# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-26-000108
**Filing Date:** 2026-2
**Character Count:** 1360808
**Document Hash:** 24284bd47a9323dfcf04f873735b6033
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-26-000108.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001635073-26-000108

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**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:** 26680722

**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            |

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $2581899290.00

**Total Liabilities:** $58153163.00

**Net Assets:** $2523746127.00

**Cash Not Reported:** $17460753.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -40.39000000 | **1-Year:** -102556.41000000 | **5-Year:** -392775.55000000 | **10-Year:** -554671.90000000 | **30-Year:** -361472.03000000

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

- **3-Month:** 330.95000000 | **1-Year:** -22827.78000000 | **5-Year:** -64309.19000000 | **10-Year:** -78496.82000000 | **30-Year:** -81949.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264203 | 0.85%                | -0.23%               | -0.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2105.96                 | $-34216.49                                 |
| Month 2  | $-152.25                 | $-2448176.81                               |
| Month 3  | $-18420.88               | $-10846773.43                              |

### 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      | $988153.62    | 0.04%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: BX4717795<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2000000 | PA      | $2366946.19   | 0.09%             | 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      | $511954.67    | 0.02%             | 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      | $348861.95    | 0.01%             | 2033-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: ZI7193496<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   230000000 | PA      | $712714.27    | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $365982.13    | 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      | $471306.11    | 0.02%             | 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      | $1593147.43   | 0.06%             | 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      | $241478.24    | 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      | $3041749.47   | 0.12%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: YN9615702<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2900000 | PA      | $3367856.86   | 0.13%             | 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      | $592455.69    | 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      | $209173.81    | 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        |      300000 | PA      | $346930.28    | 0.01%             | 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      | $74250.59     | 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      | $234434.74    | 0.01%             | 2028-09-08      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: ZF0658913<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 41200000000 | PA      | $2520235.26   | 0.10%             | 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      | $379223.43    | 0.02%             | 2035-10-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | State of the Grand-Duchy of Luxembourg                                          | CUSIP: AM2490663<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      410000 | PA      | $474310.67    | 0.02%             | 2027-02-01      | Fixed         | 0.62%                 | 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      | $140461.12    | 0.01%             | 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      | $235937.58    | 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      | $1074048.99   | 0.04%             | 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        |      900000 | PA      | $504871.41    | 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      | $230147.91    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | Hellenic Republic Government Bond                                               | CUSIP: ZF6609647<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      340000 | PA      | $401534.49    | 0.02%             | 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      | $1443735.27   | 0.06%             | 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      | $585891.12    | 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      | $3120865.10   | 0.12%             | 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        |      200000 | PA      | $256662.84    | 0.01%             | 2030-10-17      | Fixed         | 3.75%                 | 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      | $812487.02    | 0.03%             | 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      | $251799.27    | 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        |      500000 | PA      | $586194.70    | 0.02%             | 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      | $363935.33    | 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        |      300000 | PA      | $360975.23    | 0.01%             | 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      | $112665.43    | 0.00%             | 2028-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | Skandinaviska Enskilda Banken AB                                                | CUSIP: W8T54GXJ0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $437168.19    | 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        |    12000000 | PA      | $502321.30    | 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      | $67147.69     | 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      | $267378.47    | 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      | $4719986.85   | 0.19%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: ZH9735940<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      600000 | PA      | $743244.64    | 0.03%             | 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        |     1200000 | PA      | $1431644.82   | 0.06%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: YR8016713<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |      200000 | PA      | $229789.34    | 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      | $1464666.34   | 0.06%             | 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      | $2781207.10   | 0.11%             | 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        |      300000 | PA      | $348499.35    | 0.01%             | 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      | $1730537.69   | 0.07%             | 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      | $5730441.16   | 0.23%             | 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        |      300000 | PA      | $417162.80    | 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      | $118652.60    | 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      | $83049.54     | 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      | $240933.34    | 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      | $369421.34    | 0.01%             | 2035-05-15      | Fixed         | 0.00%                 | 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      | $575692.29    | 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        |      500000 | PA      | $604780.99    | 0.02%             | 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      | $100792.52    | 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        |      200000 | PA      | $276039.05    | 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      | $230398.63    | 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      | $253028.45    | 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        |      700000 | PA      | $706359.82    | 0.03%             | 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        |      150000 | PA      | $161150.38    | 0.01%             | 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      | $469392.34    | 0.02%             | 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      | $4262906.31   | 0.17%             | 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        |      250000 | PA      | $189157.40    | 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      | $2385977.03   | 0.09%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: BJ4753296<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $115094.07    | 0.00%             | 2027-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nats En Route PLC                                                               | Nats En Route PLC                                                               | CUSIP: BP3045419<br>LEI: 213800AOOCT6JKFY6Z68 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $215265.53    | 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      | $346935.73    | 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      | $1597767.42   | 0.06%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | Medtronic Inc                                                                   | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      300000 | PA      | $342479.14    | 0.01%             | 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      | $392608.34    | 0.02%             | 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      | $406333.72    | 0.02%             | 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        |      200000 | PA      | $124887.59    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                       | CUSIP: YM6438183<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $574614.05    | 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      | $77137.53     | 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        |      300000 | PA      | $197175.89    | 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      | $417607.03    | 0.02%             | 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      | $1201625.91   | 0.05%             | 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      | $549409.89    | 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        | 20000000000 | PA      | $1228290.03   | 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      | $594063.10    | 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      | $120817.78    | 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      | $1745636.89   | 0.07%             | 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      | $227088.96    | 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      | $755959.18    | 0.03%             | 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      | $488817.26    | 0.02%             | 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      | $4404855.48   | 0.17%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Bromford Flagship Ltd                                                           | Bromford Flagship Ltd                                                           | CUSIP: AS3052857<br>LEI: 213800GKFIZBLASN3454 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $177902.46    | 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      | $1152385.31   | 0.05%             | 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      | $357666.96    | 0.01%             | 2031-09-05      | Fixed         | 3.62%                 | 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      | $474431.86    | 0.02%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | Eurogrid GmbH                                                                   | CUSIP: YU3720031<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $578811.69    | 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      | $347075.89    | 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      | $829749.62    | 0.03%             | 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      | $800136.58    | 0.03%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | Kuntarahoitus Oyj                                                               | CUSIP: YN0597875<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      500000 | PA      | $574527.24    | 0.02%             | 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      | $561571.30    | 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      | $233943.23    | 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        |      100000 | PA      | $140012.15    | 0.01%             | 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      | $375697.21    | 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      | $1362938.07   | 0.05%             | 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        |      200000 | PA      | $126894.22    | 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      | $136777.60    | 0.01%             | 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      | $281200.95    | 0.01%             | 2033-11-14      | Fixed         | 5.62%                 | 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      | $1191160.66   | 0.05%             | 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      | $439712.87    | 0.02%             | 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      | $146388.56    | 0.01%             | 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      | $3887840.56   | 0.15%             | 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      | $117623.01    | 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      | $73258.70     | 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      | $1088953.09   | 0.04%             | 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        |      150000 | PA      | $175706.27    | 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      | $211067.32    | 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      | $477388.72    | 0.02%             | 2029-01-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                   | Santander Consumer Finance SA                                                   | CUSIP: ZF2346780<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $481943.56    | 0.02%             | 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      | $588882.65    | 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      | $233945.29    | 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        |      100000 | PA      | $137701.09    | 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        |      700000 | PA      | $835759.73    | 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      | $351323.33    | 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      | $115292.02    | 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      | $816750.92    | 0.03%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: D09856F89<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $234320.92    | 0.01%             | 2035-03-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: AL1453656<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 10000000000 | PA      | $645890.84    | 0.03%             | 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      | $319470.06    | 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      | $241051.06    | 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      | $264666.50    | 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        |     3500000 | PA      | $3966697.74   | 0.16%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                    | Hydro-Quebec                                                                    | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $324045.23    | 0.01%             | 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      | $182268.83    | 0.01%             | 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      | $3122253.54   | 0.12%             | 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        |      100000 | PA      | $52789.76     | 0.00%             | 2061-06-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1350000 | PA      | $984291.08    | 0.04%             | 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      | $237277.17    | 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      | $469326.89    | 0.02%             | 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      | $613868.17    | 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      | $964571.84    | 0.04%             | 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      | $475923.00    | 0.02%             | 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      | $207602.88    | 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        |      200000 | PA      | $271603.58    | 0.01%             | 2028-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | Nordea Kiinnitysluottopankki Oyj                                                | CUSIP: ZF5525083<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $474460.15    | 0.02%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercialys SA                                                                    | Mercialys SA                                                                    | CUSIP: YV5060202<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237693.67    | 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        |      300000 | PA      | $355565.15    | 0.01%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                        | Thailand Government Bond                                                        | CUSIP: AT4545436<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    25000000 | PA      | $832889.12    | 0.03%             | 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      | $294291.69    | 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      | $199366.79    | 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      | $2973595.71   | 0.12%             | 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      | $1074181.95   | 0.04%             | 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        |      100000 | PA      | $67169.02     | 0.00%             | 2057-04-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: ZF3676805<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $196620.39    | 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        |      300000 | PA      | $345676.32    | 0.01%             | 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      | $119145.36    | 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      | $594588.40    | 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      | $233443.72    | 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        |      200000 | PA      | $253850.31    | 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      | $572249.55    | 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      | $685064.63    | 0.03%             | 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      | $439616.58    | 0.02%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP Financial Inc                                                               | CUSIP: C23264AY7<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $362432.97    | 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      | $110651.09    | 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      | $619249.24    | 0.02%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ceska sporitelna AS                                                             | Ceska sporitelna AS                                                             | CUSIP: YL8168889<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      400000 | PA      | $470063.16    | 0.02%             | 2032-09-09      | Fixed         | 3.74%                 | 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      | $548993.49    | 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      | $1652508.86   | 0.07%             | 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      | $323768.50    | 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      | $1989285.78   | 0.08%             | 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      | $298861.25    | 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      | $796741.34    | 0.03%             | 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        |      300000 | PA      | $311257.24    | 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        |      200000 | PA      | $299176.21    | 0.01%             | 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        |     1342000 | PA      | $848963.41    | 0.03%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                     | CUSIP: BN3323514<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $671315.70    | 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      | $279226.03    | 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      | $369754.46    | 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      | $871515.09    | 0.03%             | 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      | $453844.89    | 0.02%             | 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      | $2657758.44   | 0.11%             | 2031-04-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Chesnara PLC                                                                    | Chesnara PLC                                                                    | CUSIP: BU0569212<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $187403.46    | 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      | $398559.35    | 0.02%             | 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      | $935326.65    | 0.04%             | 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        |      200000 | PA      | $285145.85    | 0.01%             | 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      | $593698.91    | 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        |     8000000 | PA      | $2414400.85   | 0.10%             | 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        |      700000 | PA      | $884667.62    | 0.04%             | 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      | $116396.54    | 0.00%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                          | Realkredit Danmark A/S                                                          | CUSIP: K8094KWB5<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     4750000 | PA      | $704900.27    | 0.03%             | 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        |     1600000 | PA      | $1944796.63   | 0.08%             | 2028-04-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                      | Anglo American Capital PLC                                                      | CUSIP: ZD6850188<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $483793.95    | 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      | $580774.20    | 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      | $353608.63    | 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      | $347902.90    | 0.01%             | 2031-09-25      | Fixed         | 3.12%                 | 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      | $6687160.67   | 0.26%             | 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      | $654669.39    | 0.03%             | 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      | $535133.82    | 0.02%             | 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        |     4000000 | PA      | $446926.23    | 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      | $589541.76    | 0.02%             | 2031-09-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                      | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $422767.83    | 0.02%             | 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        |  2000000000 | PA      | $1280646.02   | 0.05%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: EI2397178<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      145000 | PA      | $178376.78    | 0.01%             | 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        |      300000 | PA      | $350070.47    | 0.01%             | 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      | $356387.85    | 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      | $1619707.38   | 0.06%             | 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      | $2896855.17   | 0.11%             | 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      | $68775.79     | 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        |      200000 | PA      | $234443.37    | 0.01%             | 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      | $112083.17    | 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      | $3495001.44   | 0.14%             | 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      | $771645.06    | 0.03%             | 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      | $3458187.35   | 0.14%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| State of Bremen                                                                 | State of Bremen                                                                 | CUSIP: D1R2ZQAA3<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $578387.63    | 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      | $467739.65    | 0.02%             | 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        |     3580000 | PA      | $4883618.49   | 0.19%             | 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        |      200000 | PA      | $233886.49    | 0.01%             | 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      | $495506.32    | 0.02%             | 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      | $408469.15    | 0.02%             | 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      | $410145.21    | 0.02%             | 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        |      200000 | PA      | $231040.54    | 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        |      600000 | PA      | $694785.05    | 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        |      300000 | PA      | $355752.82    | 0.01%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      700000 | PA      | $266281.81    | 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        |     1000000 | PA      | $1163199.66   | 0.05%             | 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      | $222181.93    | 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      | $534074.71    | 0.02%             | 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        |     4900000 | PA      | $5084950.57   | 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      | $461967.21    | 0.02%             | 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      | $489885.74    | 0.02%             | 2028-09-14      | Fixed         | 5.25%                 | 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      | $392282.94    | 0.02%             | 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      | $617184.01    | 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        |      300000 | PA      | $415503.36    | 0.02%             | 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      | $1733096.09   | 0.07%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | Swedbank Hypotek AB                                                             | CUSIP: W9T1222Z8<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     5200000 | PA      | $570546.29    | 0.02%             | 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        |      800000 | PA      | $926433.70    | 0.04%             | 2028-09-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| OTP Banka dd                                                                    | OTP Banka dd                                                                    | CUSIP: ZD9261839<br>LEI: 549300J0GSZ83GTKBZ89 | Long             | DBT              | CORP              | SI        |      200000 | PA      | $240613.57    | 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        |      100000 | PA      | $87737.95     | 0.00%             | 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      | $1115823.54   | 0.04%             | 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        |    15300000 | PA      | $2260550.80   | 0.09%             | 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        |      400000 | PA      | $476005.63    | 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        |      500000 | PA      | $573291.25    | 0.02%             | 2037-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                          | Realkredit Danmark A/S                                                          | CUSIP: K8094KYR8<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $566820.63    | 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      | $1614845.77   | 0.06%             | 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        |     2540000 | PA      | $2990977.83   | 0.12%             | 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        |     8500000 | PA      | $2128387.06   | 0.08%             | 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      | $574438.72    | 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      | $586443.43    | 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      | $453345.04    | 0.02%             | 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        |      100000 | PA      | $127733.95    | 0.01%             | 2038-02-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                    | Hydro-Quebec                                                                    | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $443485.68    | 0.02%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | Deutsche Post AG                                                                | CUSIP: YO9500878<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $469118.27    | 0.02%             | 2032-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KBF3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228189.23    | 0.01%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: YS7112883<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      700000 | PA      | $822279.74    | 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      | $182439.90    | 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      | $348580.40    | 0.01%             | 2032-11-03      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: U64959CY0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      600000 | PA      | $387577.94    | 0.02%             | 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      | $2509362.34   | 0.10%             | 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      | $246057.24    | 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        |      500000 | PA      | $538086.02    | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | Richemont International Holding SA                                              | CUSIP: AR7772213<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110926.26    | 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      | $402533.79    | 0.02%             | 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      | $604099.41    | 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      | $261930.78    | 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      | $362596.67    | 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      | $115739.06    | 0.00%             | 2026-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: P3719CLZ3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   410000000 | PA      | $501872.83    | 0.02%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | Arkema SA                                                                       | CUSIP: ZD7264215<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $479750.08    | 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      | $220428.05    | 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      | $240652.73    | 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        |     1310000 | PA      | $1527507.13   | 0.06%             | 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      | $970384.83    | 0.04%             | 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      | $579838.29    | 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      | $200601.72    | 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      | $1643528.83   | 0.07%             | 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      | $235873.48    | 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      | $581084.81    | 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      | $480473.54    | 0.02%             | 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      | $1309660.33   | 0.05%             | 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      | $546192.75    | 0.02%             | 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        |      750000 | PA      | $532438.45    | 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        |     2340000 | PA      | $2470513.00   | 0.10%             | 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      | $332867.53    | 0.01%             | 2036-03-07      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8856 BUYUSD SELLIDR                                         | CUSIP: IDR260109<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4768.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: BK7234325<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $342498.62    | 0.01%             | 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      | $1698810.17   | 0.07%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Coface SA                                                                       | Coface SA                                                                       | CUSIP: BZ0002932<br>LEI: 96950025N07LTJYFSN57 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $260453.71    | 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      | $243583.60    | 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      | $146330.11    | 0.01%             | 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        |      300000 | PA      | $331610.43    | 0.01%             | 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        |     1260000 | PA      | $1474189.52   | 0.06%             | 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        |      440000 | PA      | $502803.58    | 0.02%             | 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        |      300000 | PA      | $352709.45    | 0.01%             | 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      | $284001.46    | 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        |      400000 | PA      | $468215.10    | 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        |     7500000 | PA      | $1883313.23   | 0.07%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $272242.20    | 0.01%             | 2054-12-02      | Fixed         | 4.20%                 | 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      | $387862.99    | 0.02%             | 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      | $6282896.01   | 0.25%             | 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      | $576891.46    | 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      | $956550.16    | 0.04%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CWY9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147781.87    | 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      | $920561.42    | 0.04%             | 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      | $221138.79    | 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      | $2486100.79   | 0.10%             | 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        |      300000 | PA      | $368229.85    | 0.01%             | 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      | $235130.08    | 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      | $126233.39    | 0.01%             | 2031-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                            | CUSIP: ZM7431418<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      400000 | PA      | $451821.86    | 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      | $309653.97    | 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       |      731000 | PA      | $857802.67    | 0.03%             | 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      | $224408.54    | 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      | $241919.88    | 0.01%             | 2037-03-26      | Fixed         | 4.62%                 | 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        |      500000 | PA      | $579515.27    | 0.02%             | 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      | $294902.26    | 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        |     5500000 | PA      | $4068134.23   | 0.16%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: U37047BD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $235106.12    | 0.01%             | 2029-08-04      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: ZK9078195<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      230000 | PA      | $279287.95    | 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        |      500000 | PA      | $687927.99    | 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      | $227512.27    | 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      | $3181664.44   | 0.13%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349600.24    | 0.01%             | 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        |     1000000 | PA      | $1185756.23   | 0.05%             | 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      | $7362454.94   | 0.29%             | 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      | $576548.82    | 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      | $181189.20    | 0.01%             | 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      | $677240.90    | 0.03%             | 2030-09-06      | Fixed         | 1.00%                 | 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      | $392819.67    | 0.02%             | 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        |     3700000 | PA      | $4284075.59   | 0.17%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | CORP              | MX        |    90500000 | PA      | $5076899.25   | 0.20%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: AM7816755<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1000000 | PA      | $1296271.54   | 0.05%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                                              | Kingdom of Belgium                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BE        |      200000 | PA      | $231562.40    | 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      | $384489.99    | 0.02%             | 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      | $347472.79    | 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      | $49800.84     | 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      | $634155.03    | 0.03%             | 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      | $509699.07    | 0.02%             | 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      | $342786.65    | 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        |      500000 | PA      | $328329.74    | 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      | $1108432.59   | 0.04%             | 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      | $353842.61    | 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        |      500000 | PA      | $591018.94    | 0.02%             | 2030-05-23      | Fixed         | 3.25%                 | 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      | $230364.27    | 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      | $187125.61    | 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        |      300000 | PA      | $354582.13    | 0.01%             | 2031-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                          | Netherlands Government Bond                                                     | CUSIP: ZO5449301<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      395000 | PA      | $185745.47    | 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      | $232537.05    | 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        |     7000000 | PA      | $1793607.69   | 0.07%             | 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        |      100000 | PA      | $107023.73    | 0.00%             | 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      | $584936.46    | 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        |     2000000 | PA      | $192027.61    | 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        |   185000000 | PA      | $509601.26    | 0.02%             | 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        |     1500000 | PA      | $1775949.55   | 0.07%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Schroders PLC                                                                   | Schroders PLC                                                                   | CUSIP: ZB2808218<br>LEI: 2138001YYBULX5SZ2H24 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $139945.00    | 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        |      225000 | PA      | $171294.11    | 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      | $598987.40    | 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        |      600000 | PA      | $702900.00    | 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      | $575956.59    | 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      | $378150.93    | 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      | $67678.62     | 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        |      200000 | PA      | $235839.23    | 0.01%             | 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        |      200000 | PA      | $112097.27    | 0.00%             | 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      | $444010.94    | 0.02%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YP6341182<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $358324.67    | 0.01%             | 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        |      200000 | PA      | $264075.31    | 0.01%             | 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      | $118322.07    | 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      | $3692194.49   | 0.15%             | 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      | $3096749.50   | 0.12%             | 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      | $210643.47    | 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      | $422755.54    | 0.02%             | 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        |     2000000 | PA      | $2337307.33   | 0.09%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3300000 | PA      | $2352792.27   | 0.09%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                           | Estonia Government International Bond                                           | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |     2000000 | PA      | $2326515.33   | 0.09%             | 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      | $58922.02     | 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      | $263189.27    | 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      | $1092332.46   | 0.04%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: ZF9007823<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $356516.77    | 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        |     1500000 | PA      | $486524.79    | 0.02%             | 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      | $349164.41    | 0.01%             | 2030-05-20      | Fixed         | 2.50%                 | 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      | $413023.81    | 0.02%             | 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        |     2240000 | PA      | $2612149.48   | 0.10%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | Credit Agricole Assurances SA                                                   | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116311.35    | 0.00%             | 2048-01-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EJ1358112<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2000000 | PA      | $2081753.69   | 0.08%             | 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      | $1222031.82   | 0.05%             | 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      | $2895051.79   | 0.11%             | 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      | $348365.16    | 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      | $347857.15    | 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      | $958842.08    | 0.04%             | 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        |      500000 | PA      | $676768.67    | 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        |      350000 | PA      | $408884.15    | 0.02%             | 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        |      700000 | PA      | $803921.38    | 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        |    12000000 | PA      | $1281972.65   | 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      | $347511.97    | 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      | $371340.07    | 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        |     2571000 | PA      | $1534775.17   | 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        |      100000 | PA      | $125319.41    | 0.00%             | 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        |  1075000000 | PA      | $6295551.69   | 0.25%             | 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      | $542148.78    | 0.02%             | 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        |     8000000 | PA      | $841154.38    | 0.03%             | 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      | $149229.65    | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11041 BUYUSD SELLJPY                                        | CUSIP: JPY260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $377190.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                                      | Edenred SE                                                                      | CUSIP: AM9419426<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349730.23    | 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      | $7736483.14   | 0.31%             | 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        |      200000 | PA      | $198950.51    | 0.01%             | 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      | $280871.28    | 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      | $216310.81    | 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      | $1734551.42   | 0.07%             | 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      | $600969.54    | 0.02%             | 2044-09-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: YS6734232<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $238043.13    | 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      | $341470.00    | 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        |     2150000 | PA      | $2678000.67   | 0.11%             | 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      | $185610.07    | 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      | $518300.20    | 0.02%             | 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        |   790000000 | PA      | $4815953.30   | 0.19%             | 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      | $360122.91    | 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      | $115491.17    | 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      | $559947.87    | 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      | $408183.59    | 0.02%             | 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      | $100980.12    | 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        |      300000 | PA      | $316277.37    | 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        |      950000 | PA      | $973865.48    | 0.04%             | 2031-04-30      | Fixed         | 0.10%                 | 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      | $242651.82    | 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        |   335000000 | PA      | $2008226.10   | 0.08%             | 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        |      300000 | PA      | $164642.71    | 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      | $252076.25    | 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      | $794336.09    | 0.03%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Unilever PLC                                                                    | Unilever PLC                                                                    | CUSIP: AP0959381<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $250597.99    | 0.01%             | 2029-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: YS6734190<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $118821.67    | 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        |      200000 | PA      | $177287.01    | 0.01%             | 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      | $593956.26    | 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      | $1657860.62   | 0.07%             | 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      | $397277.62    | 0.02%             | 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      | $121723.73    | 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        |     4450000 | PA      | $6086780.23   | 0.24%             | 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      | $2048896.48   | 0.08%             | 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        |      300000 | PA      | $348812.63    | 0.01%             | 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        |      200000 | PA      | $240758.91    | 0.01%             | 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      | $1899819.09   | 0.08%             | 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      | $1438399.95   | 0.06%             | 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        |       80686 | PA      | $106141.36    | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | 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      | $130889.30    | 0.01%             | 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      | $3747293.85   | 0.15%             | 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      | $235151.00    | 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      | $601757.52    | 0.02%             | 2028-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                            | Jyske Realkredit A/S                                                            | CUSIP: K5S69JAR4<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |     4200000 | PA      | $619360.14    | 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        |      300000 | PA      | $344902.74    | 0.01%             | 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      | $453680.85    | 0.02%             | 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        |      690000 | PA      | $337872.97    | 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      | $259606.06    | 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        |     1940000 | PA      | $2229919.90   | 0.09%             | 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      | $229562.00    | 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      | $2746078.02   | 0.11%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MassMutual Global Funding II                                                    | CUSIP: U5756XAK5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $272276.72    | 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      | $120884.21    | 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        |      300000 | PA      | $222863.40    | 0.01%             | 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        |      400000 | PA      | $292806.13    | 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        |      300000 | PA      | $404012.50    | 0.02%             | 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      | $474482.28    | 0.02%             | 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      | $246693.89    | 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      | $272516.95    | 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        |     1100000 | PA      | $1276295.06   | 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      | $572767.31    | 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      | $584505.68    | 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      | $602489.85    | 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      | $4455867.23   | 0.18%             | 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      | $76498.89     | 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      | $349508.20    | 0.01%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: BX8895589<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $249369.28    | 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        |      200000 | PA      | $227478.02    | 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        |      300000 | PA      | $359750.15    | 0.01%             | 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      | $584766.55    | 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        |      750000 | PA      | $830026.78    | 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        |     4750000 | PA      | $5845641.39   | 0.23%             | 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      | $886053.37    | 0.04%             | 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      | $1218570.64   | 0.05%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                            | Peru Government Bond                                                            | CUSIP: EI1294947<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5500000 | PA      | $1708798.35   | 0.07%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: YQ8816700<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $359861.45    | 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        |     1890000 | PA      | $2252080.19   | 0.09%             | 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        |      255003 | PA      | $333211.13    | 0.01%             | 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      | $3686390.42   | 0.15%             | 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        |     1200000 | PA      | $1262321.19   | 0.05%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: EJ6781532<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2000000 | PA      | $543640.28    | 0.02%             | 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        |     2800000 | PA      | $1737688.30   | 0.07%             | 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      | $606863.27    | 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      | $193196.81    | 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      | $3393597.74   | 0.13%             | 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      | $147669.52    | 0.01%             | 2028-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: YV2848906<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $165231.83    | 0.01%             | 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      | $123926.54    | 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        |      300000 | PA      | $349957.90    | 0.01%             | 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      | $1552485.14   | 0.06%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: YX5574927<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $494632.64    | 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        |     7000000 | PA      | $2167403.16   | 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      | $157251.56    | 0.01%             | 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        |     4200000 | PA      | $5784469.55   | 0.23%             | 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      | $208207.36    | 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        |      300000 | PA      | $201383.70    | 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      | $1067136.45   | 0.04%             | 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      | $207432.37    | 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      | $384670.64    | 0.02%             | 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        |      100000 | PA      | $106499.42    | 0.00%             | 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      | $628832.88    | 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        |      300000 | PA      | $178732.81    | 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      | $138120.50    | 0.01%             | 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        |   100000000 | PA      | $617110.59    | 0.02%             | 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      | $990298.74    | 0.04%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: EI4151326<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225613.43    | 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        |     2044000 | PA      | $2483892.35   | 0.10%             | 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      | $491025.69    | 0.02%             | 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        |   600000000 | PA      | $314967.26    | 0.01%             | 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      | $261308.15    | 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        |      300000 | PA      | $307064.32    | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: YX5037305<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $298870.49    | 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      | $144259.01    | 0.01%             | 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      | $620550.52    | 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      | $2213248.34   | 0.09%             | 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        |     5410000 | PA      | $6373361.99   | 0.25%             | 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        |     3180000 | PA      | $3762947.18   | 0.15%             | 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       |    11000000 | PA      | $12741156.37  | 0.50%             | 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      | $885623.33    | 0.04%             | 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      | $234909.36    | 0.01%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: AX5202350<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3800000 | PA      | $4657560.03   | 0.18%             | 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      | $117713.01    | 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      | $201509.41    | 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        |      500000 | PA      | $491244.18    | 0.02%             | 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        |     5000000 | PA      | $228969.20    | 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        |     1380000 | PA      | $1486029.17   | 0.06%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: AP4915694<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      800000 | PA      | $633512.01    | 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      | $388970.32    | 0.02%             | 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      | $495228.68    | 0.02%             | 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      | $4601614.09   | 0.18%             | 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      | $970920.92    | 0.04%             | 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        |      200000 | PA      | $147882.55    | 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      | $3188446.91   | 0.13%             | 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      | $703556.87    | 0.03%             | 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      | $312109.18    | 0.01%             | 2028-07-24      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ITM Entreprises SASU                                                            | ITM Entreprises SASU                                                            | CUSIP: YS7922786<br>LEI: 969500LMMR83QL6TLK43 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239706.95    | 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      | $556996.69    | 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        |      300000 | PA      | $309125.49    | 0.01%             | 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      | $599382.24    | 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        |      250000 | PA      | $291633.78    | 0.01%             | 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      | $2524860.72   | 0.10%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                     | Altarea SCA                                                                     | CUSIP: BM9761909<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217073.98    | 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      | $614940.81    | 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      | $297842.13    | 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      | $3593377.78   | 0.14%             | 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      | $479270.48    | 0.02%             | 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      | $295237.00    | 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      | $109674.91    | 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      | $1218948.51   | 0.05%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding Designated Activity Co                              | BMS Ireland Capital Funding Designated Activity Co                              | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | RF                | IE        |      400000 | PA      | $458408.08    | 0.02%             | 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      | $716782.78    | 0.03%             | 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      | $116159.78    | 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      | $346857.87    | 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      | $6723759.52   | 0.27%             | 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        |      100000 | PA      | $87594.01     | 0.00%             | 2052-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | Medtronic Inc                                                                   | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      400000 | PA      | $437928.26    | 0.02%             | 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      | $475474.12    | 0.02%             | 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      | $367145.55    | 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      | $403742.33    | 0.02%             | 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        |     3000000 | PA      | $2171862.12   | 0.09%             | 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      | $988615.70    | 0.04%             | 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      | $272477.89    | 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        |      300000 | PA      | $348326.42    | 0.01%             | 2031-10-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: YX0681818<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1197864.01   | 0.05%             | 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      | $163388.66    | 0.01%             | 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        |      100000 | PA      | $155849.23    | 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        |    57750000 | PA      | $377813.10    | 0.01%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XEA0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      400000 | PA      | $384281.16    | 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      | $95007.71     | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $220819.59    | 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      | $1069089.91   | 0.04%             | 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      | $550780.07    | 0.02%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $367999.27    | 0.01%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Crelan Home Loan SCF                                                            | Crelan Home Loan SCF                                                            | CUSIP: YN8761499<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347002.13    | 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      | $2009914.19   | 0.08%             | 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      | $596329.75    | 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      | $369686.12    | 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      | $1514619.43   | 0.06%             | 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      | $236309.46    | 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      | $692752.45    | 0.03%             | 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      | $412276.07    | 0.02%             | 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        |      200000 | PA      | $257903.20    | 0.01%             | 2042-03-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YO1619965<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      324000 | PA      | $448343.01    | 0.02%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | Stellantis NV                                                                   | CUSIP: ZD7258688<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $330666.58    | 0.01%             | 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      | $200169.38    | 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        |      200000 | PA      | $249175.25    | 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      | $153243.12    | 0.01%             | 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      | $355783.10    | 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      | $994511.55    | 0.04%             | 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      | $1032189.31   | 0.04%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                                             | Experian Europe DAC                                                             | CUSIP: BU3555069<br>LEI: 635400QBLELMETXQLA08 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $542199.62    | 0.02%             | 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      | $229754.58    | 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        |     1140000 | PA      | $1290902.12   | 0.05%             | 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        |     2920000 | PA      | $3427291.10   | 0.14%             | 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      | $354421.12    | 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      | $112323.60    | 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      | $1382626.81   | 0.05%             | 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      | $753208.60    | 0.03%             | 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      | $403071.07    | 0.02%             | 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        |      700000 | PA      | $835820.19    | 0.03%             | 2028-10-20      | 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      | $1632783.93   | 0.06%             | 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      | $925666.50    | 0.04%             | 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      | $453516.71    | 0.02%             | 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      | $118730.84    | 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        |      300000 | PA      | $348957.79    | 0.01%             | 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      | $232051.48    | 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      | $354936.56    | 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      | $272321.65    | 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        |      200000 | PA      | $247477.28    | 0.01%             | 2043-01-18      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: BT6213545<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $287187.44    | 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      | $641048.73    | 0.03%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: BR3374948<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      500000 | PA      | $482992.82    | 0.02%             | 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      | $349024.48    | 0.01%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: ZK8854216<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121369.04    | 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        |      400000 | PA      | $438348.01    | 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        |      100000 | PA      | $117521.67    | 0.00%             | 2036-03-12      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | Land Thueringen                                                                 | CUSIP: D8T44EBA2<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $234474.78    | 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      | $714300.16    | 0.03%             | 2031-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TP ICAP Finance PLC                                                             | TP ICAP Finance PLC                                                             | CUSIP: BS3575872<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $126069.53    | 0.00%             | 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      | $201953.20    | 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      | $691658.09    | 0.03%             | 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      | $544087.39    | 0.02%             | 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      | $346972.38    | 0.01%             | 2032-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EC0518513<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2000000 | PA      | $2496370.94   | 0.10%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10287 BUYUSD SELLCHF                                        | CUSIP: CHF260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7971.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | Notting Hill Genesis                                                            | CUSIP: AP3254863<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $433544.93    | 0.02%             | 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      | $790623.46    | 0.03%             | 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      | $238712.22    | 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      | $531686.68    | 0.02%             | 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      | $229582.06    | 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      | $551389.55    | 0.02%             | 2034-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: YU1877221<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     7430000 | PA      | $318192.03    | 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      | $370986.69    | 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        |   150000000 | PA      | $517404.06    | 0.02%             | 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      | $1110968.83   | 0.04%             | 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      | $366857.56    | 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      | $351407.79    | 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        |     1210000 | PA      | $1404470.27   | 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        |      200000 | PA      | $144256.79    | 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        |      122000 | PA      | $90532.32     | 0.00%             | 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        |      200000 | PA      | $262042.64    | 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        |      500000 | PA      | $582555.66    | 0.02%             | 2032-01-24      | Fixed         | 3.00%                 | 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      | $303498.08    | 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        |      600000 | PA      | $442872.88    | 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      | $711289.00    | 0.03%             | 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      | $2243675.57   | 0.09%             | 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        |     1750000 | PA      | $1422793.55   | 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      | $523409.73    | 0.02%             | 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        |      100000 | PA      | $84357.59     | 0.00%             | 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      | $899923.31    | 0.04%             | 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        |     1500000 | PA      | $1154017.87   | 0.05%             | 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      | $10520814.06  | 0.42%             | 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      | $7236534.50   | 0.29%             | 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      | $115196.13    | 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        |      300000 | PA      | $311782.88    | 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      | $237469.83    | 0.01%             | 2031-05-22      | Fixed         | 3.52%                 | 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      | $1563418.29   | 0.06%             | 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      | $478256.99    | 0.02%             | 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      | $348248.74    | 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      | $120351.26    | 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        |  3500000000 | PA      | $2158682.16   | 0.09%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Schleswig-Holstein                                             | Investitionsbank Schleswig-Holstein                                             | CUSIP: D3R62XBL6<br>LEI: 52990063ADNRF9GBTQ30 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $566245.86    | 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      | $256854.40    | 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      | $724063.47    | 0.03%             | 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      | $435271.63    | 0.02%             | 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      | $119647.71    | 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      | $93448.23     | 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        |      735000 | PA      | $845417.10    | 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      | $109207.73    | 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      | $692179.67    | 0.03%             | 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      | $137813.51    | 0.01%             | 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      | $320131.31    | 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      | $174040.90    | 0.01%             | 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      | $569046.82    | 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        |      400000 | PA      | $463735.76    | 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      | $476695.91    | 0.02%             | 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      | $3358096.68   | 0.13%             | 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      | $242301.49    | 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        |      500000 | PA      | $633073.52    | 0.03%             | 2040-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: ZF0316231<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3500000 | PA      | $1105703.29   | 0.04%             | 2035-03-30      | Fixed         | 4.00%                 | 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        |      400000 | PA      | $403490.58    | 0.02%             | 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      | $511679.90    | 0.02%             | 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      | $2318727.23   | 0.09%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | Carrefour SA                                                                    | CUSIP: YN5035905<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $353008.28    | 0.01%             | 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        |      450000 | PA      | $438083.45    | 0.02%             | 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      | $589367.76    | 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        |      200000 | PA      | $235309.83    | 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        |  1175000000 | PA      | $6938905.55   | 0.27%             | 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      | $514142.77    | 0.02%             | 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      | $1213673.18   | 0.05%             | 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        |       42806 | PA      | $57999.88     | 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      | $437758.21    | 0.02%             | 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      | $926615.81    | 0.04%             | 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        |      150000 | PA      | $174840.74    | 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      | $563357.80    | 0.02%             | 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        | 30100000000 | PA      | $1933927.26   | 0.08%             | 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        |      500000 | PA      | $598419.15    | 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      | $971432.42    | 0.04%             | 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        |      500000 | PA      | $533156.53    | 0.02%             | 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      | $534728.57    | 0.02%             | 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        |     3500000 | PA      | $1130242.29   | 0.04%             | 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      | $428855.56    | 0.02%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8915 BUYUSD SELLMXN                                         | CUSIP: MXN260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32465.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | Societe Generale SFH SA                                                         | CUSIP: ZF4884432<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $340740.61    | 0.01%             | 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        |      200000 | PA      | $244215.82    | 0.01%             | 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        |     4110000 | PA      | $5033116.06   | 0.20%             | 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      | $826165.97    | 0.03%             | 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        |      900000 | PA      | $929701.92    | 0.04%             | 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      | $479900.39    | 0.02%             | 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        |      300000 | PA      | $310091.63    | 0.01%             | 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      | $206425.28    | 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        |      620000 | PA      | $826273.46    | 0.03%             | 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      | $577711.87    | 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      | $570600.16    | 0.02%             | 2034-02-02      | Fixed         | 2.75%                 | 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      | $471636.96    | 0.02%             | 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        |      100000 | PA      | $121506.00    | 0.00%             | 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      | $427202.91    | 0.02%             | 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        |      400000 | PA      | $469790.29    | 0.02%             | 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      | $133139.41    | 0.01%             | 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      | $208061.24    | 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        |      300000 | PA      | $350403.00    | 0.01%             | 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      | $587608.85    | 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      | $824767.98    | 0.03%             | 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      | $753297.66    | 0.03%             | 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      | $49482.11     | 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        |      400000 | PA      | $546749.57    | 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      | $227352.36    | 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      | $231956.60    | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: K74493VK8<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $586810.49    | 0.02%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | Boston Scientific Corp                                                          | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      275000 | PA      | $311811.22    | 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        |     2080000 | PA      | $2417014.13   | 0.10%             | 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      | $272770.38    | 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      | $701647.09    | 0.03%             | 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      | $483001.26    | 0.02%             | 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        |      600000 | PA      | $691382.42    | 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      | $3444451.41   | 0.14%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: BP1321176<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      390000 | PA      | $446984.81    | 0.02%             | 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        |      400000 | PA      | $244289.48    | 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      | $1886503.74   | 0.07%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ED9462463<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1142000 | PA      | $1319342.02   | 0.05%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: BT4584806<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3500000 | PA      | $871619.02    | 0.03%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: YS4890978<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4250000 | PA      | $4992379.85   | 0.20%             | 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        |      200000 | PA      | $234359.72    | 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      | $1194698.16   | 0.05%             | 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        |      300000 | PA      | $457096.45    | 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        |      300000 | PA      | $345376.42    | 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      | $1085820.83   | 0.04%             | 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        |     1050000 | PA      | $1192881.62   | 0.05%             | 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      | $654133.48    | 0.03%             | 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      | $458914.77    | 0.02%             | 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      | $674193.47    | 0.03%             | 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      | $577190.43    | 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      | $1895343.60   | 0.08%             | 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        |      300000 | PA      | $349925.95    | 0.01%             | 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      | $306991.30    | 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        |      750000 | PA      | $852373.34    | 0.03%             | 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      | $463435.70    | 0.02%             | 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      | $2131464.94   | 0.08%             | 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      | $127457.06    | 0.01%             | 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        |      300000 | PA      | $351659.50    | 0.01%             | 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      | $492418.01    | 0.02%             | 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      | $265592.78    | 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      | $209349.42    | 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        |     1000000 | PA      | $217406.55    | 0.01%             | 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      | $135290.31    | 0.01%             | 2032-08-12      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | Capgemini SE                                                                    | CUSIP: YK2152337<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229336.67    | 0.01%             | 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      | $275993.06    | 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        |      600000 | PA      | $716608.41    | 0.03%             | 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      | $483926.57    | 0.02%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                           | CUSIP: 317029004<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $270414.68    | 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      | $469277.17    | 0.02%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                    | Alliander NV                                                                    | CUSIP: YK4404850<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $584437.32    | 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      | $888918.39    | 0.04%             | 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      | $3799002.89   | 0.15%             | 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      | $230646.71    | 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      | $336083.14    | 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        |     3250000 | PA      | $3293586.02   | 0.13%             | 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      | $207114.32    | 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        |     3845000 | PA      | $590508.23    | 0.02%             | 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      | $312499.00    | 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      | $489695.39    | 0.02%             | 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       |     1100000 | PA      | $1246534.07   | 0.05%             | 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        |     1500000 | PA      | $1707907.29   | 0.07%             | 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      | $41744.44     | 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      | $235967.09    | 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      | $1165149.57   | 0.05%             | 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        |      200000 | PA      | $271302.41    | 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      | $190061.64    | 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      | $160748.38    | 0.01%             | 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        |      500000 | PA      | $576506.24    | 0.02%             | 2032-11-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co/Canada                                                    | Ford Credit Canada Co/Canada                                                    | CUSIP: 34527ADD9<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $184793.00    | 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      | $273644.75    | 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      | $219928.75    | 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      | $309368.61    | 0.01%             | 2028-07-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: ZJ7218432<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      300000 | PA      | $376890.28    | 0.01%             | 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      | $475486.69    | 0.02%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: FDS1WI0J9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | CORP              | CZ        |    10000000 | PA      | $508984.44    | 0.02%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BV9824384<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      520000 | PA      | $480677.72    | 0.02%             | 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        |      400000 | PA      | $294314.79    | 0.01%             | 2033-06-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                 | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $218777.31    | 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      | $107749.01    | 0.00%             | 2031-03-31      | Fixed         | 1.38%                 | 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      | $686731.35    | 0.03%             | 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      | $3213675.03   | 0.13%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                | CUSIP: YR3234949<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $704503.71    | 0.03%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: BH6216411<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      920000 | PA      | $1054349.00   | 0.04%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                | French Republic Government Bond OAT                                             | CUSIP: AP3656380<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4050000 | PA      | $4580268.13   | 0.18%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12930 BUYUSD SELLCHF                                        | CUSIP: CHF260203<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $195873.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 13035 BUYCNY SELLUSD                                        | CUSIP: USD260105<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56324.49     | 0.00%             |  |  |  | No            |                  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      | $9753730.58   | 0.39%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: YU8272145<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      800000 | PA      | $941167.03    | 0.04%             | 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        |      400000 | PA      | $472542.29    | 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        |     3800000 | PA      | $4433735.00   | 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      | $293698.50    | 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      | $164567.24    | 0.01%             | 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        |     2500000 | PA      | $572830.93    | 0.02%             | 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        |   400000000 | PA      | $1180328.05   | 0.05%             | 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      | $346468.85    | 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        |   600000000 | PA      | $3541816.33   | 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      | $352928.35    | 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        |      400000 | PA      | $462162.52    | 0.02%             | 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      | $213081.59    | 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      | $201690.91    | 0.01%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: Y6065BSX6<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | CORP              | TH        |    20000000 | PA      | $837207.35    | 0.03%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TransCanada PipeLines Ltd                                                       | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146972.10    | 0.01%             | 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      | $353941.27    | 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      | $389624.35    | 0.02%             | 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      | $202237.58    | 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      | $146905.32    | 0.01%             | 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        |      200000 | PA      | $241445.06    | 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        |      500000 | PA      | $589626.49    | 0.02%             | 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      | $228151.48    | 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      | $4169529.98   | 0.17%             | 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      | $178101.19    | 0.01%             | 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      | $2132480.32   | 0.08%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11053 BUYUSD SELLSEK                                        | CUSIP: SEK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18199.15    | -0.00%            |  |  |  | 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      | $120365.50    | 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        |      800000 | PA      | $916825.22    | 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      | $353808.59    | 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        |     3000000 | PA      | $331697.25    | 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      | $550583.67    | 0.02%             | 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      | $463422.04    | 0.02%             | 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        |  1400000000 | PA      | $1618833.71   | 0.06%             | 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      | $851290.48    | 0.03%             | 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      | $350281.15    | 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      | $466917.53    | 0.02%             | 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      | $376178.25    | 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        |      200000 | PA      | $243316.90    | 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        |      300000 | PA      | $272310.09    | 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      | $155380.63    | 0.01%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | Societe Generale SFH SA                                                         | CUSIP: FDS1Q6PN6<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230390.79    | 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      | $97037.86     | 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        |     6600000 | PA      | $4785607.88   | 0.19%             | 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      | $235381.58    | 0.01%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: ZM3341793<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    12270000 | PA      | $38451.65     | 0.00%             | 2026-10-21      | Fixed         | 9.50%                 | 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      | $476421.67    | 0.02%             | 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      | $1031572.35   | 0.04%             | 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      | $272209.91    | 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        |    10000000 | PA      | $2575331.58   | 0.10%             | 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        |     3500000 | PA      | $2212651.46   | 0.09%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | Nederlandse Waterschapsbank NV                                                  | CUSIP: AV1722116<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $191706.40    | 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      | $947323.71    | 0.04%             | 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        |   340000000 | PA      | $2057396.41   | 0.08%             | 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      | $355395.58    | 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        |      100000 | PA      | $140646.48    | 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      | $136433.40    | 0.01%             | 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        |     9050000 | PA      | $2990651.44   | 0.12%             | 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      | $492860.05    | 0.02%             | 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      | $678666.40    | 0.03%             | 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        |      450000 | PA      | $611257.13    | 0.02%             | 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      | $115655.24    | 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      | $233152.36    | 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      | $1500241.00   | 0.06%             | 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      | $478384.83    | 0.02%             | 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      | $913699.74    | 0.04%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: ZH4966219<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      700000 | PA      | $803537.45    | 0.03%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                                           | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: EK6943477<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      300000 | PA      | $368873.58    | 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      | $115975.89    | 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      | $239896.80    | 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      | $763684.11    | 0.03%             | 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      | $315493.55    | 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      | $814924.31    | 0.03%             | 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      | $141583.82    | 0.01%             | 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      | $375556.81    | 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      | $349752.57    | 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        |      300000 | PA      | $356069.34    | 0.01%             | 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      | $379197.65    | 0.02%             | 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      | $1277046.91   | 0.05%             | 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      | $682118.73    | 0.03%             | 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      | $1875351.69   | 0.07%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | Singapore Government Bond                                                       | CUSIP: BG1645533<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1000000 | PA      | $732366.93    | 0.03%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: AM5226601<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3135000 | PA      | $731662.35    | 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      | $1680319.10   | 0.07%             | 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      | $710061.81    | 0.03%             | 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        |     1800000 | PA      | $2062828.89   | 0.08%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: ZK2481404<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $2107894.87   | 0.08%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    31500000 | PA      | $1756427.88   | 0.07%             | 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      | $575118.90    | 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      | $1141818.71   | 0.05%             | 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      | $356389.19    | 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        |      350000 | PA      | $354764.98    | 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      | $1057196.75   | 0.04%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | Kuntarahoitus Oyj                                                               | CUSIP: ZO3155546<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      350000 | PA      | $300795.77    | 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      | $219633.49    | 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      | $347085.01    | 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      | $1133629.30   | 0.04%             | 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      | $685685.53    | 0.03%             | 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        |     1500000 | PA      | $780063.22    | 0.03%             | 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      | $225743.38    | 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        |      600000 | PA      | $434823.27    | 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        |      700000 | PA      | $822248.49    | 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        |     6000000 | PA      | $645721.43    | 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      | $146071.45    | 0.01%             | 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        |      500000 | PA      | $370468.72    | 0.01%             | 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        |      100000 | PA      | $103488.98    | 0.00%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                              | CUSIP: U5922DER9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $270968.57    | 0.01%             | 2031-08-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance PLC                                            | Channel Link Enterprises Finance PLC                                            | CUSIP: AN5675896<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $183640.38    | 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        |      200000 | PA      | $238336.50    | 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      | $676037.24    | 0.03%             | 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        |      550000 | PA      | $488169.35    | 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      | $450679.77    | 0.02%             | 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        |     1100000 | PA      | $1254004.65   | 0.05%             | 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        |  1000000000 | PA      | $5122842.83   | 0.20%             | 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        |      350000 | PA      | $470728.48    | 0.02%             | 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      | $380854.53    | 0.02%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | Jyske Bank A/S                                                                  | CUSIP: BS3827364<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      550000 | PA      | $630345.72    | 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      | $609749.56    | 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      | $541367.75    | 0.02%             | 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        |      200000 | PA      | $235474.36    | 0.01%             | 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      | $141239.40    | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | Amprion GmbH                                                                    | CUSIP: YK3265278<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $799392.34    | 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      | $619490.71    | 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      | $6091954.41   | 0.24%             | 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        |      400000 | PA      | $455945.46    | 0.02%             | 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      | $1510785.36   | 0.06%             | 2030-10-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                  | FCC Aqualia SA                                                                  | CUSIP: AN6847411<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117458.37    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Dolomiti Energia Holding SpA/Rovereto                                           | Dolomiti Energia Holding SpA/Rovereto                                           | CUSIP: YK2696135<br>LEI: 81560024600D67DF7437 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236638.59    | 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      | $581431.31    | 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      | $470979.56    | 0.02%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11011 BUYUSD SELLEUR                                        | CUSIP: EUR260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5021.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                      | Hamburg Commercial Bank AG                                                      | CUSIP: BS1060133<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $546063.47    | 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      | $1482245.20   | 0.06%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  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      | $233622.13    | 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      | $284420.94    | 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      | $330357.21    | 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      | $1332576.99   | 0.05%             | 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      | $212958.57    | 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      | $837244.20    | 0.03%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                    | Grainger PLC                                                                    | CUSIP: BK2736746<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $247684.52    | 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        |      330000 | PA      | $378669.83    | 0.02%             | 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      | $231382.91    | 0.01%             | 2029-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | Free State of Bavaria                                                           | CUSIP: D0R4E0BS1<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $566453.83    | 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      | $28396.26     | 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      | $577354.45    | 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        |      300000 | PA      | $354127.58    | 0.01%             | 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        |      300000 | PA      | $421090.06    | 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      | $163773.54    | 0.01%             | 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      | $218276.13    | 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        |      100000 | PA      | $118070.89    | 0.00%             | 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      | $328034.31    | 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      | $230482.47    | 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        |     1750000 | PA      | $1258033.92   | 0.05%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UniCredit Bank GmbH                                                             | CUSIP: D8509YDY3<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $390233.25    | 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        |  3000000000 | PA      | $2065036.98   | 0.08%             | 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      | $1009515.93   | 0.04%             | 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        |      840000 | PA      | $914914.93    | 0.04%             | 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        |   300000000 | PA      | $1786679.00   | 0.07%             | 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        |     4000000 | PA      | $1251930.98   | 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      | $233923.05    | 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        |      500000 | PA      | $577464.39    | 0.02%             | 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      | $311147.77    | 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        |      100000 | PA      | $120488.20    | 0.00%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                   | National Gas Transmission PLC                                                   | CUSIP: YS9982366<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $273793.54    | 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      | $233689.85    | 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        |      600000 | PA      | $418942.91    | 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      | $862130.93    | 0.03%             | 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      | $3371604.82   | 0.13%             | 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      | $241616.19    | 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      | $96764.30     | 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        |      300000 | PA      | $295070.06    | 0.01%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: N0R37X4N7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234019.21    | 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      | $619457.41    | 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        |    15000000 | PA      | $772421.37    | 0.03%             | 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        |      300000 | PA      | $344777.14    | 0.01%             | 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      | $630417.76    | 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      | $132864.93    | 0.01%             | 2036-12-06      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: ZI8882139<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4719000 | PA      | $725072.47    | 0.03%             | 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      | $643465.68    | 0.03%             | 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      | $2128243.08   | 0.08%             | 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      | $1062705.03   | 0.04%             | 2033-12-07      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: U0662LRX9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $578310.20    | 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      | $466990.48    | 0.02%             | 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      | $375112.77    | 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        |      200000 | PA      | $232122.58    | 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      | $471616.26    | 0.02%             | 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      | $1641006.61   | 0.07%             | 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      | $130469.62    | 0.01%             | 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      | $352965.37    | 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      | $308774.06    | 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      | $844762.90    | 0.03%             | 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      | $363530.91    | 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      | $1790131.07   | 0.07%             | 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      | $207467.28    | 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      | $552771.62    | 0.02%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                                                                         | CUSIP: YS7553011<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $824271.09    | 0.03%             | 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      | $822717.74    | 0.03%             | 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      | $224366.95    | 0.01%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: EF6703732<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      450000 | PA      | $612180.25    | 0.02%             | 2027-12-07      | Fixed         | 4.25%                 | 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      | $1027869.64   | 0.04%             | 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      | $237773.82    | 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      | $355718.33    | 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      | $115007.44    | 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      | $1297034.52   | 0.05%             | 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      | $670342.05    | 0.03%             | 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      | $367725.70    | 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      | $439348.12    | 0.02%             | 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      | $110435.75    | 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      | $1537556.33   | 0.06%             | 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      | $565375.47    | 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      | $574671.42    | 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      | $1298287.39   | 0.05%             | 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      | $1205718.71   | 0.05%             | 2030-01-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      400000 | PA      | $462032.77    | 0.02%             | 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        |      100000 | PA      | $139232.25    | 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        |    13000000 | PA      | $613047.06    | 0.02%             | 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      | $582446.15    | 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      | $549509.92    | 0.02%             | 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      | $543277.85    | 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      | $73507.20     | 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      | $3130991.73   | 0.12%             | 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        |      600000 | PA      | $723014.14    | 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      | $622908.47    | 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      | $744038.09    | 0.03%             | 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      | $982569.78    | 0.04%             | 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      | $1428750.68   | 0.06%             | 2027-06-01      | Fixed         | 1.00%                 | 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      | $891234.09    | 0.04%             | 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      | $67220.37     | 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      | $313901.45    | 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      | $270031.14    | 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      | $239809.29    | 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      | $355284.43    | 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      | $1599176.03   | 0.06%             | 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      | $322658.25    | 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      | $269220.88    | 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        |     3750000 | PA      | $4366015.43   | 0.17%             | 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        |      380000 | PA      | $447234.97    | 0.02%             | 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      | $527344.52    | 0.02%             | 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        |      500000 | PA      | $660359.71    | 0.03%             | 2043-11-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | Denmark Government Bond                                                         | CUSIP: YL8661453<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3500000 | PA      | $526677.01    | 0.02%             | 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        |      200000 | PA      | $255666.74    | 0.01%             | 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      | $116387.22    | 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      | $557063.40    | 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        |      400000 | PA      | $478962.69    | 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        |      500000 | PA      | $176991.71    | 0.01%             | 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      | $434565.02    | 0.02%             | 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      | $473452.19    | 0.02%             | 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      | $553416.61    | 0.02%             | 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       |    12000000 | PA      | $14042827.14  | 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        |      500000 | PA      | $571838.96    | 0.02%             | 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      | $1164626.21   | 0.05%             | 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      | $1015490.55   | 0.04%             | 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      | $552650.01    | 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        |     1100000 | PA      | $1322449.60   | 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      | $2909107.15   | 0.12%             | 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      | $3291677.76   | 0.13%             | 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      | $3201662.41   | 0.13%             | 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        |      250000 | PA      | $193764.50    | 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      | $704828.44    | 0.03%             | 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      | $605092.83    | 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        |      200000 | PA      | $205666.72    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | 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      | $221931.20    | 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      | $291980.27    | 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      | $171648.37    | 0.01%             | 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        |      500000 | PA      | $515098.95    | 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      | $119129.47    | 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        |      640000 | PA      | $740658.76    | 0.03%             | 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      | $298110.94    | 0.01%             | 2032-10-15      | Fixed         | 0.75%                 | 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      | $1713509.70   | 0.07%             | 2032-01-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                       | Achmea BV                                                                       | CUSIP: ZJ0352618<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $542351.47    | 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      | $419751.71    | 0.02%             | 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      | $585781.77    | 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      | $718594.28    | 0.03%             | 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      | $234434.15    | 0.01%             | 2034-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                                           | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: EF3288133<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     3700000 | PA      | $4658846.92   | 0.18%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | Slovakia Government Bond                                                        | CUSIP: X5S008DC6<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      125000 | PA      | $71046.44     | 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      | $554718.22    | 0.02%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: ZN2055087<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $312872.19    | 0.01%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: YW2886201<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      600000 | PA      | $713044.15    | 0.03%             | 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      | $221282.80    | 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      | $245056.80    | 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      | $1546078.02   | 0.06%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: YS4919553<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $467139.89    | 0.02%             | 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      | $377353.45    | 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      | $1412878.51   | 0.06%             | 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      | $571043.18    | 0.02%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YT7609787<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    47000000 | PA      | $2643575.18   | 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      | $467375.94    | 0.02%             | 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      | $516418.93    | 0.02%             | 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      | $288526.86    | 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      | $231910.58    | 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      | $518876.20    | 0.02%             | 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: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349324.48    | 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        |     1000000 | PA      | $1164376.48   | 0.05%             | 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        |     6000000 | PA      | $1550645.17   | 0.06%             | 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      | $387446.82    | 0.02%             | 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      | $1251067.63   | 0.05%             | 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      | $143593.78    | 0.01%             | 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      | $318986.04    | 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      | $993082.27    | 0.04%             | 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      | $299330.00    | 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      | $236013.25    | 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        |      200000 | PA      | $269756.41    | 0.01%             | 2032-11-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: YR4079608<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117559.63    | 0.00%             | 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      | $235246.75    | 0.01%             | 2035-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | Spain Government Bond                                                           | CUSIP: E8922AMH0<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | CORP              | ES        |     1940000 | PA      | $2149930.85   | 0.09%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Penarian Housing Finance PLC                                                    | Penarian Housing Finance PLC                                                    | CUSIP: AN8062639<br>LEI: 213800ITDRPW2XEQ8T51 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $270192.48    | 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      | $3371887.11   | 0.13%             | 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      | $3975742.84   | 0.16%             | 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        |   300000000 | PA      | $1755233.02   | 0.07%             | 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      | $96004.24     | 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      | $464143.94    | 0.02%             | 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      | $681420.11    | 0.03%             | 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        |      200000 | PA      | $227456.02    | 0.01%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YL1322681<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4380000 | PA      | $5984340.62   | 0.24%             | 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      | $1177976.64   | 0.05%             | 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      | $1190309.10   | 0.05%             | 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      | $852124.75    | 0.03%             | 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        |      700000 | PA      | $805675.02    | 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        |      200000 | PA      | $145866.13    | 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        |      200000 | PA      | $132536.23    | 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      | $751728.57    | 0.03%             | 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      | $544013.24    | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: ZN3731462<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $245061.68    | 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        |     2000000 | PA      | $2107687.97   | 0.08%             | 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      | $464925.38    | 0.02%             | 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      | $865274.22    | 0.03%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | Rothesay Life PLC                                                               | CUSIP: YX4981818<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $144054.33    | 0.01%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: ZK0512192<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $257776.56    | 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      | $473774.46    | 0.02%             | 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        |      400000 | PA      | $465343.32    | 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      | $648292.47    | 0.03%             | 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        |      200000 | PA      | $273393.94    | 0.01%             | 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      | $388788.81    | 0.02%             | 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      | $219193.87    | 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      | $236230.09    | 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      | $260204.22    | 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      | $215476.93    | 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        |     1000000 | PA      | $1166028.08   | 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      | $624444.03    | 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      | $175183.94    | 0.01%             | 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      | $127846.94    | 0.01%             | 2029-05-21      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12933 BUYRON SELLUSD                                        | CUSIP: USD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33630.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | Deutsche Pfandbriefbank AG                                                      | CUSIP: YL6741570<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $582916.40    | 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      | $613543.28    | 0.02%             | 2033-06-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Generali                                                                        | Generali                                                                        | CUSIP: AQ2344127<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $841870.45    | 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      | $2280132.47   | 0.09%             | 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      | $253917.15    | 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        |     1950000 | PA      | $969300.14    | 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      | $189602.79    | 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        |      100000 | PA      | $121739.10    | 0.00%             | 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        |      500000 | PA      | $510715.12    | 0.02%             | 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        |     3855000 | PA      | $4505332.61   | 0.18%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Karbon Homes Ltd                                                                | Karbon Homes Ltd                                                                | CUSIP: AV4256732<br>LEI: 213800S6NLZ9IH9TGB49 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $185312.35    | 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      | $993351.98    | 0.04%             | 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      | $316544.30    | 0.01%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: EI5857269<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   230000000 | PA      | $712077.31    | 0.03%             | 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      | $574030.20    | 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        | 25000000000 | PA      | $1655577.21   | 0.07%             | 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      | $172913.08    | 0.01%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy Inc                                                              | CUSIP: 15135UAY5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217494.80    | 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      | $1331574.17   | 0.05%             | 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        |      300000 | PA      | $353459.92    | 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      | $341660.70    | 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        |      200000 | PA      | $274288.27    | 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      | $260863.47    | 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      | $1920094.84   | 0.08%             | 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      | $673646.33    | 0.03%             | 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        |      400000 | PA      | $406715.91    | 0.02%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | State of Bremen                                                                 | CUSIP: D1R1ZQDL8<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $585307.47    | 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      | $497552.00    | 0.02%             | 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      | $5053766.88   | 0.20%             | 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      | $572132.10    | 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      | $366426.01    | 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      | $248932.41    | 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      | $3110645.87   | 0.12%             | 2030-01-28      | Fixed         | 2.88%                 | 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      | $2174707.28   | 0.09%             | 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        |      215000 | PA      | $208961.03    | 0.01%             | 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      | $1273027.96   | 0.05%             | 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        |     1000000 | PA      | $428450.44    | 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        |      200000 | PA      | $131427.32    | 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      | $576229.48    | 0.02%             | 2035-10-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | Netherlands Government Bond                                                     | CUSIP: YR9689567<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1380000 | PA      | $1558866.32   | 0.06%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200LB5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $119900.85    | 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      | $480232.95    | 0.02%             | 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        |   385000000 | PA      | $1355464.29   | 0.05%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                       | Nortegas Energia Grupo SL                                                       | CUSIP: BN5333750<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $203502.58    | 0.01%             | 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      | $1139560.31   | 0.05%             | 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        |     1510000 | PA      | $1804757.33   | 0.07%             | 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        |      400000 | PA      | $258182.57    | 0.01%             | 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      | $350306.58    | 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      | $331022.96    | 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        |     1660000 | PA      | $1934996.19   | 0.08%             | 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        |      600000 | PA      | $697893.03    | 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       |      300000 | PA      | $345077.68    | 0.01%             | 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        |      300000 | PA      | $237809.15    | 0.01%             | 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        |      200000 | PA      | $233333.37    | 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      | $582538.77    | 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        |     1500000 | PA      | $347463.35    | 0.01%             | 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      | $276918.66    | 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      | $517857.33    | 0.02%             | 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      | $1194380.36   | 0.05%             | 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      | $567954.05    | 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      | $1265397.30   | 0.05%             | 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        |      100000 | PA      | $113440.04    | 0.00%             | 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      | $349098.02    | 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        |   600000000 | PA      | $3529375.74   | 0.14%             | 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      | $2015321.05   | 0.08%             | 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        |      800000 | PA      | $847260.78    | 0.03%             | 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      | $301385.73    | 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        |      100000 | PA      | $137529.96    | 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        |      400000 | PA      | $491903.88    | 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      | $377323.96    | 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        |      325000 | PA      | $441303.28    | 0.02%             | 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      | $573678.88    | 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      | $784185.48    | 0.03%             | 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        |    40500000 | PA      | $2271329.29   | 0.09%             | 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      | $1841085.51   | 0.07%             | 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      | $366754.17    | 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        |      300000 | PA      | $225801.00    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | 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      | $747234.16    | 0.03%             | 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      | $349212.60    | 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      | $120899.27    | 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        |      200000 | PA      | $233643.38    | 0.01%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | Digital Dutch Finco BV                                                          | CUSIP: N2639BAH8<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $460891.52    | 0.02%             | 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        |     1200000 | PA      | $1428539.05   | 0.06%             | 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      | $109783.41    | 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      | $1031626.66   | 0.04%             | 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      | $346841.83    | 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      | $733406.55    | 0.03%             | 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        |      200000 | PA      | $143692.14    | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | Raiffeisen Bank International AG                                                | CUSIP: YV4271289<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $600062.67    | 0.02%             | 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      | $2167205.94   | 0.09%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: ZB6879496<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1500000 | PA      | $1752163.34   | 0.07%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC ASSEO                                                                    | CUSIP: YP8594853<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $689192.93    | 0.03%             | 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      | $889999.66    | 0.04%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: AO2235429<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2000000 | PA      | $2290572.41   | 0.09%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | Lithuania Government International Bond                                         | CUSIP: BW7922337<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      600000 | PA      | $660593.76    | 0.03%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | Aroundtown SA                                                                   | CUSIP: AP5132612<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $373998.17    | 0.01%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: BJ2570148<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4000000 | PA      | $4520846.55   | 0.18%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW Bank                                                                        | CUSIP: YL6131301<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $349260.80    | 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      | $886564.24    | 0.04%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | Lansforsakringar Hypotek AB                                                     | CUSIP: W5612FFY1<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $215723.11    | 0.01%             | 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      | $264932.34    | 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      | $1072980.96   | 0.04%             | 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      | $253000.67    | 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      | $2529948.85   | 0.10%             | 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      | $436432.72    | 0.02%             | 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        |      500000 | PA      | $360000.00    | 0.01%             | 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        |     3475000 | PA      | $1941827.93   | 0.08%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbodenkreditanstalt                                             | Bayerische Landesbodenkreditanstalt                                             | CUSIP: ZL4701930<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235977.50    | 0.01%             | 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        |  1400000000 | PA      | $8704124.53   | 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      | $2485419.73   | 0.10%             | 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        |      300000 | PA      | $293002.42    | 0.01%             | 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      | $449275.47    | 0.02%             | 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      | $1910413.17   | 0.08%             | 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        |      100000 | PA      | $127518.03    | 0.01%             | 2038-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11856 BUYUSD SELLJPY                                        | CUSIP: JPY260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-149552.74   | -0.01%            |  |  |  | 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      | $130516.16    | 0.01%             | 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      | $723303.17    | 0.03%             | 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      | $557968.00    | 0.02%             | 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      | $297043.22    | 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      | $473020.60    | 0.02%             | 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        |     4000000 | PA      | $5397656.93   | 0.21%             | 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      | $9090433.51   | 0.36%             | 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        |      125000 | PA      | $147373.02    | 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        |      300000 | PA      | $349909.34    | 0.01%             | 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      | $584425.62    | 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        |      100000 | PA      | $115605.17    | 0.00%             | 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      | $659121.11    | 0.03%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                  | ING Belgium SA                                                                  | CUSIP: B5R86XYH9<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $578317.89    | 0.02%             | 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      | $721342.33    | 0.03%             | 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        |      500000 | PA      | $426873.17    | 0.02%             | 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      | $234258.31    | 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      | $452896.32    | 0.02%             | 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        |      100000 | PA      | $99518.31     | 0.00%             | 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        |     1107000 | PA      | $1025688.01   | 0.04%             | 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      | $190944.19    | 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      | $634707.80    | 0.03%             | 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      | $135153.69    | 0.01%             | 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      | $348469.10    | 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      | $500584.83    | 0.02%             | 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       |      150000 | PA      | $173478.68    | 0.01%             | 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        |      100000 | PA      | $111475.92    | 0.00%             | 2036-10-27      | Fixed         | 3.38%                 | 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      | $354220.39    | 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      | $346158.88    | 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      | $2198481.71   | 0.09%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kommunekredit                                                                   | Kommunekredit                                                                   | CUSIP: K6S48X7K6<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $79442.20     | 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      | $129527.40    | 0.01%             | 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        |      100000 | PA      | $131155.24    | 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        |      200000 | PA      | $262391.57    | 0.01%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | General Mills Inc                                                               | CUSIP: 370334CY8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      300000 | PA      | $359754.35    | 0.01%             | 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        |      500000 | PA      | $503604.50    | 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        |      100000 | PA      | $118485.99    | 0.00%             | 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      | $819311.50    | 0.03%             | 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      | $372697.80    | 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        |      200000 | PA      | $235958.47    | 0.01%             | 2034-12-02      | Fixed         | 3.75%                 | 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      | $352684.10    | 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        |     7000000 | PA      | $4534672.81   | 0.18%             | 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      | $573602.99    | 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      | $9902555.11   | 0.39%             | 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      | $696100.33    | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                    | Statkraft AS                                                                    | CUSIP: R2284WCE1<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |     2000000 | PA      | $193352.00    | 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      | $50834.58     | 0.00%             | 2028-12-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | Aareal Bank AG                                                                  | CUSIP: BM6362917<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $223913.09    | 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        |      300000 | PA      | $336955.84    | 0.01%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | Kommunekredit                                                                   | CUSIP: BM1592849<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $272401.67    | 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      | $84588.01     | 0.00%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: YN8766415<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2316538.93   | 0.09%             | 2032-07-08      | Fixed         | 2.62%                 | 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      | $536169.76    | 0.02%             | 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        |     1400000 | PA      | $1080104.61   | 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      | $389156.73    | 0.02%             | 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      | $1972962.45   | 0.08%             | 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        |   380000000 | PA      | $1008206.31   | 0.04%             | 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      | $496431.25    | 0.02%             | 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      | $667981.84    | 0.03%             | 2029-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: BJ2569132<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4000000 | PA      | $967606.14    | 0.04%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: F7053NK60<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $681029.33    | 0.03%             | 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      | $83306.77     | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: YL7834663<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $622178.61    | 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        |      300000 | PA      | $357064.74    | 0.01%             | 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        |     1150000 | PA      | $737244.18    | 0.03%             | 2039-02-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: BY5766682<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1050000 | PA      | $1216831.44   | 0.05%             | 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      | $1082920.51   | 0.04%             | 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        |      200000 | PA      | $230854.77    | 0.01%             | 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      | $523585.83    | 0.02%             | 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      | $1447342.42   | 0.06%             | 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        |      745000 | PA      | $736355.32    | 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        |      500000 | PA      | $369859.57    | 0.01%             | 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        |      300000 | PA      | $348764.71    | 0.01%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | Land Securities Capital Markets PLC                                             | CUSIP: ZD6403020<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $404988.14    | 0.02%             | 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      | $525859.82    | 0.02%             | 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        |      200000 | PA      | $207052.15    | 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        |    18000000 | PA      | $4484297.68   | 0.18%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: BT0370705<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     1800000 | PA      | $278786.31    | 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      | $107206.69    | 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      | $335822.63    | 0.01%             | 2044-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                               | Danske Hypotek AB                                                               | CUSIP: W2452XAP6<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $218525.66    | 0.01%             | 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      | $268304.59    | 0.01%             | 2034-01-19      | Fixed         | 2.78%                 | 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      | $1324826.63   | 0.05%             | 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      | $267727.20    | 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        |      800000 | PA      | $450114.11    | 0.02%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: ZF0828524<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $241395.93    | 0.01%             | 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        |      400000 | PA      | $444192.38    | 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        |   340000000 | PA      | $2019480.05   | 0.08%             | 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      | $706674.18    | 0.03%             | 2028-11-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DLR Kredit A/S                                                                  | DLR Kredit A/S                                                                  | CUSIP: K3184NUY3<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |      900000 | PA      | $132602.45    | 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      | $464493.93    | 0.02%             | 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      | $542133.59    | 0.02%             | 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      | $463003.62    | 0.02%             | 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      | $4510720.41   | 0.18%             | 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        |      100000 | PA      | $116289.08    | 0.00%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | Svenska Handelsbanken AB                                                        | CUSIP: ZI2848771<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $867690.83    | 0.03%             | 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      | $252525.15    | 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      | $580926.44    | 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      | $405178.75    | 0.02%             | 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      | $713310.48    | 0.03%             | 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        |     5500000 | PA      | $1740138.86   | 0.07%             | 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      | $475284.77    | 0.02%             | 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      | $469924.54    | 0.02%             | 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      | $251419.91    | 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      | $110289.37    | 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      | $2194798.47   | 0.09%             | 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        |      400000 | PA      | $290903.52    | 0.01%             | 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      | $71056.13     | 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      | $354667.51    | 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      | $283984.29    | 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      | $1671328.66   | 0.07%             | 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      | $528843.99    | 0.02%             | 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        |     2000000 | PA      | $440564.15    | 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      | $228922.01    | 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      | $280578.45    | 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      | $572856.04    | 0.02%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                                                                         | CUSIP: ZD8242038<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $577810.15    | 0.02%             | 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        |      700000 | PA      | $460777.28    | 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      | $978495.45    | 0.04%             | 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        |      200000 | PA      | $237121.36    | 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      | $106141.87    | 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        |      500000 | PA      | $320544.28    | 0.01%             | 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      | $2234919.69   | 0.09%             | 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        |      200000 | PA      | $144850.08    | 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      | $353726.61    | 0.01%             | 2031-01-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: X5S007PG6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $460075.02    | 0.02%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: K7S724NW3<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $295156.32    | 0.01%             | 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        |      100000 | PA      | $116806.26    | 0.00%             | 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      | $965964.03    | 0.04%             | 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      | $2452646.95   | 0.10%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: EJ4701391<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18000000 | PA      | $700405.77    | 0.03%             | 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        |     3000000 | PA      | $1701569.95   | 0.07%             | 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      | $414995.43    | 0.02%             | 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      | $988874.92    | 0.04%             | 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      | $219335.40    | 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      | $59094.09     | 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      | $213131.33    | 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        |      300000 | PA      | $359755.62    | 0.01%             | 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      | $162239.45    | 0.01%             | 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      | $238891.80    | 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      | $114205.07    | 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      | $441570.77    | 0.02%             | 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      | $350421.30    | 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      | $352147.50    | 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      | $1189963.46   | 0.05%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8846 BUYUSD SELLMYR                                         | CUSIP: MYR260109<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42909.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8154 BUYUSD SELLMXN                                         | CUSIP: MXN260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-257525.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 10296 BUYUSD SELLEUR                                        | CUSIP: EUR260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53291.51     | 0.00%             |  |  |  | No            |                  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        |     1840000 | PA      | $1876630.52   | 0.07%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                  | CUSIP: YS4886844<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1050000 | PA      | $1219449.13   | 0.05%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YJ7057260<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8000000 | PA      | $377733.02    | 0.01%             | 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      | $3368606.56   | 0.13%             | 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      | $328927.06    | 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        |     1200000 | PA      | $1658262.78   | 0.07%             | 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      | $608976.92    | 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      | $398813.46    | 0.02%             | 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      | $633694.37    | 0.03%             | 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      | $126443.89    | 0.01%             | 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      | $3249545.44   | 0.13%             | 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      | $9359724.39   | 0.37%             | 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      | $174827.85    | 0.01%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Greensquareaccord Ltd                                                           | Greensquareaccord Ltd                                                           | CUSIP: ZN5962792<br>LEI: 213800RISQQHH1QRRQ46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $239180.85    | 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        |     6000000 | PA      | $1919185.11   | 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      | $2171968.15   | 0.09%             | 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      | $353044.18    | 0.01%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                           | Japan Government Forty Year Bond                                                | CUSIP: LW2394333<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $857979.52    | 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      | $461122.61    | 0.02%             | 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      | $177770.88    | 0.01%             | 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      | $242472.93    | 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      | $63140.59     | 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      | $238052.29    | 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      | $585306.41    | 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      | $1770855.06   | 0.07%             | 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        |     1500000 | PA      | $1082024.44   | 0.04%             | 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      | $136411.33    | 0.01%             | 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      | $239405.42    | 0.01%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                              | UBS Switzerland AG                                                              | CUSIP: H84071AM3<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      350000 | PA      | $412156.33    | 0.02%             | 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      | $241699.42    | 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      | $1218024.33   | 0.05%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | Commerzbank AG                                                                  | CUSIP: ZK8851683<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $355590.86    | 0.01%             | 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      | $2011643.80   | 0.08%             | 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      | $4524980.88   | 0.18%             | 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      | $2586360.23   | 0.10%             | 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        |     2950000 | PA      | $3949850.30   | 0.16%             | 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      | $155789.76    | 0.01%             | 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        |      250000 | PA      | $182363.67    | 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      | $113532.74    | 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      | $468648.13    | 0.02%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | Land Baden-Wuerttemberg                                                         | CUSIP: D0R5GXAA4<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $786366.11    | 0.03%             | 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      | $222171.08    | 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        |      800000 | PA      | $697801.01    | 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        |     1210000 | PA      | $1152792.66   | 0.05%             | 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      | $235649.30    | 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      | $349668.50    | 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      | $534207.81    | 0.02%             | 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        |    11500000 | PA      | $1764742.59   | 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      | $225750.49    | 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      | $255952.04    | 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      | $219194.05    | 0.01%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH SA                                                                     | CUSIP: ZK0251635<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $358338.04    | 0.01%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                   | Novo Banco SA                                                                   | CUSIP: YR0013270<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      500000 | PA      | $586530.57    | 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        |      500000 | PA      | $383341.55    | 0.02%             | 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        |      300000 | PA      | $351525.53    | 0.01%             | 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      | $348441.29    | 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      | $350937.35    | 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        |      300000 | PA      | $287389.75    | 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        |      800000 | PA      | $853938.39    | 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: D2R3ZXAF3<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $117117.29    | 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      | $306360.75    | 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      | $1120825.83   | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: D0R6FVMF3<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $159217.64    | 0.01%             | 2030-01-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE AG                                                                          | CUSIP: ZF0982339<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $598401.59    | 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        |      500000 | PA      | $553139.64    | 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        |      200000 | PA      | $248225.10    | 0.01%             | 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      | $601593.42    | 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        |      200000 | PA      | $237726.15    | 0.01%             | 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      | $685182.56    | 0.03%             | 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      | $230139.13    | 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        |      500000 | PA      | $338022.39    | 0.01%             | 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      | $834286.46    | 0.03%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: ZG1630612<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122022.30    | 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      | $352865.38    | 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      | $343393.64    | 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      | $462687.35    | 0.02%             | 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      | $1411453.74   | 0.06%             | 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        |      200000 | PA      | $239340.65    | 0.01%             | 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        |      300000 | PA      | $356190.93    | 0.01%             | 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        |  1110550000 | PA      | $6997077.86   | 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        |      400000 | PA      | $291889.84    | 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        |      100000 | PA      | $119416.14    | 0.00%             | 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        |      200000 | PA      | $230949.11    | 0.01%             | 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        |      130000 | PA      | $149072.60    | 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      | $161659.50    | 0.01%             | 2056-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                        | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: EC0659473<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $386769.78    | 0.02%             | 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      | $443285.92    | 0.02%             | 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      | $683912.52    | 0.03%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | Bayer AG                                                                        | CUSIP: ZK7501719<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $873679.33    | 0.03%             | 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      | $3143105.04   | 0.12%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: 09857LBM9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344989.78    | 0.01%             | 2035-11-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBJ1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $290772.20    | 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      | $394960.27    | 0.02%             | 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      | $289811.02    | 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      | $159049.14    | 0.01%             | 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        |      400000 | PA      | $478612.83    | 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      | $4954850.23   | 0.20%             | 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        |      100000 | PA      | $113940.79    | 0.00%             | 2049-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                    | CUSIP: ZN2140038<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $1017080.11   | 0.04%             | 2030-11-14      | Fixed         | 5.38%                 | 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      | $575675.90    | 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        |      320000 | PA      | $389880.14    | 0.02%             | 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        |   100000000 | PA      | $310237.37    | 0.01%             | 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        |      500000 | PA      | $593258.66    | 0.02%             | 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        |  1208300000 | PA      | $7497557.58   | 0.30%             | 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        |      500000 | PA      | $320484.27    | 0.01%             | 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      | $509731.75    | 0.02%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 8118 BUYUSD SELLJPY                                         | CUSIP: JPY260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2644544.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11050 BUYUSD SELLHUF                                        | CUSIP: HUF260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9326.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10314 BUYUSD SELLCAD                                        | CUSIP: CAD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-68736.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | Aareal Bank AG                                                                  | CUSIP: BY8995908<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116002.40    | 0.00%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: Y603CLCA0<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    19000000 | PA      | $613555.53    | 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        |      300000 | PA      | $338710.93    | 0.01%             | 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      | $598020.41    | 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      | $6012699.25   | 0.24%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                  | Continental AG                                                                  | CUSIP: ZK7767781<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $361017.14    | 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      | $221300.75    | 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      | $96799.46     | 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      | $483969.31    | 0.02%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BR1814184<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $671301.53    | 0.03%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                          | CUSIP: YS4565711<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |      700000 | PA      | $820833.85    | 0.03%             | 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      | $1915177.31   | 0.08%             | 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        |      200000 | PA      | $157001.60    | 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      | $344648.80    | 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      | $247671.00    | 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      | $611408.27    | 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        |      200000 | PA      | $233109.28    | 0.01%             | 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      | $475084.18    | 0.02%             | 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      | $390026.61    | 0.02%             | 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        |      156998 | PA      | $214175.25    | 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      | $725158.21    | 0.03%             | 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        |      750000 | PA      | $812602.06    | 0.03%             | 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      | $2088411.11   | 0.08%             | 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      | $292601.94    | 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      | $2884675.26   | 0.11%             | 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      | $2439587.87   | 0.10%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: YJ9955677<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349186.10    | 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        |      340000 | PA      | $398261.93    | 0.02%             | 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        |      900000 | PA      | $1086312.69   | 0.04%             | 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        |      500000 | PA      | $593286.32    | 0.02%             | 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      | $1062613.22   | 0.04%             | 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      | $511295.89    | 0.02%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | Vinci SA                                                                        | CUSIP: AX5678245<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231153.62    | 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      | $277802.56    | 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        |      100000 | PA      | $124777.76    | 0.00%             | 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      | $258537.33    | 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        |     4610000 | PA      | $5052548.31   | 0.20%             | 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      | $218862.54    | 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      | $341758.83    | 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      | $526712.94    | 0.02%             | 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      | $317846.70    | 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      | $1654762.17   | 0.07%             | 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      | $1009364.48   | 0.04%             | 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      | $344001.50    | 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      | $415756.48    | 0.02%             | 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        |      600000 | PA      | $497662.60    | 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      | $346356.78    | 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        |  5100000000 | PA      | $3109763.05   | 0.12%             | 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      | $104102.94    | 0.00%             | 2032-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | Autonomous Community of Madrid Spain                                            | CUSIP: YR2457830<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $231739.69    | 0.01%             | 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      | $140248.77    | 0.01%             | 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      | $782558.82    | 0.03%             | 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      | $88866.45     | 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      | $116948.54    | 0.00%             | 2031-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | National Australia Bank Ltd                                                     | CUSIP: ZD7617297<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133712.55    | 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        |      150000 | PA      | $180409.48    | 0.01%             | 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      | $142892.95    | 0.01%             | 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      | $2945577.21   | 0.12%             | 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      | $767387.78    | 0.03%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: ZN8040505<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     1500000 | PA      | $228815.52    | 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      | $2103348.35   | 0.08%             | 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      | $372311.42    | 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      | $1193934.47   | 0.05%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  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        |   600000000 | PA      | $664836.54    | 0.03%             | 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      | $1568828.39   | 0.06%             | 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      | $232158.12    | 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        |     4000000 | PA      | $439059.26    | 0.02%             | 2029-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | Norddeutsche Landesbank-Girozentrale                                            | CUSIP: YS4927283<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $824986.34    | 0.03%             | 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      | $789829.62    | 0.03%             | 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      | $4634482.76   | 0.18%             | 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        |      400000 | PA      | $419425.75    | 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      | $3366441.73   | 0.13%             | 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        |     8500000 | PA      | $6429863.21   | 0.25%             | 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      | $265429.98    | 0.01%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8906 BUYUSD SELLRON                                         | CUSIP: RON260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8936.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                                                         | Croatia Government International Bond                                           | CUSIP: AZ1285602<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1300000 | PA      | $1457028.35   | 0.06%             | 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      | $257964.28    | 0.01%             | 2033-06-02      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: YN2069055<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $746437.59    | 0.03%             | 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      | $276565.04    | 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        |      800000 | PA      | $928222.32    | 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      | $224684.44    | 0.01%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | Lansforsakringar Hypotek AB                                                     | CUSIP: BN8238220<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     2800000 | PA      | $288284.53    | 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      | $1037009.72   | 0.04%             | 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        |      200000 | PA      | $270321.87    | 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      | $90426.44     | 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        |     1000000 | PA      | $773677.44    | 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        |      400000 | PA      | $476799.54    | 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      | $243507.57    | 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        |     9335000 | PA      | $1281250.62   | 0.05%             | 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      | $365685.27    | 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      | $238870.11    | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: YM6878347<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5200000000 | PA      | $3577659.31   | 0.14%             | 2027-09-10      | Fixed         | 2.25%                 | 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      | $363775.31    | 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      | $806968.97    | 0.03%             | 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      | $339750.55    | 0.01%             | 2032-09-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: BW7905977<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1332741.21   | 0.05%             | 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      | $919269.93    | 0.04%             | 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        |      100000 | PA      | $123514.52    | 0.00%             | 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      | $2155863.58   | 0.09%             | 2028-06-01      | Fixed         | 2.00%                 | 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      | $206868.20    | 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        | 19000000000 | PA      | $1221412.29   | 0.05%             | 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      | $792618.65    | 0.03%             | 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        |      800000 | PA      | $905947.26    | 0.04%             | 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        |     1000000 | PA      | $229591.60    | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                             | UniCredit Bank GmbH                                                             | CUSIP: YO5229571<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $991257.49    | 0.04%             | 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      | $581502.07    | 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        |     1300000 | PA      | $1384554.86   | 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      | $257199.89    | 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        |     1000000 | PA      | $775954.20    | 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      | $86784.51     | 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      | $2284245.11   | 0.09%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                          | Cie de Saint-Gobain SA                                                          | CUSIP: EJ3812603<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $203630.26    | 0.01%             | 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      | $487241.05    | 0.02%             | 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      | $147573.23    | 0.01%             | 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      | $362165.62    | 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        |     3000000 | PA      | $256931.05    | 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        |      550000 | PA      | $644997.37    | 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      | $611866.17    | 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      | $128110.78    | 0.01%             | 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      | $584769.82    | 0.02%             | 2032-03-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB Boligkreditt AS                                                             | CUSIP: R1815VJX4<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $347590.82    | 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        |      200000 | PA      | $235344.67    | 0.01%             | 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      | $2178842.69   | 0.09%             | 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        |     1000000 | PA      | $1110170.77   | 0.04%             | 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      | $230944.05    | 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        |      200000 | PA      | $150651.45    | 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      | $124394.23    | 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      | $119277.90    | 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        |   100000000 | PA      | $266949.65    | 0.01%             | 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      | $2979983.44   | 0.12%             | 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        |   150000000 | PA      | $409786.47    | 0.02%             | 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      | $652083.46    | 0.03%             | 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      | $348955.57    | 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      | $353111.13    | 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        |      800000 | PA      | $584865.22    | 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      | $718222.76    | 0.03%             | 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      | $539802.21    | 0.02%             | 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        |      400000 | PA      | $219147.90    | 0.01%             | 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      | $3925905.98   | 0.16%             | 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      | $353254.18    | 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        |      200000 | PA      | $145485.32    | 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      | $26686.70     | 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      | $366923.51    | 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      | $272317.63    | 0.01%             | 2027-01-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: ZF2350188<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $480656.66    | 0.02%             | 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        |     1500000 | PA      | $1504344.87   | 0.06%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                     | Ageas SA/NV                                                                     | CUSIP: YN6467347<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $135654.11    | 0.01%             | 2028-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: YW3193078<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3000000 | PA      | $3544528.22   | 0.14%             | 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        |      700000 | PA      | $565623.65    | 0.02%             | 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      | $1730538.93   | 0.07%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | Hydro-Quebec                                                                    | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $514171.07    | 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      | $115563.84    | 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      | $340909.27    | 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        |      500000 | PA      | $613851.55    | 0.02%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: X5S007GZ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | CORP              | RO        |     1660000 | PA      | $312663.11    | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: BU3958651<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $222106.45    | 0.01%             | 2031-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8267 BUYUSD SELLMYR                                         | CUSIP: MYR260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-221451.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | Deutsche Boerse AG                                                              | CUSIP: ZH0443791<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $605667.38    | 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      | $736562.37    | 0.03%             | 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      | $1050252.58   | 0.04%             | 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      | $731120.54    | 0.03%             | 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      | $232489.10    | 0.01%             | 2032-12-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: JV3198662<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4000000 | PA      | $2604818.65   | 0.10%             | 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        |     5000000 | PA      | $479402.39    | 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        |      680000 | PA      | $793250.28    | 0.03%             | 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      | $266758.34    | 0.01%             | 2034-04-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: BM0493585<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3900000 | PA      | $2096216.65   | 0.08%             | 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      | $3318050.80   | 0.13%             | 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      | $373054.90    | 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      | $1135356.77   | 0.04%             | 2043-06-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works Inc                                                         | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $238597.15    | 0.01%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12876 BUYUSD SELLTHB                                        | CUSIP: THB260203<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37224.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                   | Timken Co/The                                                                   | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118186.32    | 0.00%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landshypotek Bank AB                                                            | Landshypotek Bank AB                                                            | CUSIP: W5S03ZJM6<br>LEI: 5493004WUGGU2BQI7F14 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $220768.73    | 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      | $107313.31    | 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        |      200000 | PA      | $211772.54    | 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        |      200000 | PA      | $227216.54    | 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        |      250000 | PA      | $183277.40    | 0.01%             | 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        |      100000 | PA      | $117530.22    | 0.00%             | 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      | $3864160.20   | 0.15%             | 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      | $241477.80    | 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      | $365721.44    | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12897 BUYUSD SELLGBP                                        | CUSIP: GBP260203<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $703517.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                     | CUSIP: YV6773308<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $236775.40    | 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      | $1270911.54   | 0.05%             | 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      | $516086.04    | 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      | $348290.88    | 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        |       80124 | PA      | $93796.59     | 0.00%             | 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      | $415394.97    | 0.02%             | 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        |      200000 | PA      | $237286.86    | 0.01%             | 2033-02-01      | Fixed         | 3.75%                 | 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      | $253399.17    | 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      | $144730.99    | 0.01%             | 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      | $236511.58    | 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        |      200000 | PA      | $198469.45    | 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      | $227296.79    | 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        |      500000 | PA      | $573246.94    | 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        |     3000000 | PA      | $322681.91    | 0.01%             | 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        |     1175000 | PA      | $1382218.19   | 0.05%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: YK6552805<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $819030.18    | 0.03%             | 2045-10-07      | Fixed         | 6.50%                 | 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      | $8186100.99   | 0.32%             | 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      | $690921.48    | 0.03%             | 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      | $99775.98     | 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      | $231367.30    | 0.01%             | 2031-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: BR1344414<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     7000000 | PA      | $257463.60    | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: YV1568216<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      650000 | PA      | $829198.29    | 0.03%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: Y603CLBR4<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    10000000 | PA      | $356158.71    | 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        |  3500000000 | PA      | $2388109.66   | 0.09%             | 2028-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                          | Realkredit Danmark A/S                                                          | CUSIP: K8094KE66<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $273796.96    | 0.01%             | 2034-04-01      | Fixed         | 1.00%                 | 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      | $357853.57    | 0.01%             | 2034-06-07      | Fixed         | 4.00%                 | 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      | $137443.72    | 0.01%             | 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        |      700000 | PA      | $827595.33    | 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        |      300000 | PA      | $347223.56    | 0.01%             | 2034-05-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: Q2R04NBF0<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1550000 | PA      | $785589.39    | 0.03%             | 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      | $696024.23    | 0.03%             | 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        |     1340000 | PA      | $1684780.96   | 0.07%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Terega SA                                                                       | Terega SA                                                                       | CUSIP: YV6739838<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234466.93    | 0.01%             | 2034-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                                            | Singapore Government Bond                                                       | CUSIP: BQ1798256<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1500000 | PA      | $1149183.51   | 0.05%             | 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      | $3164917.54   | 0.13%             | 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      | $376861.56    | 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      | $1008245.59   | 0.04%             | 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      | $439745.83    | 0.02%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC ASSEO                                                                    | CUSIP: ZK3746573<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $349281.25    | 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      | $467233.47    | 0.02%             | 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      | $816914.01    | 0.03%             | 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      | $581403.95    | 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      | $114850.88    | 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        |      500000 | PA      | $427253.19    | 0.02%             | 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        |      500000 | PA      | $332208.64    | 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        |      200000 | PA      | $250508.79    | 0.01%             | 2038-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8112 BUYUSD SELLDKK                                         | CUSIP: DKK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-76069.93    | -0.00%            |  |  |  | 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      | $1748381.13   | 0.07%             | 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      | $1388268.28   | 0.06%             | 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      | $1427281.97   | 0.06%             | 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        | 15000000000 | PA      | $925202.73    | 0.04%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: K741813S3<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     6000000 | PA      | $870639.43    | 0.03%             | 2031-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8121 BUYUSD SELLNOK                                         | CUSIP: NOK260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8454.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10241 BUYUSD SELLEUR                                        | CUSIP: EUR260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2325.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 9560 BUYUSD SELLCLP                                         | CUSIP: CLP260109<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23560.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9551 BUYUSD SELLSEK                                         | CUSIP: SEK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30341.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 9539 BUYUSD SELLHUF                                         | CUSIP: HUF260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8098.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12951 BUYUSD SELLILS                                        | CUSIP: ILS260203<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30662.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11038 BUYUSD SELLDKK                                        | CUSIP: DKK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2537.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8879 BUYUSD SELLDKK                                         | CUSIP: DKK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11413.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9545 BUYUSD SELLSGD                                         | CUSIP: SGD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13917.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9483 BUYUSD SELLEUR                                         | CUSIP: EUR260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-78034.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12900 BUYSGD SELLUSD                                        | CUSIP: USD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25895.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8229 BUYUSD SELLCNY                                         | CUSIP: CNY260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-222885.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12873 BUYUSD SELLSEK                                        | CUSIP: SEK260203<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $77918.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12942 BUYCHF SELLUSD                                        | CUSIP: USD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-201368.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11083 BUYUSD SELLNOK                                        | CUSIP: NOK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4298.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 10319 BUYUSD SELLPEN                                        | CUSIP: PEN260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5029.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 11035 BUYUSD SELLRON                                        | CUSIP: RON260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $202.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10284 BUYUSD SELLHUF                                        | CUSIP: HUF260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4959.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11832 BUYUSD SELLGBP                                        | CUSIP: GBP260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-134352.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 13245 BUYUSD SELLTHB                                        | CUSIP: THB260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15567.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 13236 BUYUSD SELLTHB                                        | CUSIP: THB260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3403.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8903 BUYUSD SELLGBP                                         | CUSIP: GBP260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-184922.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 13248 BUYUSD SELLTHB                                        | CUSIP: THB260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-125822.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11056 BUYUSD SELLMXN                                        | CUSIP: MXN260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11991.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11026 BUYUSD SELLPEN                                        | CUSIP: PEN260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6859.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11820 BUYUSD SELLPLN                                        | CUSIP: PLN260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1071.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12921 BUYPLN SELLUSD                                        | CUSIP: USD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26486.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 9542 BUYUSD SELLGBP                                         | CUSIP: GBP260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-204921.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 11823 BUYUSD SELLNZD                                        | CUSIP: NZD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1450.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9491 BUYUSD SELLPLN                                         | CUSIP: PLN260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19529.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12867 BUYUSD SELLCAD                                        | CUSIP: CAD260203<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $171178.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12870 BUYEUR SELLUSD                                        | CUSIP: USD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-363983.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8256 BUYUSD SELLRON                                         | CUSIP: RON260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62606.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11871 BUYUSD SELLIDR                                        | CUSIP: IDR260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26981.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 13242 BUYUSD SELLTHB                                        | CUSIP: THB260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10373.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12362 BUYUSD SELLKRW                                        | CUSIP: KRW260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-150419.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9554 BUYUSD SELLMXN                                         | CUSIP: MXN260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26946.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11023 BUYUSD SELLIDR                                        | CUSIP: IDR260109<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5858.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11862 BUYUSD SELLMXN                                        | CUSIP: MXN260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7984.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 9569 BUYUSD SELLCAD                                         | CUSIP: CAD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-102815.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 11868 BUYUSD SELLCHF                                        | CUSIP: CHF260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9445.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 10260 BUYUSD SELLNZD                                        | CUSIP: NZD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13018.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9566 BUYUSD SELLCHF                                         | CUSIP: CHF260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59957.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 13072 BUYEUR SELLUSD                                        | CUSIP: USD260203<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9216.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11865 BUYUSD SELLHUF                                        | CUSIP: HUF260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9069.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12957 BUYCAD SELLUSD                                        | CUSIP: USD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-179955.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8909 BUYUSD SELLSEK                                         | CUSIP: SEK260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32614.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 10293 BUYUSD SELLRON                                        | CUSIP: RON260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-824.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8082 BUYUSD SELLCZK                                         | CUSIP: CZK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50071.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8133 BUYUSD SELLPLN                                         | CUSIP: PLN260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-114416.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11838 BUYUSD SELLCZK                                        | CUSIP: CZK260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7681.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 13233 BUYUSD SELLTHB                                        | CUSIP: THB260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1501.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8867 BUYUSD SELLCZK                                         | CUSIP: CZK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9239.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 9563 BUYUSD SELLJPY                                         | CUSIP: JPY260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $83037.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12852 BUYUSD SELLPLN                                        | CUSIP: PLN260203<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27236.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8900 BUYUSD SELLPLN                                         | CUSIP: PLN260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3992.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11841 BUYUSD SELLSGD                                        | CUSIP: SGD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8158.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8022 BUYUSD SELLIDR                                         | CUSIP: IDR260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44240.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 11044 BUYUSD SELLGBP                                        | CUSIP: GBP260105<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-96402.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 11068 BUYUSD SELLEUR                                        | CUSIP: EUR260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $170135.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9557 BUYUSD SELLILS                                         | CUSIP: ILS260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16524.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8391 BUYEUR SELLUSD                                         | CUSIP: USD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11976.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 13038 BUYUSD SELLCNY                                        | CUSIP: CNY260203<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59296.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12882 BUYUSD SELLTHB                                        | CUSIP: THB260203<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-92732.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 8130 BUYUSD SELLAUD                                         | CUSIP: AUD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-735506.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12924 BUYAUD SELLUSD                                        | CUSIP: USD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-251476.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12973 BUYJPY SELLUSD                                        | CUSIP: USD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1830815.95  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12885 BUYUSD SELLEUR                                        | CUSIP: EUR260203<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $359887.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11080 BUYUSD SELLCZK                                        | CUSIP: CZK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6685.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 10299 BUYUSD SELLILS                                        | CUSIP: ILS260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22263.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12879 BUYUSD SELLCZK                                        | CUSIP: CZK260203<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23371.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 9575 BUYUSD SELLEUR                                         | CUSIP: EUR260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1036093.54  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11065 BUYUSD SELLILS                                        | CUSIP: ILS260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22453.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 11886 BUYUSD SELLMYR                                        | CUSIP: MYR260109<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11730.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12861 BUYUSD SELLSGD                                        | CUSIP: SGD260203<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24001.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8088 BUYUSD SELLSGD                                         | CUSIP: SGD260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51839.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 10302 BUYUSD SELLAUD                                        | CUSIP: AUD260105<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26177.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      300000 | PA      | $357865.49    | 0.01%             | 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        |     1500000 | PA      | $1623740.11   | 0.06%             | 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      | $117550.90    | 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      | $854922.23    | 0.03%             | 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      | $128033.95    | 0.01%             | 2030-07-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: ZM9735071<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $241546.99    | 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      | $281936.06    | 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        |      300000 | PA      | $317002.58    | 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      | $1273400.38   | 0.05%             | 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        |     4250000 | PA      | $1353970.82   | 0.05%             | 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      | $809604.15    | 0.03%             | 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      | $582279.72    | 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      | $502123.54    | 0.02%             | 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      | $450172.91    | 0.02%             | 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        |      150000 | PA      | $173001.67    | 0.01%             | 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      | $564119.54    | 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      | $353036.61    | 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      | $222329.38    | 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      | $107827.24    | 0.00%             | 2029-07-24      | Fixed         | 0.12%                 | 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      | $141968.92    | 0.01%             | 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        |      500000 | PA      | $630313.34    | 0.02%             | 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        |      500000 | PA      | $582919.93    | 0.02%             | 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        |     1000000 | PA      | $1095907.83   | 0.04%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | Unibail-Rodamco-Westfield SE                                                    | CUSIP: AX3301410<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1096186.87   | 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      | $140462.97    | 0.01%             | 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        |     1235000 | PA      | $1085966.28   | 0.04%             | 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      | $252544.43    | 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      | $908496.81    | 0.04%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Silfin NV                                                                       | Silfin NV                                                                       | CUSIP: YW2613613<br>LEI: 213800WDGKCVWZAN1N02 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $247978.88    | 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      | $237145.60    | 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        |      300000 | PA      | $361540.38    | 0.01%             | 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      | $1278176.58   | 0.05%             | 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        |     1630000 | PA      | $1224130.07   | 0.05%             | 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      | $169811.09    | 0.01%             | 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        |  1050000000 | PA      | $6578133.27   | 0.26%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Sparebanken Norge                                                               | Sparebanken Norge                                                               | CUSIP: R8323CJN8<br>LEI: 213800M7T3CYVZ3ZRT12 | Long             | DBT              | CORP              | NO        |     2000000 | PA      | $196504.93    | 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        |      133731 | PA      | $183228.67    | 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      | $230695.49    | 0.01%             | 2031-10-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: YJ1012485<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3000000 | PA      | $831760.92    | 0.03%             | 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      | $342771.03    | 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        |    18000000 | PA      | $619415.56    | 0.02%             | 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      | $412359.41    | 0.02%             | 2029-02-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | Japan Government Thirty Year Bond                                               | CUSIP: YK8376260<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   500000000 | PA      | $3093814.79   | 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        |     3200000 | PA      | $4021121.06   | 0.16%             | 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      | $315927.26    | 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        |      125000 | PA      | $172103.90    | 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        |      300000 | PA      | $360712.90    | 0.01%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: BN8682278<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      400000 | PA      | $183783.15    | 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      | $403411.62    | 0.02%             | 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      | $1164781.32   | 0.05%             | 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      | $384917.54    | 0.02%             | 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      | $347156.65    | 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        |      100000 | PA      | $117475.86    | 0.00%             | 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      | $113317.34    | 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      | $842504.69    | 0.03%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | Kommunalbanken AS                                                               | CUSIP: ZH4391087<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      500000 | PA      | $332357.51    | 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      | $668166.60    | 0.03%             | 2035-10-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Banco BPI SA                                                                    | Banco BPI SA                                                                    | CUSIP: YK5584031<br>LEI: 3DM5DPGI3W6OU6GJ4N92 | Long             | DBT              | CORP              | PT        |      400000 | PA      | $464533.86    | 0.02%             | 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      | $609029.41    | 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        |      500000 | PA      | $323978.55    | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | Bouygues SA                                                                     | CUSIP: BZ9175283<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $129637.60    | 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      | $933059.32    | 0.04%             | 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      | $120194.28    | 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      | $588458.87    | 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        |      600000 | PA      | $689115.86    | 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      | $78064.44     | 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        |      200000 | PA      | $231449.29    | 0.01%             | 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        |      300000 | PA      | $222469.47    | 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        |      750000 | PA      | $878382.41    | 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      | $153342.92    | 0.01%             | 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      | $1387146.78   | 0.05%             | 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      | $517346.68    | 0.02%             | 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      | $110051.95    | 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        |      600000 | PA      | $719854.85    | 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      | $725130.20    | 0.03%             | 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        |     4520000 | PA      | $5348031.45   | 0.21%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  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      | $3491900.86   | 0.14%             | 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      | $1061878.36   | 0.04%             | 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        |     2040000 | PA      | $2410260.02   | 0.10%             | 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        |      500000 | PA      | $583947.23    | 0.02%             | 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      | $175776.68    | 0.01%             | 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      | $396710.02    | 0.02%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      400000 | PA      | $459776.14    | 0.02%             | 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      | $339493.34    | 0.01%             | 2028-11-03      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | Finland Government Bond                                                         | CUSIP: BY5798552<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      320000 | PA      | $372584.58    | 0.01%             | 2027-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                        | CUSIP: ZM5481001<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $575370.53    | 0.02%             | 2043-01-25      | Fixed         | 4.62%                 | 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        |      100000 | PA      | $83334.86     | 0.00%             | 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        |     1300000 | PA      | $1393241.02   | 0.06%             | 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      | $1738301.06   | 0.07%             | 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      | $1152906.77   | 0.05%             | 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      | $531825.13    | 0.02%             | 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      | $119366.48    | 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        |     3500000 | PA      | $950445.59    | 0.04%             | 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        |      500000 | PA      | $676207.46    | 0.03%             | 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        |      200000 | PA      | $276423.33    | 0.01%             | 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      | $881275.55    | 0.03%             | 2032-02-20      | Fixed         | 1.50%                 | 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      | $1760399.22   | 0.07%             | 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      | $2073800.71   | 0.08%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  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      | $694384.03    | 0.03%             | 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        |      200000 | PA      | $246114.64    | 0.01%             | 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        |      200000 | PA      | $274772.39    | 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        |       74045 | PA      | $95007.71     | 0.00%             | 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        |      400000 | PA      | $364889.11    | 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        |      250000 | PA      | $295422.72    | 0.01%             | 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      | $738219.70    | 0.03%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: YN7712345<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2945000 | PA      | $3385401.09   | 0.13%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Foxconn Singapore Pte Ltd                                                       | Foxconn Singapore Pte Ltd                                                       | CUSIP: YJ4154276<br>LEI: 3003001GX1DM54M7IA09 | Long             | DBT              | CORP              | SG        |      300000 | PA      | $344831.23    | 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      | $256362.85    | 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      | $795656.94    | 0.03%             | 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      | $347973.83    | 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      | $426710.90    | 0.02%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: ZG1087433<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $245999.64    | 0.01%             | 2029-01-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Stockholm Sweden                                                        | City of Stockholm Sweden                                                        | CUSIP: ZB2863130<br>LEI: 549300U3EDY2QXS7NI78 | Long             | DBT              | NUSS              | SE        |     2000000 | PA      | $220383.89    | 0.01%             | 2030-04-23      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | Israel Government Bond - Fixed                                                  | CUSIP: ZQ3887697<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4250000 | PA      | $1193534.26   | 0.05%             | 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      | $1527318.26   | 0.06%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12906 BUYILS SELLUSD                                        | CUSIP: USD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29477.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8897 BUYUSD SELLAUD                                         | CUSIP: AUD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34932.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB Capital Inc                                                               | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $372482.22    | 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      | $2159114.60   | 0.09%             | 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      | $333535.80    | 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        |     1500000 | PA      | $1987375.19   | 0.08%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cyprus Government International Bond                                            | Cyprus Government International Bond                                            | CUSIP: BH6216213<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      100000 | PA      | $116329.60    | 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        |      200000 | PA      | $139913.19    | 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      | $302473.16    | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                         | Ile-de-France Mobilites                                                         | CUSIP: YS9986342<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $440292.91    | 0.02%             | 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        |      200000 | PA      | $214411.79    | 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      | $695792.50    | 0.03%             | 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      | $742067.75    | 0.03%             | 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      | $114128.40    | 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        |      300000 | PA      | $428732.54    | 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      | $354806.72    | 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      | $393062.57    | 0.02%             | 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      | $495483.26    | 0.02%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | Treasury Corp of Victoria                                                       | CUSIP: YK3439717<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $345600.30    | 0.01%             | 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      | $3630590.05   | 0.14%             | 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        |      225000 | PA      | $248845.82    | 0.01%             | 2045-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                 | CUSIP: U58013DS6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      800000 | PA      | $944466.88    | 0.04%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $249492.44    | 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      | $989835.11    | 0.04%             | 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      | $2913733.36   | 0.12%             | 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       |      196000 | PA      | $231515.87    | 0.01%             | 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      | $346798.39    | 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      | $1167812.93   | 0.05%             | 2033-09-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix Inc                                                                     | CUSIP: ZQ2339088<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      400000 | PA      | $480324.96    | 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      | $159154.89    | 0.01%             | 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        |      200000 | PA      | $140199.65    | 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      | $404523.34    | 0.02%             | 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      | $582716.80    | 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        |      300000 | PA      | $357417.45    | 0.01%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | Prologis LP                                                                     | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      200000 | PA      | $251839.72    | 0.01%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZJ8790413<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3050000 | PA      | $3573733.35   | 0.14%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                       | Ayvens SA                                                                       | CUSIP: ZH1289110<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $371060.40    | 0.01%             | 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      | $298948.27    | 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      | $336565.43    | 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      | $131135.84    | 0.01%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: ZD7631280<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138184.28    | 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      | $363096.63    | 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        |     2250000 | PA      | $2507003.43   | 0.10%             | 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      | $346861.25    | 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      | $5776698.96   | 0.23%             | 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      | $742561.60    | 0.03%             | 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      | $512207.73    | 0.02%             | 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      | $1839957.41   | 0.07%             | 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      | $350680.01    | 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      | $600629.35    | 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      | $215083.64    | 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      | $357949.76    | 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      | $273285.57    | 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      | $730929.30    | 0.03%             | 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      | $1623078.01   | 0.06%             | 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      | $354831.91    | 0.01%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | Societe Generale SFH SA                                                         | CUSIP: ZL0385340<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $352665.96    | 0.01%             | 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      | $489541.92    | 0.02%             | 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        |      100000 | PA      | $118866.43    | 0.00%             | 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      | $631632.32    | 0.03%             | 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      | $583350.14    | 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      | $1351449.73   | 0.05%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | Bpifrance SACA                                                                  | CUSIP: YU6511734<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $231297.20    | 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      | $223082.25    | 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      | $115683.60    | 0.00%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: ZD2941387<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1840000 | PA      | $2217612.10   | 0.09%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 9581 BUYUSD SELLAUD                                         | CUSIP: AUD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29624.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                | CUSIP: ZL1817762<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $282001.43    | 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      | $378493.96    | 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      | $565432.18    | 0.02%             | 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      | $25932.81     | 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        |      640000 | PA      | $648742.69    | 0.03%             | 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        |      500000 | PA      | $404158.31    | 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      | $523559.93    | 0.02%             | 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      | $238115.74    | 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        |      600000 | PA      | $700556.69    | 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      | $97420.63     | 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      | $538651.66    | 0.02%             | 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      | $433715.27    | 0.02%             | 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      | $622860.08    | 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        |      300000 | PA      | $181995.99    | 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      | $381646.47    | 0.02%             | 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      | $3481628.00   | 0.14%             | 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      | $477539.99    | 0.02%             | 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      | $672385.48    | 0.03%             | 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        |      250000 | PA      | $189416.29    | 0.01%             | 2032-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | Latvia Government International Bond                                            | CUSIP: LW0627684<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      500000 | PA      | $466229.90    | 0.02%             | 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      | $574007.73    | 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        |      200000 | PA      | $244007.83    | 0.01%             | 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        |      400000 | PA      | $453305.78    | 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        |      400000 | PA      | $467939.34    | 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        |     1300000 | PA      | $1528984.80   | 0.06%             | 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      | $5039168.46   | 0.20%             | 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      | $1473467.49   | 0.06%             | 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      | $617247.93    | 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        |     2015000 | PA      | $2333586.11   | 0.09%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Aldermore Group PLC                                                             | Aldermore Group PLC                                                             | CUSIP: YK3654695<br>LEI: 213800JQLWHE8NQYXX31 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134315.20    | 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        |      200000 | PA      | $254086.46    | 0.01%             | 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      | $348432.59    | 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      | $164289.57    | 0.01%             | 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      | $333906.00    | 0.01%             | 2039-11-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: ZK1827227<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $363169.11    | 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        |     1200000 | PA      | $802522.50    | 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      | $291439.39    | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | Australia Government Bond                                                       | CUSIP: Q08184MU6<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      220000 | PA      | $122604.31    | 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      | $235844.04    | 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      | $355777.81    | 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      | $376118.91    | 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      | $1995113.08   | 0.08%             | 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        |     2240000 | PA      | $2485577.62   | 0.10%             | 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        |     1350000 | PA      | $1533291.21   | 0.06%             | 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        |    18000000 | PA      | $841614.95    | 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      | $353867.92    | 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        |      200000 | PA      | $127673.56    | 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      | $346540.24    | 0.01%             | 2035-07-18      | Fixed         | 3.38%                 | 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      | $500280.93    | 0.02%             | 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      | $280576.84    | 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        |     1000000 | PA      | $150480.53    | 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      | $351976.24    | 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      | $189183.43    | 0.01%             | 2027-06-22      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZF6607153<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      175000 | PA      | $169413.92    | 0.01%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                                                                       | CUSIP: BP0671134<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      950000 | PA      | $1027739.84   | 0.04%             | 2029-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | New Zealand Government Bond                                                     | CUSIP: ZB1410586<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4700000 | PA      | $2721597.76   | 0.11%             | 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      | $359794.72    | 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      | $173927.54    | 0.01%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB Boligkreditt AS                                                             | CUSIP: YS7885967<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $351829.19    | 0.01%             | 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      | $234658.77    | 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      | $238316.80    | 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      | $232363.62    | 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        |     1000000 | PA      | $1340638.43   | 0.05%             | 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      | $1984233.08   | 0.08%             | 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        |      400000 | PA      | $444391.00    | 0.02%             | 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      | $347537.66    | 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      | $2224058.27   | 0.09%             | 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      | $7829940.35   | 0.31%             | 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      | $238804.85    | 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        |      400000 | PA      | $353257.80    | 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      | $1658493.09   | 0.07%             | 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      | $233010.14    | 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        |     2910000 | PA      | $3643087.87   | 0.14%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | Suncor Energy Inc                                                               | CUSIP: 86721ZAZ2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $360758.71    | 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        |      300000 | PA      | $352912.40    | 0.01%             | 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      | $122455.64    | 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      | $646735.87    | 0.03%             | 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        |      350000 | PA      | $260492.43    | 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      | $148804.67    | 0.01%             | 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      | $241434.52    | 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      | $115548.40    | 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      | $702836.18    | 0.03%             | 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        |  2400000000 | PA      | $1610516.49   | 0.06%             | 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      | $105475.14    | 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        |      400000 | PA      | $282128.76    | 0.01%             | 2035-05-13      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                       | Aegon Ltd                                                                       | CUSIP: EC2050911<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |       68000 | PA      | $97598.89     | 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      | $239243.29    | 0.01%             | 2032-02-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                                                                         | CUSIP: BV0727362<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $325583.08    | 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        |      300000 | PA      | $209494.28    | 0.01%             | 2051-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                      | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $346080.61    | 0.01%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: YV1931588<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 90000000000 | PA      | $5608389.81   | 0.22%             | 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      | $462372.87    | 0.02%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                             | Affinity Sutton Capital Markets PLC                                             | CUSIP: EH5480601<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $414553.15    | 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      | $656474.08    | 0.03%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBQ5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71834.40     | 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      | $1253960.50   | 0.05%             | 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      | $150778.77    | 0.01%             | 2028-05-01      | Fixed         | 4.63%                 | 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      | $358504.47    | 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      | $844753.45    | 0.03%             | 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      | $119774.58    | 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      | $593212.95    | 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      | $347099.18    | 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      | $213232.78    | 0.01%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: AZ2390179<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $593600.23    | 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      | $2036848.44   | 0.08%             | 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      | $297464.85    | 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        |      200000 | PA      | $228538.17    | 0.01%             | 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      | $2188754.95   | 0.09%             | 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        |      100000 | PA      | $116525.65    | 0.00%             | 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      | $507648.36    | 0.02%             | 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      | $1865522.34   | 0.07%             | 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      | $222605.58    | 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        |      600000 | PA      | $671042.21    | 0.03%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | Hydro One Inc                                                                   | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $442697.79    | 0.02%             | 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      | $259751.70    | 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      | $811445.99    | 0.03%             | 2038-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11071 BUYUSD SELLSGD                                        | CUSIP: SGD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5320.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12855 BUYUSD SELLRON                                        | CUSIP: RON260203<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33071.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAU6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116615.58    | 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      | $349781.54    | 0.01%             | 2027-06-09      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                             | Malaysia Government Bond                                                        | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6000000 | PA      | $1596571.23   | 0.06%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | Republic of Austria Government Bond                                             | CUSIP: AN2176898<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      100000 | PA      | $115166.19    | 0.00%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  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      | $118674.69    | 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      | $2942557.49   | 0.12%             | 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      | $698766.88    | 0.03%             | 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      | $835639.18    | 0.03%             | 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      | $356129.68    | 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        |      200000 | PA      | $225975.51    | 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      | $323451.76    | 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      | $416619.69    | 0.02%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: GG7293994<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2150000 | PA      | $2697789.68   | 0.11%             | 2028-01-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                 | Societe Des Grands Projets EPIC                                                 | CUSIP: ZP9931095<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $497474.51    | 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        |      250000 | PA      | $337504.23    | 0.01%             | 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      | $1267765.20   | 0.05%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      400000 | PA      | $435731.26    | 0.02%             | 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      | $1221886.22   | 0.05%             | 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      | $811432.05    | 0.03%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | Bayerische Landesbank                                                           | CUSIP: YO6736210<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $349495.45    | 0.01%             | 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        |     1400000 | PA      | $1641740.30   | 0.07%             | 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      | $282784.82    | 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        |      400000 | PA      | $463609.37    | 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      | $238113.82    | 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        |      850000 | PA      | $369696.52    | 0.01%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZH3058893<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1350000 | PA      | $1847651.69   | 0.07%             | 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      | $706416.13    | 0.03%             | 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      | $280425.85    | 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        |      500000 | PA      | $577643.11    | 0.02%             | 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      | $253529.07    | 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        |      200000 | PA      | $231670.86    | 0.01%             | 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        |      200000 | PA      | $231048.41    | 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      | $2845672.61   | 0.11%             | 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        |      500000 | PA      | $389712.29    | 0.02%             | 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      | $1170581.80   | 0.05%             | 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      | $229331.64    | 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      | $1428462.52   | 0.06%             | 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      | $6481929.25   | 0.26%             | 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      | $677036.06    | 0.03%             | 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      | $358913.00    | 0.01%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: U17408HT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $473769.43    | 0.02%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | Orsted AS                                                                       | CUSIP: EI2033872<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $512506.73    | 0.02%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                     | Societe Nationale SNCF SACA                                                     | CUSIP: ZD6432094<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $341246.75    | 0.01%             | 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      | $73189.89     | 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        |      200000 | PA      | $226639.16    | 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        |      200000 | PA      | $234721.85    | 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      | $345457.60    | 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        |      100000 | PA      | $135716.90    | 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      | $254376.72    | 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      | $234120.16    | 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      | $1418495.01   | 0.06%             | 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        |     5250000 | PA      | $1493797.27   | 0.06%             | 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        |  1665000000 | PA      | $10410538.77  | 0.41%             | 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        |      420000 | PA      | $371181.03    | 0.01%             | 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      | $232064.30    | 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      | $579063.02    | 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      | $524768.75    | 0.02%             | 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        |     1200000 | PA      | $1460231.13   | 0.06%             | 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        |      300000 | PA      | $418675.33    | 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      | $879400.98    | 0.03%             | 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        |      200000 | PA      | $233343.13    | 0.01%             | 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      | $238279.00    | 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        |      200000 | PA      | $230451.66    | 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        |      500000 | PA      | $523354.00    | 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        |     1820000 | PA      | $1881723.45   | 0.07%             | 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      | $810666.70    | 0.03%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | CUSIP: ZM3527615<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      975000 | PA      | $1284212.16   | 0.05%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                      | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1757000 | PA      | $913165.74    | 0.04%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                    | CCF SFH SACA                                                                    | CUSIP: YK5256655<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350329.08    | 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      | $108678.28    | 0.00%             | 2027-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | Veolia Environnement SA                                                         | CUSIP: EI8895704<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $139600.19    | 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        |      500000 | PA      | $309838.02    | 0.01%             | 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      | $1716947.08   | 0.07%             | 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      | $1065768.62   | 0.04%             | 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        |      500000 | PA      | $517664.49    | 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      | $972540.66    | 0.04%             | 2029-09-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 10263 BUYUSD SELLSEK                                        | CUSIP: SEK260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9351.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 8888 BUYUSD SELLILS                                         | CUSIP: ILS260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27280.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                               | Hellenic Republic Government Bond                                               | CUSIP: BT5984799<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1800000 | PA      | $1960690.58   | 0.08%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Sanofi SA                                                                       | Sanofi SA                                                                       | CUSIP: JK5981119<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $910437.53    | 0.04%             | 2028-04-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | Regional Municipality of York                                                   | CUSIP: 98704CRA6<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       39000 | PA      | $28159.95     | 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        |   700000000 | PA      | $4093891.35   | 0.16%             | 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      | $3377618.21   | 0.13%             | 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      | $133689.90    | 0.01%             | 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      | $1266538.13   | 0.05%             | 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        |      500000 | PA      | $602183.31    | 0.02%             | 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      | $1335687.17   | 0.05%             | 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      | $602598.72    | 0.02%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $350365.36    | 0.01%             | 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      | $32803.00     | 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      | $229662.25    | 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      | $239938.79    | 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      | $525750.74    | 0.02%             | 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        |   830000000 | PA      | $4203931.86   | 0.17%             | 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      | $356571.14    | 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        |      300000 | PA      | $348095.51    | 0.01%             | 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      | $443502.80    | 0.02%             | 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        |      200000 | PA      | $272256.34    | 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      | $627726.73    | 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        |      700000 | PA      | $825715.56    | 0.03%             | 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      | $334165.32    | 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      | $73787.87     | 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        |   370000000 | PA      | $2234375.58   | 0.09%             | 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      | $1950725.58   | 0.08%             | 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        |      800000 | PA      | $406970.28    | 0.02%             | 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        |      350000 | PA      | $381955.70    | 0.02%             | 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       |      155000 | PA      | $184247.02    | 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      | $153174.89    | 0.01%             | 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        |      400000 | PA      | $473135.53    | 0.02%             | 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        |      500000 | PA      | $514029.29    | 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        |     1900000 | PA      | $2559862.00   | 0.10%             | 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      | $306652.56    | 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        |      300000 | PA      | $342118.40    | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | Cellnex Finance Co SA                                                           | CUSIP: BN9906395<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $335269.53    | 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      | $245799.43    | 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      | $231749.40    | 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      | $649695.24    | 0.03%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | Land Berlin                                                                     | CUSIP: D09856G47<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $929169.64    | 0.04%             | 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        |     2980000 | PA      | $3515445.24   | 0.14%             | 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      | $359674.03    | 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      | $1172936.94   | 0.05%             | 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      | $860416.56    | 0.03%             | 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      | $906718.79    | 0.04%             | 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      | $322822.49    | 0.01%             | 2029-09-22      | Fixed         | 0.50%                 | 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        |      200000 | PA      | $229532.84    | 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        |      300000 | PA      | $217704.91    | 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        |      500000 | PA      | $576797.50    | 0.02%             | 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        |      200000 | PA      | $277970.01    | 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      | $349362.15    | 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        |      300000 | PA      | $359464.88    | 0.01%             | 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      | $1087696.37   | 0.04%             | 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      | $5717520.18   | 0.23%             | 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        |      500000 | PA      | $654723.80    | 0.03%             | 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      | $3530458.05   | 0.14%             | 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        |      200000 | PA      | $274745.32    | 0.01%             | 2029-01-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                        | Spain Government Bond                                                           | CUSIP: AR3918646<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1230000 | PA      | $1179451.34   | 0.05%             | 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        |      100000 | PA      | $112874.30    | 0.00%             | 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      | $329686.78    | 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      | $2383361.51   | 0.09%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: FDS22NSF7<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | CORP              | CZ        |    18000000 | PA      | $899145.11    | 0.04%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH                             | Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH                             | CUSIP: D2R3ZXAE6<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $345314.27    | 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      | $240633.22    | 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        |     3810000 | PA      | $3820376.75   | 0.15%             | 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      | $365905.53    | 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      | $981453.63    | 0.04%             | 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        |      400000 | PA      | $328976.11    | 0.01%             | 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        |      610000 | PA      | $713249.95    | 0.03%             | 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      | $192775.86    | 0.01%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | Kingdom of Belgium Government Bond                                              | CUSIP: B1121KHY4<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $688810.98    | 0.03%             | 2054-06-22      | Fixed         | 3.30%                 | 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      | $354314.86    | 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        |      650000 | PA      | $760870.80    | 0.03%             | 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      | $650792.88    | 0.03%             | 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      | $349168.99    | 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        |      300000 | PA      | $346898.03    | 0.01%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government Bond                                              | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1250000 | PA      | $371671.92    | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | 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      | $1807408.29   | 0.07%             | 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        |      300000 | PA      | $193118.65    | 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      | $198114.15    | 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      | $380144.88    | 0.02%             | 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        |      200000 | PA      | $193878.62    | 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        |      200000 | PA      | $226626.88    | 0.01%             | 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        |     1000000 | PA      | $1142670.08   | 0.05%             | 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      | $221478.14    | 0.01%             | 2029-12-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                                               | Nordea Hypotek AB                                                               | CUSIP: ZM5243583<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $445482.22    | 0.02%             | 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        |      300000 | PA      | $193299.22    | 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      | $410255.37    | 0.02%             | 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        |     8000000 | PA      | $10896590.31  | 0.43%             | 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      | $343813.57    | 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      | $119653.28    | 0.00%             | 2027-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: K74493TJ4<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     1500000 | PA      | $224763.66    | 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        |     2000000 | PA      | $226667.20    | 0.01%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: N0R37XU57<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $469877.74    | 0.02%             | 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      | $561226.22    | 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        |      200000 | PA      | $231609.72    | 0.01%             | 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      | $137036.89    | 0.01%             | 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      | $468890.68    | 0.02%             | 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        |     3500000 | PA      | $3919773.10   | 0.16%             | 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      | $601088.37    | 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      | $1282931.64   | 0.05%             | 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      | $595927.48    | 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      | $339187.85    | 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      | $889232.14    | 0.04%             | 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      | $340166.00    | 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      | $618048.06    | 0.02%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $309748.68    | 0.01%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11138 BUYUSD SELLMYR                                        | CUSIP: MYR260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16417.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 10221 BUYUSD SELLKRW                                        | CUSIP: KRW260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-134666.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 9572 BUYUSD SELLCZK                                         | CUSIP: CZK260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11984.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: YJ6168613<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $346064.41    | 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        |      250000 | PA      | $152530.02    | 0.01%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                            | Indonesia Treasury Bond                                                         | CUSIP: AP1990260<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3500000000 | PA      | $224524.74    | 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        |     5600000 | PA      | $4330151.03   | 0.17%             | 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      | $342358.97    | 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        |  7000000000 | PA      | $4708365.07   | 0.19%             | 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      | $331418.21    | 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        |      200000 | PA      | $179490.59    | 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      | $1086412.55   | 0.04%             | 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        |     1300000 | PA      | $1617979.52   | 0.06%             | 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      | $240548.73    | 0.01%             | 2027-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 12945 BUYNZD SELLUSD                                        | CUSIP: USD260105<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-130255.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                | Indigo Group SAS                                                                | CUSIP: AS0689511<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228547.91    | 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        |      300000 | PA      | $222504.47    | 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        |      500000 | PA      | $570642.91    | 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      | $1042462.50   | 0.04%             | 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      | $490008.14    | 0.02%             | 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      | $361006.59    | 0.01%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: ZF2687175<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3000000 | PA      | $3503981.40   | 0.14%             | 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      | $347751.39    | 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        |      200000 | PA      | $149057.09    | 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      | $68370.90     | 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        |      800000 | PA      | $939421.35    | 0.04%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jigsaw Funding PLC                                                              | Jigsaw Funding PLC                                                              | CUSIP: BW1027901<br>LEI: 213800JR9H24DDKNFB02 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $178172.53    | 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      | $208939.87    | 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       |      600000 | PA      | $539150.17    | 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        |      250000 | PA      | $184265.91    | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: ZK1835196<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $130827.73    | 0.01%             | 2028-04-27      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Luminor Bank AS/Estonia                                                         | Luminor Bank AS/Estonia                                                         | CUSIP: YN0584428<br>LEI: 213800JD2L89GGG7LF07 | Long             | DBT              | CORP              | EE        |      500000 | PA      | $590699.57    | 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        |      400000 | PA      | $470062.54    | 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      | $2207995.68   | 0.09%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | State of Hesse                                                                  | CUSIP: D3R1TJEK8<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $586317.33    | 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      | $72585.81     | 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      | $4991853.01   | 0.20%             | 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        |      100000 | PA      | $118733.70    | 0.00%             | 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        |      100000 | PA      | $129705.50    | 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      | $640675.12    | 0.03%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: ZM3221490<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1500000 | PA      | $1764141.00   | 0.07%             | 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      | $344389.73    | 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        |      350000 | PA      | $259060.00    | 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        |      200000 | PA      | $259307.06    | 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      | $353035.02    | 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      | $111236.90    | 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      | $679405.82    | 0.03%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                                                                          | CUSIP: AV9849291<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $440487.75    | 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      | $6538262.78   | 0.26%             | 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      | $326906.02    | 0.01%             | 2030-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                          | Canadian Utilities Ltd                                                          | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145943.46    | 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      | $571487.91    | 0.02%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | French Republic Government Bond OAT                                             | CUSIP: BX5681560<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      695000 | PA      | $759487.20    | 0.03%             | 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      | $440582.17    | 0.02%             | 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      | $547160.17    | 0.02%             | 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      | $97143.55     | 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      | $1770488.34   | 0.07%             | 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      | $1740134.59   | 0.07%             | 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        |      200000 | PA      | $234007.55    | 0.01%             | 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      | $293956.79    | 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      | $2169946.33   | 0.09%             | 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        |      200000 | PA      | $279804.23    | 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      | $710978.67    | 0.03%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: U94974ME6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117094.19    | 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        |     8450000 | PA      | $10568245.32  | 0.42%             | 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      | $253075.20    | 0.01%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: YK0729706<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1275026.43   | 0.05%             | 2033-09-17      | Fixed         | 3.49%                 | 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      | $4667761.21   | 0.18%             | 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      | $324380.27    | 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      | $349938.41    | 0.01%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: YV9872172<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $592483.15    | 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      | $490054.26    | 0.02%             | 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        |     7700000 | PA      | $4384397.74   | 0.17%             | 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      | $3916290.84   | 0.16%             | 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      | $592661.60    | 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      | $602479.62    | 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        |      200000 | PA      | $214123.98    | 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      | $714362.95    | 0.03%             | 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        |      700000 | PA      | $819095.86    | 0.03%             | 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      | $110952.25    | 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      | $361707.44    | 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        |      100000 | PA      | $136842.28    | 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        |      200000 | PA      | $240203.92    | 0.01%             | 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      | $5830041.06   | 0.23%             | 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        |     4000000 | PA      | $2556698.83   | 0.10%             | 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      | $1552493.66   | 0.06%             | 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        |      200000 | PA      | $282460.29    | 0.01%             | 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      | $624107.23    | 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        |    10250000 | PA      | $3191848.32   | 0.13%             | 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      | $804664.31    | 0.03%             | 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        | 68000000000 | PA      | $4137207.43   | 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      | $5671210.65   | 0.22%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: ZM3823220<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      433000 | PA      | $457281.01    | 0.02%             | 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        |      100000 | PA      | $125192.10    | 0.00%             | 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        |      500000 | PA      | $597231.88    | 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        |     4500000 | PA      | $4341364.73   | 0.17%             | 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      | $576251.39    | 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        |     1500000 | PA      | $1080000.00   | 0.04%             | 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      | $1350244.52   | 0.05%             | 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      | $2388653.02   | 0.09%             | 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      | $1040853.66   | 0.04%             | 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      | $582575.41    | 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      | $222934.72    | 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      | $404876.56    | 0.02%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond                                                        | CUSIP: YO3740777<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    16000000 | PA      | $3952449.48   | 0.16%             | 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      | $2605007.37   | 0.10%             | 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        |     1000000 | PA      | $1119586.86   | 0.04%             | 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      | $122016.42    | 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        |      250000 | PA      | $304176.36    | 0.01%             | 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        |      200000 | PA      | $196713.68    | 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      | $338802.74    | 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      | $666691.88    | 0.03%             | 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      | $285294.91    | 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        |      500000 | PA      | $548618.80    | 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        |     1500000 | PA      | $1628489.08   | 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        |      300000 | PA      | $215527.27    | 0.01%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: ZF3441911<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591795.27    | 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      | $115858.31    | 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      | $116664.25    | 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      | $191734.41    | 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      | $321038.85    | 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      | $661850.35    | 0.03%             | 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        |      400000 | PA      | $474817.37    | 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        |      200000 | PA      | $148066.39    | 0.01%             | 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        |   145000000 | PA      | $901341.35    | 0.04%             | 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      | $9441529.87   | 0.37%             | 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      | $372249.75    | 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        |      400000 | PA      | $292727.34    | 0.01%             | 2030-08-19      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: G4527HVJ7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $522995.14    | 0.02%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | Landesbank Baden-Wuerttemberg                                                   | CUSIP: ZK3485636<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      116000 | PA      | $137511.83    | 0.01%             | 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      | $661650.19    | 0.03%             | 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        |      400000 | PA      | $466182.77    | 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        |      300000 | PA      | $319854.14    | 0.01%             | 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        |      300000 | PA      | $214973.55    | 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      | $439742.21    | 0.02%             | 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      | $363960.39    | 0.01%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: BR3767174<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1663607.64   | 0.07%             | 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      | $222359.89    | 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        |  4500000000 | PA      | $3147114.76   | 0.12%             | 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      | $828471.87    | 0.03%             | 2029-07-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Peabody Capital PLC                                                             | Peabody Capital PLC                                                             | CUSIP: EI6076968<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      300000 | PA      | $370664.08    | 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        |     1200000 | PA      | $1398802.33   | 0.06%             | 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      | $164523.07    | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | Hydro-Quebec                                                                    | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $577293.45    | 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      | $718028.36    | 0.03%             | 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      | $255170.18    | 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        |      600000 | PA      | $611996.46    | 0.02%             | 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      | $519443.04    | 0.02%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: YS5956349<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237610.75    | 0.01%             | 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        |      400000 | PA      | $585226.38    | 0.02%             | 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        |     1010000 | PA      | $1269225.18   | 0.05%             | 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      | $2311352.31   | 0.09%             | 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        |      500000 | PA      | $338625.89    | 0.01%             | 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        |      300000 | PA      | $309425.22    | 0.01%             | 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      | $654584.26    | 0.03%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: ZD8249330<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      700000 | PA      | $831407.23    | 0.03%             | 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      | $1136716.93   | 0.05%             | 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        |      200000 | PA      | $265057.51    | 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      | $219673.38    | 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      | $91675.94     | 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        |      500000 | PA      | $356884.92    | 0.01%             | 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      | $107513.62    | 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      | $2107885.28   | 0.08%             | 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        |      600000 | PA      | $686926.95    | 0.03%             | 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        |      450000 | PA      | $460593.40    | 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        |    16500000 | PA      | $789590.09    | 0.03%             | 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      | $585786.48    | 0.02%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: X5S007QE0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $480297.60    | 0.02%             | 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      | $607035.89    | 0.02%             | 2053-03-14      | Fixed         | 4.81%                 | 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      | $354209.87    | 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      | $290095.20    | 0.01%             | 2030-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: ZK8446310<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $354195.02    | 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      | $393686.13    | 0.02%             | 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      | $1173671.58   | 0.05%             | 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      | $569316.22    | 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        |      250000 | PA      | $361318.87    | 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        |     1400000 | PA      | $1653935.59   | 0.07%             | 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        |      300000 | PA      | $203295.28    | 0.01%             | 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        |      200000 | PA      | $233208.58    | 0.01%             | 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        |      700000 | PA      | $815675.62    | 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        |      700000 | PA      | $1031833.00   | 0.04%             | 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      | $339524.71    | 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      | $614771.33    | 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      | $231564.30    | 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      | $418526.72    | 0.02%             | 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      | $1577235.99   | 0.06%             | 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      | $429852.35    | 0.02%             | 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      | $1022896.87   | 0.04%             | 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        |      200000 | PA      | $249752.73    | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 8160 BUYUSD SELLNZD                                         | CUSIP: NZD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6480.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 9548 BUYUSD SELLNOK                                         | CUSIP: NOK260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2024.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8885 BUYUSD SELLCHF                                         | CUSIP: CHF260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50421.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LSEG Finance PLC                                                                | LSEG Finance PLC                                                                | CUSIP: YK0857879<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $269887.97    | 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      | $82474.03     | 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      | $431204.67    | 0.02%             | 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      | $5317719.86   | 0.21%             | 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      | $537860.28    | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: YJ7057252<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17000000 | PA      | $909444.50    | 0.04%             | 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      | $196161.57    | 0.01%             | 2052-07-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: X5S007SX6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $238825.85    | 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        |      100000 | PA      | $116401.83    | 0.00%             | 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        |      700000 | PA      | $819830.89    | 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        |     1633000 | PA      | $1720862.68   | 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      | $91495.36     | 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      | $373394.85    | 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      | $231266.23    | 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      | $71795.80     | 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        |      400000 | PA      | $504102.55    | 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        |      100000 | PA      | $116169.36    | 0.00%             | 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        |      100000 | PA      | $143650.49    | 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      | $854178.24    | 0.03%             | 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      | $552806.86    | 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      | $2694117.75   | 0.11%             | 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      | $692376.49    | 0.03%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: ZN2135426<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $647323.13    | 0.03%             | 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      | $591240.07    | 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      | $573823.03    | 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      | $227866.50    | 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        |      800000 | PA      | $500103.42    | 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      | $521350.53    | 0.02%             | 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        |     1800000 | PA      | $1313267.92   | 0.05%             | 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      | $2549567.75   | 0.10%             | 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        |   500000000 | PA      | $3123129.92   | 0.12%             | 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      | $2679471.59   | 0.11%             | 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        |    14000000 | PA      | $686410.89    | 0.03%             | 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      | $464001.13    | 0.02%             | 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        |     1300000 | PA      | $996516.51    | 0.04%             | 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      | $805304.77    | 0.03%             | 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        |   650000000 | PA      | $4076988.10   | 0.16%             | 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      | $278501.55    | 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      | $2444976.86   | 0.10%             | 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      | $167665.83    | 0.01%             | 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      | $1141047.01   | 0.05%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | Bundesobligation                                                                | CUSIP: ZK8854448<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1550000 | PA      | $1829847.12   | 0.07%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romania Government Bond                                                         | CUSIP: X5S007KH9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | CORP              | RO        |     3500000 | PA      | $850577.63    | 0.03%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MassMutual Global Funding II                                                    | CUSIP: YV4302548<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $135440.64    | 0.01%             | 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        |     1540000 | PA      | $813865.98    | 0.03%             | 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        |     1050000 | PA      | $1235506.66   | 0.05%             | 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        |      910000 | PA      | $1062024.78   | 0.04%             | 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      | $197758.20    | 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      | $352660.23    | 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        |      300000 | PA      | $221968.27    | 0.01%             | 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      | $408488.08    | 0.02%             | 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      | $107825.58    | 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        |      200000 | PA      | $235441.84    | 0.01%             | 2035-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: YS3267715<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1025000 | PA      | $1173093.28   | 0.05%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZH8728391<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      655000 | PA      | $846655.36    | 0.03%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Myriad Capital Plc                                                              | Myriad Capital Plc                                                              | CUSIP: EJ9725296<br>LEI: 213800M9SF74JBO6GS73 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $348343.97    | 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        |      300000 | PA      | $372302.02    | 0.01%             | 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        |     4000000 | PA      | $402462.30    | 0.02%             | 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      | $348073.78    | 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      | $362417.88    | 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      | $1797132.63   | 0.07%             | 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      | $152434.80    | 0.01%             | 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      | $3721953.43   | 0.15%             | 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      | $952132.57    | 0.04%             | 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        |      500000 | PA      | $367525.08    | 0.01%             | 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      | $460221.27    | 0.02%             | 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        |     4000000 | PA      | $951301.25    | 0.04%             | 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        |     1335000 | PA      | $1616082.83   | 0.06%             | 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        |      100000 | PA      | $139285.51    | 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      | $1458929.05   | 0.06%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11850 BUYUSD SELLCAD                                        | CUSIP: CAD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-71696.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 8870 BUYUSD SELLJPY                                         | CUSIP: JPY260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $497106.63    | 0.02%             |  |  |  | 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      | $1203278.41   | 0.05%             | 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      | $621966.48    | 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        |      200000 | PA      | $196577.83    | 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      | $518596.65    | 0.02%             | 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        |     1100000 | PA      | $1203884.07   | 0.05%             | 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        |      300000 | PA      | $352062.21    | 0.01%             | 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      | $96659.73     | 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      | $143712.57    | 0.01%             | 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      | $560274.52    | 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      | $363931.31    | 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      | $359683.99    | 0.01%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZJ6067798<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2800000 | PA      | $3265305.24   | 0.13%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: ZM1985385<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      950000 | PA      | $1090390.68   | 0.04%             | 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        |     8225000 | PA      | $11252353.60  | 0.45%             | 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        |      200000 | PA      | $245056.60    | 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      | $910427.06    | 0.04%             | 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        |      500000 | PA      | $362706.55    | 0.01%             | 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      | $8383068.04   | 0.33%             | 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      | $352127.05    | 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      | $115372.51    | 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      | $1577880.06   | 0.06%             | 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        |     3000000 | PA      | $4052108.36   | 0.16%             | 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      | $120405.54    | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | Nykredit Realkredit AS                                                          | CUSIP: AO2094172<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $246046.92    | 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      | $104970.69    | 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      | $955554.53    | 0.04%             | 2037-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | Land Baden-Wuerttemberg                                                         | CUSIP: D1U444CK4<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $587770.35    | 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      | $1412744.85   | 0.06%             | 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        |     3450000 | PA      | $998318.61    | 0.04%             | 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      | $830997.18    | 0.03%             | 2028-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BSK 1818 AG                                                                     | BSK 1818 AG                                                                     | CUSIP: D1T5ZBAA7<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $343911.86    | 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      | $234231.12    | 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      | $174319.31    | 0.01%             | 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      | $4309334.04   | 0.17%             | 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        |  9115030000 | PA      | $5800647.35   | 0.23%             | 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      | $623852.70    | 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        |     3545000 | PA      | $1950330.36   | 0.08%             | 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      | $406225.67    | 0.02%             | 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      | $582681.17    | 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      | $599341.13    | 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      | $992697.93    | 0.04%             | 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      | $238413.99    | 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      | $623769.96    | 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      | $236343.62    | 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      | $667664.22    | 0.03%             | 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        |      400000 | PA      | $469221.62    | 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      | $256742.18    | 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        |     1000000 | PA      | $810735.74    | 0.03%             | 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      | $483331.17    | 0.02%             | 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      | $941629.20    | 0.04%             | 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        |     1000000 | PA      | $1161446.22   | 0.05%             | 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      | $99932.31     | 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        |      300000 | PA      | $339992.73    | 0.01%             | 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      | $435753.44    | 0.02%             | 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      | $125522.73    | 0.00%             | 2028-07-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                      | CUSIP: ZF0973601<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $248170.35    | 0.01%             | 2054-07-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | Cie de Financement Foncier SA                                                   | CUSIP: F23069NY3<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $693416.93    | 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      | $908850.68    | 0.04%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  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      | $449076.60    | 0.02%             | 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        |      300000 | PA      | $342432.02    | 0.01%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | Lansforsakringar Hypotek AB                                                     | CUSIP: ZK7964529<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $451689.27    | 0.02%             | 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      | $703783.01    | 0.03%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                                             | Slovenia Government Bond                                                        | CUSIP: ZP3179451<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      600000 | PA      | $648819.67    | 0.03%             | 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        |      500000 | PA      | $576476.56    | 0.02%             | 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      | $380952.03    | 0.02%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 11814 BUYUSD SELLSEK                                        | CUSIP: SEK260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11951.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: BR4828538<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401841.34    | 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      | $862075.17    | 0.03%             | 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      | $389762.83    | 0.02%             | 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        |      850000 | PA      | $984708.62    | 0.04%             | 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      | $2237075.14   | 0.09%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                        | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: EH4697106<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $694101.90    | 0.03%             | 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        |      450000 | PA      | $228347.41    | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Pluxee NV                                                                       | Pluxee NV                                                                       | CUSIP: ZD2368763<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238037.52    | 0.01%             | 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      | $383721.72    | 0.02%             | 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      | $287077.50    | 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      | $374250.30    | 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        |      200000 | PA      | $144755.79    | 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      | $122951.52    | 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      | $466251.38    | 0.02%             | 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      | $239406.36    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: EF9234826<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5000000 | PA      | $234181.94    | 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      | $249259.07    | 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      | $184614.31    | 0.01%             | 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        |     3614000 | PA      | $276034.91    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: YV5586875<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $353132.27    | 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        |      500000 | PA      | $571847.19    | 0.02%             | 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        |      200000 | PA      | $232608.20    | 0.01%             | 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      | $582555.26    | 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      | $117383.40    | 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      | $464018.98    | 0.02%             | 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      | $174028.96    | 0.01%             | 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        |     3520000 | PA      | $4160988.42   | 0.16%             | 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      | $236214.26    | 0.01%             | 2031-09-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                         | CUSIP: H3849FAC1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      400000 | PA      | $470887.02    | 0.02%             | 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      | $404391.54    | 0.02%             | 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      | $874592.10    | 0.03%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                   | Kommunekredit                                                                   | CUSIP: BY7412483<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      400000 | PA      | $454310.42    | 0.02%             | 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      | $327104.41    | 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      | $503897.29    | 0.02%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 13239 BUYUSD SELLTHB                                        | CUSIP: THB260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20863.57    | -0.00%            |  |  |  | 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      | $5021659.38   | 0.20%             | 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      | $578538.71    | 0.02%             | 2030-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                       | Coventry Building Society                                                       | CUSIP: YV9940441<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $467507.90    | 0.02%             | 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      | $400820.27    | 0.02%             | 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        |     2620000 | PA      | $2620073.85   | 0.10%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer Inc                                                                      | CUSIP: AQ4399426<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $271491.73    | 0.01%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| City of Stockholm Sweden                                                        | City of Stockholm Sweden                                                        | CUSIP: ZI8746326<br>LEI: 549300U3EDY2QXS7NI78 | Long             | DBT              | NUSS              | SE        |     2000000 | PA      | $224781.75    | 0.01%             | 2029-03-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                            | MMS USA Holdings Inc                                                            | CUSIP: AZ0208399<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $324648.93    | 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        |      800000 | PA      | $814511.54    | 0.03%             | 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      | $206991.52    | 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      | $118158.74    | 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      | $581946.61    | 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        |     1300000 | PA      | $772000.37    | 0.03%             | 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      | $448537.93    | 0.02%             | 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       |      950000 | PA      | $1097756.21   | 0.04%             | 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      | $369097.21    | 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      | $375588.01    | 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      | $2392480.56   | 0.09%             | 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      | $337838.34    | 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        |      300000 | PA      | $254351.35    | 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        |     4200000 | PA      | $1153262.13   | 0.05%             | 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      | $410314.65    | 0.02%             | 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      | $583730.52    | 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        |   500000000 | PA      | $2885897.48   | 0.11%             | 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      | $405201.54    | 0.02%             | 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        |      300000 | PA      | $151071.31    | 0.01%             | 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      | $1133817.25   | 0.04%             | 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        |      700000 | PA      | $782047.04    | 0.03%             | 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      | $160122.56    | 0.01%             | 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      | $8087679.71   | 0.32%             | 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      | $582991.83    | 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        |     3750000 | PA      | $1044561.89   | 0.04%             | 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      | $598366.59    | 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        |      700000 | PA      | $864337.95    | 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      | $745820.28    | 0.03%             | 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      | $2036317.09   | 0.08%             | 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        |     6000000 | PA      | $1883264.85   | 0.07%             | 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        |      200000 | PA      | $201693.01    | 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      | $369159.66    | 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      | $587906.88    | 0.02%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | Czech Republic Government Bond                                                  | CUSIP: BG1229221<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10000000 | PA      | $420665.74    | 0.02%             | 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        |      468000 | PA      | $260898.69    | 0.01%             | 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      | $1617656.26   | 0.06%             | 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        | 50000000000 | PA      | $3124261.62   | 0.12%             | 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        |      675000 | PA      | $738681.24    | 0.03%             | 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        |     5000000 | PA      | $1266448.99   | 0.05%             | 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      | $343925.95    | 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        |      200000 | PA      | $234893.35    | 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      | $367563.95    | 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        |      200000 | PA      | $228979.77    | 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      | $1579972.87   | 0.06%             | 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      | $347427.90    | 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      | $3232371.05   | 0.13%             | 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      | $799154.80    | 0.03%             | 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        |      200000 | PA      | $239208.20    | 0.01%             | 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        |  2000000000 | PA      | $1355252.04   | 0.05%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                    | CUSIP: ZG5116154<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      300000 | PA      | $358437.54    | 0.01%             | 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        |      203571 | PA      | $290452.22    | 0.01%             | 2035-02-22      | Fixed         | 6.70%                 | 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        |      500000 | PA      | $215245.96    | 0.01%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                        | CUSIP: ZK7861410<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      110000 | PA      | $70792.62     | 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      | $352452.95    | 0.01%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | Raiffeisen Bank International AG                                                | CUSIP: ZI7742029<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $123346.71    | 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      | $88593.99     | 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        |      100000 | PA      | $125487.79    | 0.00%             | 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      | $548315.56    | 0.02%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                  | Protective Life Global Funding                                                  | CUSIP: U7430CAN5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $135408.29    | 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      | $34330.06     | 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        |      100000 | PA      | $138511.84    | 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        |     2000000 | PA      | $210270.32    | 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      | $552157.47    | 0.02%             | 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      | $97172.56     | 0.00%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | Hydro-Quebec                                                                    | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $87478.39     | 0.00%             | 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      | $2145766.53   | 0.09%             | 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      | $243068.27    | 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        |   880000000 | PA      | $4082993.40   | 0.16%             | 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      | $3155239.24   | 0.13%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: AZ8298962<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   231420000 | PA      | $121580.10    | 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      | $585672.08    | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | Colgate-Palmolive Co                                                            | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405114.51    | 0.02%             | 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        |     9600000 | PA      | $1049919.82   | 0.04%             | 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      | $518820.21    | 0.02%             | 2028-04-19      | Fixed         | 2.75%                 | 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        |      350000 | PA      | $398374.99    | 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      | $468691.19    | 0.02%             | 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      | $242102.84    | 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        |     1000000 | PA      | $1099562.48   | 0.04%             | 2028-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: U94974MD8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $586228.31    | 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      | $3346933.46   | 0.13%             | 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        |    14000000 | PA      | $1434564.15   | 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        |      300000 | PA      | $355084.07    | 0.01%             | 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      | $1359104.20   | 0.05%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | Korea Treasury Bond                                                             | CUSIP: EI8940526<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $719370.17    | 0.03%             | 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        |      300000 | PA      | $216785.70    | 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        |      400000 | PA      | $477343.82    | 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      | $433107.42    | 0.02%             | 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        |     1880000 | PA      | $2247324.88   | 0.09%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: YL4374879<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $696433.26    | 0.03%             | 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      | $338128.90    | 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      | $1249662.99   | 0.05%             | 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        |    40000000 | PA      | $1295963.09   | 0.05%             | 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      | $1217785.93   | 0.05%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                                                   | Proximus SADP                                                                   | CUSIP: BS3563688<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $439961.97    | 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      | $717705.15    | 0.03%             | 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      | $5579354.11   | 0.22%             | 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      | $230482.32    | 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        |  1340000000 | PA      | $8257057.00   | 0.33%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LiveWest Treasury PLC                                                           | LiveWest Treasury PLC                                                           | CUSIP: ZR9548895<br>LEI: 2138003KE7A61PG6CK49 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $163252.99    | 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      | $460562.67    | 0.02%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $268025.79    | 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      | $2458483.08   | 0.10%             | 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        |     3000000 | PA      | $324338.35    | 0.01%             | 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      | $351922.46    | 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        |     6000000 | PA      | $7019265.73   | 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        |      300000 | PA      | $308750.78    | 0.01%             | 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      | $1363220.79   | 0.05%             | 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        |      500000 | PA      | $423601.81    | 0.02%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | European Union                                                                  | CUSIP: YL9787562<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    12500000 | PA      | $14595947.55  | 0.58%             | 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        |     1700000 | PA      | $2018732.53   | 0.08%             | 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        |     8500000 | PA      | $2640520.68   | 0.10%             | 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        |      500000 | PA      | $349677.18    | 0.01%             | 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      | $3962022.57   | 0.16%             | 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      | $119133.18    | 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      | $206600.66    | 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        |      200000 | PA      | $145180.38    | 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      | $581744.77    | 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      | $314862.28    | 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      | $77191.32     | 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      | $578142.25    | 0.02%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      400000 | PA      | $447454.49    | 0.02%             | 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        |     1600000 | PA      | $1684216.22   | 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      | $748256.43    | 0.03%             | 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        |      700000 | PA      | $802267.08    | 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        |      100000 | PA      | $125794.40    | 0.00%             | 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      | $3173871.76   | 0.13%             | 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      | $110675.54    | 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      | $336011.67    | 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        |     1410000 | PA      | $1333248.68   | 0.05%             | 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      | $614475.04    | 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        |     2140000 | PA      | $2564031.50   | 0.10%             | 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        |      200000 | PA      | $228892.20    | 0.01%             | 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      | $628371.33    | 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      | $101453.47    | 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      | $246860.46    | 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      | $192328.54    | 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        |      200000 | PA      | $144112.35    | 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        |      700000 | PA      | $801845.54    | 0.03%             | 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      | $832759.28    | 0.03%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                              | Peru Government Bond                                                            | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2250000 | PA      | $666358.24    | 0.03%             | 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      | $593212.82    | 0.02%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                             | Pearson Funding PLC                                                             | CUSIP: BJ7575753<br>LEI: 2138001ZJKQ5U81RMY52 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $259304.53    | 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      | $723793.54    | 0.03%             | 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      | $461630.61    | 0.02%             | 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        |      105000 | PA      | $154034.68    | 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      | $466883.20    | 0.02%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 3 PLC                                                           | THFC Funding No 3 PLC                                                           | CUSIP: EI8353019<br>LEI: 2138003VKRGBYNDTVV92 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $250156.09    | 0.01%             | 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        |   675000000 | PA      | $3931833.55   | 0.16%             | 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      | $199210.45    | 0.01%             | 2030-01-16      | Fixed         | 4.45%                 | 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      | $95089.69     | 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        |      200000 | PA      | $235799.00    | 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      | $1535170.18   | 0.06%             | 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        |     1100000 | PA      | $943215.18    | 0.04%             | 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      | $633869.69    | 0.03%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: EC2565959<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3400000 | PA      | $4615712.54   | 0.18%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | United Kingdom Gilt                                                             | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      390000 | PA      | $459869.73    | 0.02%             | 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        |      300000 | PA      | $349979.31    | 0.01%             | 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      | $333510.49    | 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      | $135528.75    | 0.01%             | 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      | $348513.53    | 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       |     2000000 | PA      | $2332795.43   | 0.09%             | 2031-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                          | EQT AB                                                                          | CUSIP: BP3855841<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $309546.21    | 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        |   809250000 | PA      | $5075953.44   | 0.20%             | 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      | $344904.27    | 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      | $346694.91    | 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        |      300000 | PA      | $353292.45    | 0.01%             | 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      | $356963.26    | 0.01%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8010 BUYUSD SELLPEN                                         | CUSIP: PEN260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25843.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 9458 BUYUSD SELLKRW                                         | CUSIP: KRW260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-127033.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | Ireland Government Bond                                                         | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      770000 | PA      | $591481.83    | 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      | $1892600.09   | 0.07%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: ZF1459642<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $271907.62    | 0.01%             | 2030-10-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                  | Amplius Living                                                                  | CUSIP: AS4423412<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $283150.50    | 0.01%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | Canadian Government Bond                                                        | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1740000 | PA      | $1259756.19   | 0.05%             | 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      | $331537.29    | 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      | $586449.75    | 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      | $238991.51    | 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        |   900000000 | PA      | $5665903.22   | 0.22%             | 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      | $1363299.05   | 0.05%             | 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        |   600000000 | PA      | $703635.30    | 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        |      200000 | PA      | $186505.09    | 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      | $647526.33    | 0.03%             | 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      | $443130.38    | 0.02%             | 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        |      200000 | PA      | $277935.44    | 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      | $843376.08    | 0.03%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | Queensland Treasury Corp                                                        | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     4100000 | PA      | $2558607.35   | 0.10%             | 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      | $6309866.34   | 0.25%             | 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      | $129156.16    | 0.01%             | 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        |     1460000 | PA      | $1750847.72   | 0.07%             | 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      | $126759.32    | 0.01%             | 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      | $380849.90    | 0.02%             | 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      | $326568.45    | 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      | $177037.00    | 0.01%             | 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        |     1750000 | PA      | $1809870.69   | 0.07%             | 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      | $4930853.23   | 0.20%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                             | United Kingdom Gilt                                                             | CUSIP: BR7415259<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      500000 | PA      | $309247.18    | 0.01%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                | Iccrea Banca SpA                                                                | CUSIP: ZD3129479<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $358369.39    | 0.01%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                             | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $353598.40    | 0.01%             | 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      | $232485.06    | 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      | $372338.80    | 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      | $1187211.52   | 0.05%             | 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        |     1450000 | PA      | $1586453.83   | 0.06%             | 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      | $698311.29    | 0.03%             | 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        |     1700000 | PA      | $1359920.61   | 0.05%             | 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      | $2279491.93   | 0.09%             | 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      | $201462.19    | 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      | $880323.20    | 0.03%             | 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      | $711722.27    | 0.03%             | 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      | $614471.59    | 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      | $233148.35    | 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      | $113313.88    | 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      | $4042979.00   | 0.16%             | 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      | $3266242.69   | 0.13%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8136 BUYUSD SELLHUF                                         | CUSIP: HUF260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21601.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344450.20    | 0.01%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                         | Hungary Government Bond                                                         | CUSIP: JV5267275<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   100000000 | PA      | $289755.65    | 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      | $131367.00    | 0.01%             | 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        |     3700000 | PA      | $5770785.74   | 0.23%             | 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        |     2120000 | PA      | $2581422.80   | 0.10%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | Phoenix Group Holdings PLC                                                      | CUSIP: BJ0861465<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $407354.45    | 0.02%             | 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              | DK        |      700000 | PA      | $830553.14    | 0.03%             | 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        |      200000 | PA      | $234388.87    | 0.01%             | 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      | $838380.42    | 0.03%             | 2035-09-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 9505 BUYUSD SELLMYR                                         | CUSIP: MYR260109<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43563.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 10244 BUYUSD SELLMYR                                        | CUSIP: MYR260109<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22880.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8894 BUYUSD SELLSGD                                         | CUSIP: SGD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12737.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12954 BUYHUF SELLUSD                                        | CUSIP: USD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $43689.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11881 BUYUSD SELLPEN                                        | CUSIP: PEN260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3747.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8921 BUYUSD SELLNZD                                         | CUSIP: NZD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9391.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 10275 BUYUSD SELLGBP                                        | CUSIP: GBP260105<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-171228.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12891 BUYDKK SELLUSD                                        | CUSIP: USD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62459.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9508 BUYUSD SELLIDR                                         | CUSIP: IDR260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3035.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 9584 BUYUSD SELLNZD                                         | CUSIP: NZD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9595.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11074 BUYUSD SELLCHF                                        | CUSIP: CHF260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-314.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12948 BUYUSD SELLAUD                                        | CUSIP: AUD260203<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $243483.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 10054 BUYUSD SELLPEN                                        | CUSIP: PEN260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10561.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10305 BUYUSD SELLPLN                                        | CUSIP: PLN260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3685.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10278 BUYUSD SELLDKK                                        | CUSIP: DKK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1572.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 13044 BUYUSD SELLEUR                                        | CUSIP: EUR260203<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3604053.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 13230 BUYUSD SELLTHB                                        | CUSIP: THB260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21422.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10322 BUYUSD SELLIDR                                        | CUSIP: IDR260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2721.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11062 BUYUSD SELLNZD                                        | CUSIP: NZD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8491.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8270 BUYUSD SELLEUR                                         | CUSIP: EUR260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4990646.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12927 BUYSEK SELLUSD                                        | CUSIP: USD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-77902.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10281 BUYUSD SELLCLP                                        | CUSIP: CLP260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9565.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 10311 BUYUSD SELLNOK                                        | CUSIP: NOK260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-956.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 12888 BUYUSD SELLDKK                                        | CUSIP: DKK260203<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60797.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 11835 BUYUSD SELLAUD                                        | CUSIP: AUD260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66286.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 11077 BUYUSD SELLCLP                                        | CUSIP: CLP260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12793.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 12909 BUYNOK SELLUSD                                        | CUSIP: USD260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15685.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8139 BUYUSD SELLGBP                                         | CUSIP: GBP260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1854186.17  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8016 BUYUSD SELLCLP                                         | CUSIP: CLP260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-122284.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10266 BUYUSD SELLCZK                                        | CUSIP: CZK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4229.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 11859 BUYUSD SELLRON                                        | CUSIP: RON260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2478.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 11847 BUYUSD SELLEUR                                        | CUSIP: EUR260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-245380.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8891 BUYUSD SELLEUR                                         | CUSIP: EUR260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-801701.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 11844 BUYUSD SELLNOK                                        | CUSIP: NOK260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1177.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 8838 BUYUSD SELLPLN                                         | CUSIP: PLN260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2467.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 11817 BUYUSD SELLDKK                                        | CUSIP: DKK260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3152.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8163 BUYUSD SELLSEK                                         | CUSIP: SEK260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-263335.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8103 BUYUSD SELLCAD                                         | CUSIP: CAD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1362266.27  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 11826 BUYUSD SELLILS                                        | CUSIP: ILS260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7336.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11059 BUYUSD SELLPLN                                        | CUSIP: PLN260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3664.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12976 BUYUSD SELLJPY                                        | CUSIP: JPY260203<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1798811.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8882 BUYUSD SELLHUF                                         | CUSIP: HUF260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2714.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8169 BUYUSD SELLILS                                         | CUSIP: ILS260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-180606.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 11032 BUYUSD SELLCAD                                        | CUSIP: CAD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55437.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 9587 BUYUSD SELLDKK                                         | CUSIP: DKK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15589.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 11047 BUYUSD SELLAUD                                        | CUSIP: AUD260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-56698.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8851 BUYUSD SELLPEN                                         | CUSIP: PEN260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8878.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12915 BUYGBP SELLUSD                                        | CUSIP: USD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-704664.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 12939 BUYUSD SELLHUF                                        | CUSIP: HUF260203<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43545.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 13041 BUYEUR SELLUSD                                        | CUSIP: USD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3646708.01  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 8175 BUYUSD SELLEUR                                         | CUSIP: EUR260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-646727.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10272 BUYUSD SELLSGD                                        | CUSIP: SGD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5468.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 10997 BUYUSD SELLKRW                                        | CUSIP: KRW260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-155059.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 13224 BUYUSD SELLTHB                                        | CUSIP: THB260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3830.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 10290 BUYUSD SELLMXN                                        | CUSIP: MXN260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18268.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 13264 BUYTHB SELLUSD                                        | CUSIP: USD260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $67219.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8157 BUYUSD SELLCHF                                         | CUSIP: CHF260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-194349.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 12894 BUYCZK SELLUSD                                        | CUSIP: USD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22634.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Securities, Inc.                                                            | CURRENCY CONTRACT - 12903 BUYUSD SELLNZD                                        | CUSIP: NZD260203<br>LEI: 5493001KJTIIGC8Y1R12 | N/A              | DFE              | CORP              | US        |           1 | NC      | $127999.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 10269 BUYUSD SELLJPY                                        | CUSIP: JPY260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $338164.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8025 BUYUSD SELLKRW                                         | CUSIP: KRW260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-466009.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                           | CURRENCY CONTRACT - 8918 BUYUSD SELLCAD                                         | CUSIP: CAD260105<br>LEI: FTKNBL28GQ7J4DQ9PE13 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-131793.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 9536 BUYUSD SELLRON                                         | CUSIP: RON260105<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10184.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8873 BUYUSD SELLNOK                                         | CUSIP: NOK260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-646.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 12918 BUYMXN SELLUSD                                        | CUSIP: USD260105<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31596.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 13227 BUYTHB SELLUSD                                        | CUSIP: USD260105<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26983.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 12936 BUYUSD SELLMXN                                        | CUSIP: MXN260203<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $38331.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 8876 BUYUSD SELLCLP                                         | CUSIP: CLP260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18225.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                 | CURRENCY CONTRACT - 11853 BUYUSD SELLCLP                                        | CUSIP: CLP260109<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4891.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | CURRENCY CONTRACT - 12912 BUYUSD SELLNOK                                        | CUSIP: NOK260203<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15104.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup                                                                       | CURRENCY CONTRACT - 8827 BUYUSD SELLKRW                                         | CUSIP: KRW260109<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-194422.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting