLC                                                     | Supermarket Income Reit PLC                                                     | CUSIP: YM5706127<br>LEI: 2138007FOINJKAM7L537 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $385579.47    | 0.01%             | 2031-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                           | Tennet Netherlands BV                                                           | CUSIP: EK9436693<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $569799.47    | 0.02%             | 2027-06-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: ZM2319790<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $575411.72    | 0.02%             | 2035-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: AX1461893<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       910000 | PA      | $968200.58    | 0.03%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: ZB9408681<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       200000 | PA      | $230030.87    | 0.01%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: BJ4579378<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1775000 | PA      | $551703.11    | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       200000 | PA      | $226477.76    | 0.01%             | 2032-05-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: ZP7360719<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1300000 | PA      | $660402.70    | 0.02%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito Social Cooperativo SA                                          | Banco de Credito Social Cooperativo SA                                          | CUSIP: YN0902133<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $681735.28    | 0.02%             | 2031-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | Australian Capital Territory                                                    | CUSIP: YP6312696<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $258823.21    | 0.01%             | 2035-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: ZD8914495<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2800000 | PA      | $2246250.44   | 0.06%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Kiinnitysluottopankki Oyj                                                | Danske Kiinnitysluottopankki Oyj                                                | CUSIP: ZI5122562<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       400000 | PA      | $467835.57    | 0.01%             | 2029-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: YO0364472<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $903656.57    | 0.03%             | 2036-05-06      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: YK5271407<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1200000 | PA      | $1354545.85   | 0.04%             | 2032-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                       | CUSIP: ZF5172274<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |       150000 | PA      | $101027.35    | 0.00%             | 2029-08-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | Ministeries Van de Vlaamse Gemeenschap                                          | CUSIP: YN8773148<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $548312.59    | 0.02%             | 2040-06-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: ZB8096370<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       650000 | PA      | $440478.54    | 0.01%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                              | Bank of Cyprus Pcl                                                              | CUSIP: ZJ8535412<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |       100000 | PA      | $120290.24    | 0.00%             | 2028-07-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PG57<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $358693.70    | 0.01%             | 2035-04-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                      | CUSIP: ZF0973601<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $592320.65    | 0.02%             | 2054-07-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: YV5289553<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1236836.12   | 0.03%             | 2033-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZF2130952<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       750000 | PA      | $873016.76    | 0.02%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: YN6454105<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       800000 | PA      | $896783.63    | 0.03%             | 2035-07-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: ZO8366296<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $439549.86    | 0.01%             | 2027-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | Deutsche Telekom AG                                                             | CUSIP: ZD7260809<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $441204.77    | 0.01%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Artea Bankas AB                                                                 | Artea Bankas AB                                                                 | CUSIP: YK5261564<br>LEI: 549300TK038P6EV4YU51 | Long             | DBT              | CORP              | LT        |       500000 | PA      | $570643.07    | 0.02%             | 2029-10-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | Lansforsakringar Hypotek AB                                                     | CUSIP: ZK7964529<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $429744.25    | 0.01%             | 2030-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: ZI6606027<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $685849.90    | 0.02%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YI0238562<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    750000000 | PA      | $4678342.45   | 0.13%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                                             | Slovenia Government Bond                                                        | CUSIP: ZP3179451<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       600000 | PA      | $628098.87    | 0.02%             | 2030-01-14      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: ZL0748802<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1600000 | PA      | $1775117.69   | 0.05%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                    | Hydro-Quebec                                                                    | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $369642.79    | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: BR4828538<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       800000 | PA      | $774954.33    | 0.02%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                          | New Zealand Government Bond                                                     | CUSIP: QZ2927965<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1793000 | PA      | $841472.39    | 0.02%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: YN7274270<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       500000 | PA      | $382180.37    | 0.01%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: YO0444571<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2350000 | PA      | $2635417.10   | 0.07%             | 2035-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: AW5573489<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2179430.81   | 0.06%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZB3093554<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    560000000 | PA      | $3408928.28   | 0.10%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | Unilever Capital Corp                                                           | CUSIP: YJ6653382<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |       300000 | PA      | $333375.73    | 0.01%             | 2032-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | Caisse de Refinancement de l'Habitat SA                                         | CUSIP: ZF1114924<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229039.27    | 0.01%             | 2029-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EH4697106<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $671539.92    | 0.02%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: BG2284225<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1450000 | PA      | $746902.89    | 0.02%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: DC2093441<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3097334.84   | 0.09%             | 2030-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                       | Pluxee NV                                                                       | CUSIP: ZD2368763<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $575281.47    | 0.02%             | 2028-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific Inc                                                    | CUSIP: YR8794343<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       300000 | PA      | $377549.08    | 0.01%             | 2033-03-07      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      9000000 | PA      | $271598.10    | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | Motability Operations Group PLC                                                 | CUSIP: ZF3240099<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $343539.36    | 0.01%             | 2054-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | Enbridge Gas Inc                                                                | CUSIP: 29260ZAM8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $353756.58    | 0.01%             | 2035-09-12      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | Deutsche Bank AG                                                                | CUSIP: ZM2314288<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118664.59    | 0.00%             | 2029-01-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Komercni Banka AS                                                               | Komercni Banka AS                                                               | CUSIP: YK8404286<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | DBT              | CORP              | CZ        |       400000 | PA      | $451636.36    | 0.01%             | 2030-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TotalEnergies SE                                                                | CUSIP: YT1875624<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229117.36    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                                         | Autoroutes du Sud de la France SA                                               | CUSIP: ZM4169052<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $334234.09    | 0.01%             | 2033-01-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: EF9234826<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      5000000 | PA      | $220606.79    | 0.01%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                                           | Great-West Lifeco Inc                                                           | CUSIP: ZN2761791<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $239722.63    | 0.01%             | 2029-11-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: ZF0973320<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $177003.08    | 0.00%             | 2033-01-31      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: BG6658663<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      8614000 | PA      | $635803.36    | 0.02%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: BQ3729408<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       600000 | PA      | $495777.15    | 0.01%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: YV5586875<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       300000 | PA      | $335786.52    | 0.01%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC ASSEO                                                                    | CUSIP: ZB6604431<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1219579.32   | 0.03%             | 2034-11-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: YR4079061<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $559193.48    | 0.02%             | 2031-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: YK1425163<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $561358.45    | 0.02%             | 2031-09-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Finance LLC                                                        | Robert Bosch Finance LLC                                                        | CUSIP: YO6700752<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113625.63    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                             | EDP Servicios Financieros Espana SA                                             | CUSIP: YL6746058<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $448121.67    | 0.01%             | 2031-12-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZQ5562207<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       150000 | PA      | $170590.04    | 0.00%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YQ2774798<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      7120000 | PA      | $8160000.74   | 0.23%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | Danone SA                                                                       | CUSIP: YV6175017<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226990.87    | 0.01%             | 2031-09-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                         | CUSIP: YN4761568<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       400000 | PA      | $450893.28    | 0.01%             | 2028-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Society of Lloyd's                                                              | Society of Lloyd's                                                              | CUSIP: AM2630391<br>LEI: 213800O2FTUPFGPH3J11 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $393382.45    | 0.01%             | 2047-02-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | Nordea Hypotek AB                                                               | CUSIP: YQ8698728<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |      8000000 | PA      | $832614.71    | 0.02%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                   | Kommunekredit                                                                   | CUSIP: BY7412483<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       400000 | PA      | $442933.13    | 0.01%             | 2032-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | South Australian Government Financing Authority                                 | CUSIP: ZO1938661<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |       750000 | PA      | $331725.53    | 0.01%             | 2040-05-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                  | CUSIP: BT3323917<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $490571.81    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZM4451435<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    800000000 | PA      | $4943465.96   | 0.14%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                  | CUSIP: BG4907849<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       550000 | PA      | $564148.87    | 0.02%             | 2030-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society Charitable Foundation/GB                              | Coventry Building Society Charitable Foundation/GB                              | CUSIP: YV9940441<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $452945.32    | 0.01%             | 2029-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: ZR8870548<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2000000 | PA      | $381704.94    | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: BT4945924<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      5220000 | PA      | $5087981.33   | 0.14%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer Inc                                                                      | CUSIP: AQ4399426<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       500000 | PA      | $420284.60    | 0.01%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                            | MMS USA Holdings Inc                                                            | CUSIP: AZ0208399<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |       500000 | PA      | $519116.48    | 0.01%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: BN9427251<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      2300000 | PA      | $2285323.89   | 0.06%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: AP9089891<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $202269.34    | 0.01%             | 2032-11-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc                                                | Mercedes-Benz Finance Canada Inc                                                | CUSIP: ZN4359891<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $115248.31    | 0.00%             | 2027-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: YR5932904<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $558323.75    | 0.02%             | 2036-02-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: ZL4403453<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      3900000 | PA      | $2261221.33   | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | Western Australian Treasury Corp                                                | CUSIP: YK0030774<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $452868.70    | 0.01%             | 2037-10-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: YN2927369<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      1950000 | PA      | $2181982.37   | 0.06%             | 2035-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $360219.98    | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | Croatia Government International Bond                                           | CUSIP: ZK8858746<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       300000 | PA      | $356989.87    | 0.01%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: EH9842699<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1825000 | PA      | $2308695.45   | 0.06%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co/The                                                         | CUSIP: 742718GT0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       300000 | PA      | $325374.20    | 0.01%             | 2045-11-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                       | UniCredit Bank Austria AG                                                       | CUSIP: ZO4942181<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $417786.60    | 0.01%             | 2035-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: YN2882762<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      8200000 | PA      | $2058902.69   | 0.06%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anglian Water Osprey Financing PLC                                              | Anglian Water Osprey Financing PLC                                              | CUSIP: YL4390388<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $399028.91    | 0.01%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | Credit Agricole Home Loan SFH SA                                                | CUSIP: YQ8677573<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $568044.03    | 0.02%             | 2032-07-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: JV3368661<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1580000000 | PA      | $8792641.90   | 0.25%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | Northumbrian Water Finance PLC                                                  | CUSIP: YJ0810798<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $384857.62    | 0.01%             | 2032-07-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                         | Government of Newfoundland and Labrador                                         | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1200000 | PA      | $587106.16    | 0.02%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1099036.22   | 0.03%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | Siemens Financieringsmaatschappij NV                                            | CUSIP: AU2695149<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1501496.65   | 0.04%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $155575.94    | 0.00%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | European Bank for Reconstruction & Development                                  | CUSIP: BW0179521<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     54000000 | PA      | $8289012.12   | 0.23%             | 2032-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: YU3714323<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $562893.86    | 0.02%             | 2031-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: YP8485607<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      4750000 | PA      | $1240949.64   | 0.03%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | Motability Operations Group PLC                                                 | CUSIP: YX5601670<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $575289.53    | 0.02%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                    | CUSIP: ZJ7428007<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1192133.74   | 0.03%             | 2029-07-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BP1300568<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1250000 | PA      | $689907.61    | 0.02%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | Sweden Government Bond                                                          | CUSIP: BW1833282<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     20000000 | PA      | $1960267.64   | 0.05%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: ZK0182996<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      8800000 | PA      | $2771933.36   | 0.08%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                         | Ile-de-France Mobilites                                                         | CUSIP: ZD6392140<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $493152.68    | 0.01%             | 2049-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hamburger Sparkasse AG                                                          | Hamburger Sparkasse AG                                                          | CUSIP: ZH0454400<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $353088.24    | 0.01%             | 2029-02-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV                                     | Pfizer Netherlands International Finance BV                                     | CUSIP: 71708LAB5<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $566751.92    | 0.02%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Carrefour Banque SA                                                             | Carrefour Banque SA                                                             | CUSIP: ZK3914635<br>LEI: 969500GVS02SJYG9S632 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231662.99    | 0.01%             | 2027-05-05      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: BG1229221<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     10000000 | PA      | $401849.78    | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1268000 | PA      | $684486.49    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EC2153012<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1200000 | PA      | $1557555.48   | 0.04%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: ZH8062890<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  85000000000 | PA      | $5041920.96   | 0.14%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: UV9949289<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3175000 | PA      | $3372886.02   | 0.09%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond                                                        | CUSIP: ZB4232227<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8000000 | PA      | $2002728.44   | 0.06%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                       | Imerys SA                                                                       | CUSIP: JK5694415<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $334576.93    | 0.01%             | 2028-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                               | Wolters Kluwer NV                                                               | CUSIP: YQ3900137<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $335304.69    | 0.01%             | 2032-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: ZG2586532<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $354020.80    | 0.01%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMH Treasury PLC                                                                | EMH Treasury PLC                                                                | CUSIP: EK0435702<br>LEI: 213800WLIFOOG58XDG67 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $320665.97    | 0.01%             | 2044-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: YX4692928<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1390000 | PA      | $1529320.31   | 0.04%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                            | Vodafone International Financing DAC                                            | CUSIP: YW7291191<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $334159.72    | 0.01%             | 2033-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | Japan Government Twenty Year Bond                                               | CUSIP: YU7407817<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3045144.26   | 0.09%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: YR2051229<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       650000 | PA      | $760898.70    | 0.02%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG                                                | CUSIP: ZG0042793<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $579532.02    | 0.02%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YS9198294<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4500000000 | PA      | $2817289.51   | 0.08%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                    | CUSIP: ZG5116154<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       660000 | PA      | $760572.23    | 0.02%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                           | Eversholt Funding PLC                                                           | CUSIP: EI5772997<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |       321429 | PA      | $444954.53    | 0.01%             | 2035-02-22      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | State of Lower Saxony                                                           | CUSIP: YJ4186120<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              |  | DE        |      1500000 | PA      | $1680742.41   | 0.05%             | 2032-10-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | New Zealand Local Government Funding Agency Bond                                | CUSIP: BK6471308<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      2000000 | PA      | $830287.10    | 0.02%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: ZF3605358<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6075491.86   | 0.17%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: ZK7861410<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |       110000 | PA      | $71583.97     | 0.00%             | 2033-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN Co Ltd                                                                      | CUSIP: YO5032256<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $340646.78    | 0.01%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DERBY HEALTHCARE PLC                                                            | Derby Healthcare PLC                                                            | CUSIP: ED1362265<br>LEI: 25490033UV5PQQ7FCV22 | Long             | DBT              | CORP              | GB        |       169960 | PA      | $215674.78    | 0.01%             | 2041-06-30      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | Raiffeisen Bank International AG                                                | CUSIP: ZI7742029<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119183.55    | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: BU5434974<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       140000 | PA      | $86870.65     | 0.00%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Banca Transilvania SA                                                           | Banca Transilvania SA                                                           | CUSIP: ZG3810337<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |       340000 | PA      | $409644.35    | 0.01%             | 2028-12-07      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                       | Prosus NV                                                                       | CUSIP: BQ4156072<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $531454.74    | 0.01%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | Protective Life Global Funding                                                  | CUSIP: YL9939577<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       320000 | PA      | $414775.40    | 0.01%             | 2030-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | Free and Hanseatic City of Hamburg                                              | CUSIP: BM1366749<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              |  | DE        |        40000 | PA      | $33679.33     | 0.00%             | 2035-11-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SPAIN                                                                | Spain Government International Bond                                             | CUSIP: EC1185833<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $399943.74    | 0.01%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | Sweden Government Bond                                                          | CUSIP: YO9530602<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      4000000 | PA      | $405464.90    | 0.01%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BS3661698<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $536560.66    | 0.01%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: YO9102485<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       150000 | PA      | $98575.07     | 0.00%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Landesbank Saar                                                                 | Landesbank Saar                                                                 | CUSIP: YJ6194809<br>LEI: 52990050SU0S4QQ4Z793 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $338044.74    | 0.01%             | 2030-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | Hydro-Quebec                                                                    | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $425839.27    | 0.01%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: EH6131138<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     11600000 | PA      | $2074494.46   | 0.06%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                           | Deutsche Lufthansa AG                                                           | CUSIP: YX0322140<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $233746.79    | 0.01%             | 2030-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: YX2705250<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1150000000 | PA      | $4973285.56   | 0.14%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: BJ9474542<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      3000000 | PA      | $3076653.99   | 0.09%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Sunderland SHG Finance PLC                                                      | Sunderland SHG Finance PLC                                                      | CUSIP: EC3979712<br>LEI: 213800Z4JT6R9UTTK872 | Long             | DBT              | CORP              | GB        |       267344 | PA      | $364237.91    | 0.01%             | 2042-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: AZ8298962<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    231420000 | PA      | $107829.38    | 0.00%             | 2039-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $560600.24    | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | Japan Government Two Year Bond                                                  | CUSIP: DA9622139<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3127569.30   | 0.09%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | Colgate-Palmolive Co                                                            | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       400000 | PA      | $389079.35    | 0.01%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | Swedbank Hypotek AB                                                             | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     11200000 | PA      | $1166143.49   | 0.03%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                           | Zuercher Kantonalbank                                                           | CUSIP: ZK0191062<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $508200.14    | 0.01%             | 2028-04-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banque et Caisse d'Epargne de l'Etat                                            | Banque et Caisse d'Epargne de l'Etat                                            | CUSIP: DA3601055<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |       400000 | PA      | $453338.35    | 0.01%             | 2031-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: YV4568445<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       710000 | PA      | $786929.16    | 0.02%             | 2034-09-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: YV4293531<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $455269.59    | 0.01%             | 2031-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | International Finance Corp                                                      | CUSIP: BH5793378<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |       500000 | PA      | $244169.80    | 0.01%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                            | CUSIP: BR4627484<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1200000 | PA      | $1286734.40   | 0.04%             | 2028-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3400000 | PA      | $2342760.92   | 0.07%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: YM4305848<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       500000 | PA      | $562876.45    | 0.02%             | 2036-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: BO5684341<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2980000 | PA      | $3270137.11   | 0.09%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                                              | Sweden Government Bond                                                          | CUSIP: AS7837154<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     23000000 | PA      | $2269665.71   | 0.06%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS HOMELOAN SFH                                                        | BNP Paribas Home Loan SFH SA                                                    | CUSIP: ZM6011724<br>LEI: 969500O7DJZNM0F0Z036 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $688480.57    | 0.02%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: ZN1430620<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | CORP              | PL        |      4500000 | PA      | $1280072.76   | 0.04%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20146 BUYUSD SELLPLN                                        | CUSIP: PLN260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $17379.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: EI8940526<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000000 | PA      | $658258.60    | 0.02%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | Capital Power Corp                                                              | CUSIP: 14046ZAT6<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $423458.85    | 0.01%             | 2033-01-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: YO9121618<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $801178.44    | 0.02%             | 2055-07-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | National Bank of Canada                                                         | CUSIP: 63306AJH0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $422732.26    | 0.01%             | 2031-10-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: YW0791759<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3480000 | PA      | $4026198.41   | 0.11%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Praemia Healthcare SACA                                                         | Praemia Healthcare SACA                                                         | CUSIP: DA8983425<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $330196.62    | 0.01%             | 2032-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: YL4374879<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       600000 | PA      | $666698.99    | 0.02%             | 2035-08-26      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Together Housing Finance PLC                                                    | Together Housing Finance PLC                                                    | CUSIP: EJ4735910<br>LEI: 213800FJW1TYLLKRV519 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $317196.24    | 0.01%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1500000 | PA      | $1202868.99   | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: YS5614815<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     80000000 | PA      | $2457514.54   | 0.07%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: BY9989892<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     33000000 | PA      | $1092291.78   | 0.03%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                                                   | Proximus SADP                                                                   | CUSIP: BS3563688<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |       800000 | PA      | $678477.23    | 0.02%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DiBa AG                                                                     | CUSIP: ZG0026325<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $695777.00    | 0.02%             | 2028-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BW5677461<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      4910000 | PA      | $5442920.84   | 0.15%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | Arkea Home Loans SFH SA                                                         | CUSIP: ZF6212954<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $224463.36    | 0.01%             | 2034-02-07      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: AW5666804<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1640000000 | PA      | $9937931.99   | 0.28%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                         | Romanian Government International Bond                                          | CUSIP: BO9736261<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $216068.48    | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LiveWest Treasury PLC                                                           | LiveWest Treasury PLC                                                           | CUSIP: ZR9548895<br>LEI: 2138003KE7A61PG6CK49 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $304296.29    | 0.01%             | 2043-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB Holdings BV                                                                 | CUSIP: AT1197058<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $446683.77    | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | State of Lower Saxony                                                           | CUSIP: YR0032569<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              |  | DE        |      1500000 | PA      | $1684382.86   | 0.05%             | 2033-08-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       540000 | PA      | $466546.70    | 0.01%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: AX0999661<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2200000 | PA      | $2321647.66   | 0.06%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | Kommuninvest I Sverige AB                                                       | CUSIP: YR2858722<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      6600000 | PA      | $680511.00    | 0.02%             | 2030-11-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                  | DSV Finance BV                                                                  | CUSIP: YU7464859<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $337655.46    | 0.01%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YM1393680<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      9000000 | PA      | $10197822.33  | 0.28%             | 2029-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                      | MSD Netherlands Capital BV                                                      | CUSIP: YX1273912<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |       540000 | PA      | $538731.01    | 0.02%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1870000 | PA      | $1335913.37   | 0.04%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                        | CUSIP: BP1537458<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       800000 | PA      | $618012.70    | 0.02%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                              | UBS Switzerland AG                                                              | CUSIP: YL8173616<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |       275000 | PA      | $311250.95    | 0.01%             | 2030-09-09      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | European Union                                                                  | CUSIP: YL9787562<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     19600000 | PA      | $22148745.25  | 0.62%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YP9041896<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3700000 | PA      | $4180667.47   | 0.12%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: EG6650006<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     10000000 | PA      | $2837968.80   | 0.08%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       860000 | PA      | $588402.57    | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: GG7373499<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3045000 | PA      | $3815621.12   | 0.11%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | State of North Rhine-Westphalia Germany                                         | CUSIP: BZ8454457<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $115544.49    | 0.00%             | 2028-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: EJ2582868<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       200000 | PA      | $200970.16    | 0.01%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                       | Aviva PLC                                                                       | CUSIP: ZO6664155<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $353133.17    | 0.01%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | East Japan Railway Co                                                           | CUSIP: YL6369604<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $559520.92    | 0.02%             | 2037-09-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: BO6060129<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $306538.77    | 0.01%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | Rogers Communications Inc                                                       | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74979.04     | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG Industries Inc                                                              | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       500000 | PA      | $557321.98    | 0.02%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                        | CUSIP: YS9198161<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       800000 | PA      | $902633.70    | 0.03%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       400000 | PA      | $432775.25    | 0.01%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                                              | Cyprus Government International Bond                                            | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      2600000 | PA      | $2647994.67   | 0.07%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                            | Cyprus Government International Bond                                            | CUSIP: ZP4820376<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       850000 | PA      | $689596.52    | 0.02%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: YX2488709<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1100000 | PA      | $1223465.15   | 0.03%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: ZI7513123<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       500000 | PA      | $604157.71    | 0.02%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | European Financial Stability Facility                                           | CUSIP: ZJ5825972<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      2660000 | PA      | $3069611.07   | 0.09%             | 2030-07-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $107963.89    | 0.00%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products and Chemicals Inc                                                  | CUSIP: 009158BM7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       300000 | PA      | $324001.61    | 0.01%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: ZD3129685<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3610000 | PA      | $3345682.61   | 0.09%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Transport for London                                                            | Transport for London                                                            | CUSIP: EJ6643088<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              |  | GB        |       600000 | PA      | $576240.54    | 0.02%             | 2045-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: YX9843542<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      8340000 | PA      | $9653883.35   | 0.27%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: YX2639160<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $542308.68    | 0.02%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $610927.59    | 0.02%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                    | ASB Bank Ltd                                                                    | CUSIP: BP4669910<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $99120.32     | 0.00%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: BO6331934<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       200000 | PA      | $244111.74    | 0.01%             | 2031-03-24      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: BN4537054<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $185065.38    | 0.01%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | Province of Manitoba Canada                                                     | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $493017.09    | 0.01%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                                              | Cyprus Government International Bond                                            | CUSIP: AW9847533<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      1200000 | PA      | $1319668.16   | 0.04%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: EJ1043680<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1000000 | PA      | $815409.06    | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | Veolia Environnement SA                                                         | CUSIP: AU3889329<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $105634.73    | 0.00%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2250000 | PA      | $611330.41    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: ZB3115720<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $572120.90    | 0.02%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Latvenergo AS                                                                   | Latvenergo AS                                                                   | CUSIP: YJ9461353<br>LEI: 213800DJRB539Q1EMW75 | Long             | DBT              | CORP              | LV        |       300000 | PA      | $337144.90    | 0.01%             | 2030-11-13      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                             | Pearson Funding PLC                                                             | CUSIP: BJ7575753<br>LEI: 2138001ZJKQ5U81RMY52 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $371641.06    | 0.01%             | 2030-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | Canada Housing Trust No 1                                                       | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $706151.70    | 0.02%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hypo Vorarlberg Bank AG                                                         | Hypo Vorarlberg Bank AG                                                         | CUSIP: YO2132539<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $448494.38    | 0.01%             | 2032-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group Inc/The                                                     | CUSIP: EH1585247<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       305000 | PA      | $416525.24    | 0.01%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: YW5764355<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     10500000 | PA      | $441601.98    | 0.01%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZM3378175<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2400000 | PA      | $2805281.71   | 0.08%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| THFC Funding No 3 PLC                                                           | THFC Funding No 3 PLC                                                           | CUSIP: EI8353019<br>LEI: 2138003VKRGBYNDTVV92 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $586007.24    | 0.02%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | Japan Government Ten Year Bond                                                  | CUSIP: BV7376502<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    709950000 | PA      | $4035589.82   | 0.11%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: YS4856409<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $202017.71    | 0.01%             | 2030-01-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | Credit Mutuel Arkea SA                                                          | CUSIP: ZN5408077<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235052.07    | 0.01%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank/The                                        | CUSIP: ZM8887378<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |        80000 | PA      | $92531.26     | 0.00%             | 2028-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: YN0553274<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $454874.85    | 0.01%             | 2036-06-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | Japan Government Forty Year Bond                                                | CUSIP: BW8435917<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    475000000 | PA      | $1409563.77   | 0.04%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZP5131328<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5100000 | PA      | $4129195.99   | 0.12%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: AS4623367<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1150000 | PA      | $568691.32    | 0.02%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1190000 | PA      | $1306799.66   | 0.04%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | Agence Francaise de Developpement EPIC                                          | CUSIP: YS5611845<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $792645.89    | 0.02%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $324723.59    | 0.01%             | 2031-07-22      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $129982.99    | 0.00%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | Swedbank Hypotek AB                                                             | CUSIP: BW7915547<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $340224.21    | 0.01%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: YK1474740<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      2079000 | PA      | $2349075.96   | 0.07%             | 2031-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                          | EQT AB                                                                          | CUSIP: BP3855841<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $492671.70    | 0.01%             | 2031-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YR5431188<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1209250000 | PA      | $7429715.92   | 0.21%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                      | Carmila SA                                                                      | CUSIP: YK6544356<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $329063.48    | 0.01%             | 2033-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty Ltd                                                   | SGSP Australia Assets Pty Ltd                                                   | CUSIP: YK3664371<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $335405.40    | 0.01%             | 2032-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: ZF3622833<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $573134.58    | 0.02%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | Caisse de Refinancement de l'Habitat SA                                         | CUSIP: ZJ0343005<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $347365.55    | 0.01%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       770000 | PA      | $586392.40    | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YM3773863<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    303250000 | PA      | $1852718.27   | 0.05%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: ZF1459642<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $650484.86    | 0.02%             | 2030-10-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                                            | Norway Government Bond                                                          | CUSIP: AS2564498<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      5000000 | PA      | $488998.85    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Amplius Living                                                                  | Amplius Living                                                                  | CUSIP: AS4423412<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $443283.31    | 0.01%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: FDS1NUOL1<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | CORP              | CZ        |      7000000 | PA      | $243644.89    | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1740000 | PA      | $1233778.51   | 0.03%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: YX0659566<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $334083.30    | 0.01%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: AO1479572<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       500000 | PA      | $570912.55    | 0.02%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: ZM4787788<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231351.90    | 0.01%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YQ2483432<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2200000000 | PA      | $13565214.66  | 0.38%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                         | Croatia Government International Bond                                           | CUSIP: BO2772289<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      1500000 | PA      | $1294859.76   | 0.04%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1100000000 | PA      | $1211396.83   | 0.03%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Aster Treasury Plc                                                              | Aster Treasury Plc                                                              | CUSIP: BN6473878<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $354359.56    | 0.01%             | 2036-01-27      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | Deutsche Telekom AG                                                             | CUSIP: YS7908512<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $621149.49    | 0.02%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: JV6513776<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       400000 | PA      | $431129.43    | 0.01%             | 2031-01-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: ZF2682507<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $531036.77    | 0.01%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BW7636242<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       750000 | PA      | $801251.30    | 0.02%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                            | CUSIP: AM1130609<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       500000 | PA      | $478926.07    | 0.01%             | 2037-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      4900000 | PA      | $3089805.28   | 0.09%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | Japan Government Five Year Bond                                                 | CUSIP: YK9413252<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6167892.39   | 0.17%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Investec PLC                                                                    | Investec PLC                                                                    | CUSIP: BQ4141611<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $126029.41    | 0.00%             | 2028-07-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      2660000 | PA      | $3090166.84   | 0.09%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING Groep NV                                                                    | CUSIP: BO1286448<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $123468.76    | 0.00%             | 2028-12-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $371778.15    | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | Ontario Teachers' Finance Trust                                                 | CUSIP: BW1147535<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $318738.98    | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: ZF8314725<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       150000 | PA      | $169892.22    | 0.00%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: EJ6098374<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2950000 | PA      | $2961216.73   | 0.08%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YU3371991<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   7100000000 | PA      | $4596349.57   | 0.13%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: DC8020281<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       300000 | PA      | $340198.87    | 0.01%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: YI1889181<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $335881.16    | 0.01%             | 2031-07-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hypo Vorarlberg Bank AG                                                         | Hypo Vorarlberg Bank AG                                                         | CUSIP: YX2465855<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $345581.94    | 0.01%             | 2030-05-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                | Iccrea Banca SpA                                                                | CUSIP: ZD3129479<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $348504.87    | 0.01%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: Q2R04NEE0<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $316354.70    | 0.01%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lineage Europe Finco BV                                                         | Lineage Europe Finco BV                                                         | CUSIP: 5510AAA25<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $347363.98    | 0.01%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $612642.33    | 0.02%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | Argenta Spaarbank NV                                                            | CUSIP: YS7959432<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $225490.83    | 0.01%             | 2032-02-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: X5S007KD8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | CORP              | RO        |      1500000 | PA      | $355145.84    | 0.01%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: EG8729493<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       850000 | PA      | $1139166.84   | 0.03%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                         | Croatia Government International Bond                                           | CUSIP: BJ9805851<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      2450000 | PA      | $2596190.06   | 0.07%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000000 | PA      | $654332.36    | 0.02%             | 2034-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: YQ5958273<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      3200000 | PA      | $2538619.54   | 0.07%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | State of the Grand-Duchy of Luxembourg                                          | CUSIP: BW6677957<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      2010000 | PA      | $2211606.20   | 0.06%             | 2029-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                          | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                          | CUSIP: BQ0850629<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $197208.86    | 0.01%             | 2031-06-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: ZK6504342<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $842521.91    | 0.02%             | 2034-05-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                                | WPP Finance 2013                                                                | CUSIP: ZD4424903<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $687935.89    | 0.02%             | 2029-09-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | Slovenia Government Bond                                                        | CUSIP: AW5355218<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       540000 | PA      | $594536.91    | 0.02%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: YP9807445<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $225766.47    | 0.01%             | 2030-05-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29251ZCA3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $110334.99    | 0.00%             | 2028-05-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      3200000 | PA      | $3875120.41   | 0.11%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: YP6540759<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2750000 | PA      | $3130513.31   | 0.09%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       300000 | PA      | $331669.59    | 0.01%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                               | Orbit Capital PLC                                                               | CUSIP: EK7963789<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $90712.26     | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: JV5267275<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000000 | PA      | $281053.67    | 0.01%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | Northumbrian Water Finance PLC                                                  | CUSIP: ZM8527370<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $125467.53    | 0.00%             | 2031-02-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                                                     | Swiss Confederation Government Bond                                             | CUSIP: EC9152959<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      4700000 | PA      | $7162956.75   | 0.20%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: ZL8995785<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3320000 | PA      | $3910477.24   | 0.11%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Life PLC                                                               | Standard Life PLC                                                               | CUSIP: BJ0861465<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $387949.05    | 0.01%             | 2031-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                             | Novo Nordisk Finance Netherlands BV                                             | CUSIP: YX0681941<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $799673.63    | 0.02%             | 2031-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | Astrazeneca Finance LLC                                                         | CUSIP: YW7306478<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       500000 | PA      | $565898.97    | 0.02%             | 2033-08-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart Inc                                                                     | CUSIP: ED6254335<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       600000 | PA      | $787613.55    | 0.02%             | 2035-09-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: YS4898948<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       300000 | PA      | $336873.88    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20066 BUYUSD SELLEUR                                        | CUSIP: EUR260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $36375.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 19757 BUYUSD SELLCHF                                        | CUSIP: CHF260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2305746.87   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19950 BUYUSD SELLIDR                                        | CUSIP: IDR260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $616929.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 19700 BUYUSD SELLDKK                                        | CUSIP: DKK260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $653009.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 19694 BUYUSD SELLTHB                                        | CUSIP: THB260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1153093.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22934 BUYEUR SELLUSD                                        | CUSIP: USD260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10872891.90  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 19721 BUYUSD SELLJPY                                        | CUSIP: JPY260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $13136224.48  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23182 BUYGBP SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-964.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20039 BUYUSD SELLDKK                                        | CUSIP: DKK260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $17126.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22871 BUYPEN SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-105033.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20476 BUYPEN SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17707.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22964 BUYUSD SELLCAD                                        | CUSIP: CAD260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $213521.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22898 BUYUSD SELLSGD                                        | CUSIP: SGD260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2317.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19846 BUYUSD SELLSEK                                        | CUSIP: SEK260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1716055.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22889 BUYUSD SELLRON                                        | CUSIP: RON260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-41573.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20250 BUYGBP SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-29200.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 22895 BUYHUF SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $111118.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 20467 BUYUSD SELLEUR                                        | CUSIP: EUR260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $158029.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22967 BUYCAD SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-219768.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 22937 BUYUSD SELLAUD                                        | CUSIP: AUD260507<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $172300.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 19745 BUYUSD SELLAUD                                        | CUSIP: AUD260407<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4361906.70   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 22943 BUYMXN SELLUSD                                        | CUSIP: USD260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $189266.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22961 BUYJPY SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1639892.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22913 BUYDKK SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $81942.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 19898 BUYJPY SELLUSD                                        | CUSIP: USD260407<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6471.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 20253 BUYEUR SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-81938.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20473 BUYUSD SELLKRW                                        | CUSIP: KRW260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $46450.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 19769 BUYUSD SELLILS                                        | CUSIP: ILS260407<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $343115.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22880 BUYUSD SELLPEN                                        | CUSIP: PEN260507<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $103131.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23164 BUYCLP SELLUSD                                        | CUSIP: USD260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7088.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 19754 BUYUSD SELLNZD                                        | CUSIP: NZD260407<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1057230.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 23179 BUYUSD SELLGBP                                        | CUSIP: GBP260507<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6986.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 19861 BUYUSD SELLHUF                                        | CUSIP: HUF260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $607585.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 22940 BUYSGD SELLUSD                                        | CUSIP: USD260407<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2213.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 20042 BUYUSD SELLGBP                                        | CUSIP: GBP260407<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |            1 | NC      | $77557.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting