# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-066775
**Filing Date:** 2026-6
**Character Count:** 3563597
**Document Hash:** 66bc0a0943302c8331b38775f0bac389
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066775.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066775

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 261121712

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13322577584.45

**Total Liabilities:** $254699190.26

**Net Assets:** $13067878394.19

**Delayed Delivery Securities:** $5855894.88

**Cash Not Reported:** $38443471.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1012.28000000 | **1-Year:** 185370.79000000 | **5-Year:** 1658035.34000000 | **10-Year:** 1220410.83000000 | **30-Year:** 993327.96000000

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

- **3-Month:** -21.97000000 | **1-Year:** 25566.18000000 | **5-Year:** 378139.92000000 | **10-Year:** 53092.11000000 | **30-Year:** 5235.06000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161648 | 1.23%                | -1.81%               | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7549427.39              | $98221763.78                               |
| Month 2  | $-1889179.38             | $-514804316.65                             |
| Month 3  | $-6244785.52             | $226220814.81                              |

**Designated Index Information**

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

- **Index Identifier:** B10CTRUH

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $590913.42    | 0.00%             | 2034-08-28      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      1000000 | PA      | $1180481.61   | 0.01%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAU8<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $216343.72    | 0.00%             | 2032-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1347490.89   | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BW2<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |       100000 | PA      | $71945.58     | 0.00%             | 2033-03-11      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $148211.85    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1300000 | PA      | $1470959.26   | 0.01%             | 2029-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    385650000 | PA      | $1417173.85   | 0.01%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       678000 | PA      | $836607.42    | 0.01%             | 2032-03-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       655000 | PA      | $304673.19    | 0.00%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $403255.39    | 0.00%             | 2029-04-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228740.52    | 0.00%             | 2031-09-03      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                              | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $479091.15    | 0.00%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $848295.65    | 0.01%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5230000 | PA      | $5984077.54   | 0.05%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $232386.51    | 0.00%             | 2033-04-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $469909.55    | 0.00%             | 2031-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      3643000 | PA      | $1250608.17   | 0.01%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1076470000 | PA      | $3711449.45   | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6057000 | PA      | $7802334.64   | 0.06%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      1050000 | PA      | $1206869.28   | 0.01%             | 2029-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $1121404.06   | 0.01%             | 2028-09-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       425000 | PA      | $488419.20    | 0.00%             | 2031-06-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |       550000 | PA      | $623778.74    | 0.00%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      8749000 | PA      | $9627219.11   | 0.07%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8840000 | PA      | $8540043.12   | 0.07%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       957590 | PA      | $1171400.97   | 0.01%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $346520.69    | 0.00%             | 2035-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1273034.39   | 0.01%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $775965.51    | 0.01%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $491424.33    | 0.00%             | 2029-11-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2770000 | PA      | $3034107.93   | 0.02%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  65251000000 | PA      | $3748822.50   | 0.03%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |       600000 | PA      | $652387.20    | 0.00%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2790000 | PA      | $2358327.54   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                     | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $515310.06    | 0.00%             | 2031-11-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       290000 | PA      | $205867.52    | 0.00%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC                                          | LSEG Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $265432.55    | 0.00%             | 2032-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $774355.75    | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       450000 | PA      | $575811.44    | 0.00%             | 2029-07-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     34900000 | PA      | $5409802.75   | 0.04%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     14097000 | PA      | $16825428.81  | 0.13%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      4455250 | PA      | $5094921.76   | 0.04%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMILA SA                                                | Carmila SA                                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |       300000 | PA      | $335627.66    | 0.00%             | 2029-04-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1440000 | PA      | $1004485.45   | 0.01%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       600000 | PA      | $699448.76    | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7571000 | PA      | $8688471.99   | 0.07%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $159606.85    | 0.00%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |       850000 | PA      | $1056765.36   | 0.01%             | 2029-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    217150000 | PA      | $1037863.96   | 0.01%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       400000 | PA      | $453279.81    | 0.00%             | 2037-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $553837.11    | 0.00%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $511303.62    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1747050000 | PA      | $9071796.52   | 0.07%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $130332.87    | 0.00%             | 2035-09-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $298364.85    | 0.00%             | 2035-10-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $164994.17    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $345828.94    | 0.00%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $312023.99    | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      1250000 | PA      | $864666.23    | 0.01%             | 2036-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       125000 | PA      | $160838.89    | 0.00%             | 2028-08-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $347623.50    | 0.00%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1750000 | PA      | $1439458.83   | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    416650000 | PA      | $1622174.05   | 0.01%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1433099.01   | 0.01%             | 2031-10-30      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      2500000 | PA      | $3195793.95   | 0.02%             | 2027-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000000 | PA      | $486712.82    | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                     | Supernova Invest GmbH                                                            | CUSIP: 000000000<br>LEI: 5299008Z5M2L56PLUX74 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $237471.52    | 0.00%             | 2030-06-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $709563.88    | 0.01%             | 2026-12-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $522823.07    | 0.00%             | 2027-04-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $273907.12    | 0.00%             | 2032-09-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB STEIERMARK                                  | Raiffeisen-Landesbank Steiermark AG                                              | CUSIP: 000000000<br>LEI: 529900UNUKYZ9HND3309 | Long             | DBT              | CORP              | AT        |       600000 | PA      | $692239.98    | 0.01%             | 2030-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $43133.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZET8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $219391.12    | 0.00%             | 2031-02-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     15000000 | PA      | $745670.60    | 0.01%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233498.47    | 0.00%             | 2031-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAL5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $305456.77    | 0.00%             | 2034-06-28      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $756113.79    | 0.01%             | 2029-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     44000000 | PA      | $6901168.58   | 0.05%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $509932.17    | 0.00%             | 2031-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                             | SoftBank Corp                                                                    | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |       125000 | PA      | $146991.58    | 0.00%             | 2032-06-30      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $1290558.03   | 0.01%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDENRED SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $884299.43    | 0.01%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCA9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152296.99    | 0.00%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       300000 | PA      | $364872.90    | 0.00%             | 2029-09-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    542550000 | PA      | $3516431.53   | 0.03%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      1930000 | PA      | $1423389.41   | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $511249.75    | 0.00%             | 2030-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BV5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152695.80    | 0.00%             | 2032-12-22      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HENKEL AG & CO KGAA                                       | Henkel AG & Co KGaA                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $356671.64    | 0.00%             | 2031-04-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $217273.23    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $709660.04    | 0.01%             | 2039-07-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                         | ARC Resources Ltd                                                                | CUSIP: 00208DAF8<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147877.86    | 0.00%             | 2033-02-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       250000 | PA      | $290369.07    | 0.00%             | 2031-10-07      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4624080000 | PA      | $2874501.62   | 0.02%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       216000 | PA      | $203721.30    | 0.00%             | 2034-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $78255.75     | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $149284.52    | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $211208.81    | 0.00%             | 2032-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       550000 | PA      | $732324.72    | 0.01%             | 2031-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WHX5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146640.16    | 0.00%             | 2026-09-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    121950000 | PA      | $767467.97    | 0.01%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4740950000 | PA      | $2373180.14   | 0.02%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK CZECH RE                                   | UniCredit Bank Czech Republic & Slovakia AS                                      | CUSIP: 000000000<br>LEI: KR6LSKV3BTSJRD41IF75 | Long             | DBT              | CORP              | CZ        |       400000 | PA      | $459530.33    | 0.00%             | 2031-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $571581.36    | 0.00%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $345693.03    | 0.00%             | 2032-05-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    244500000 | PA      | $37906098.73  | 0.29%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $230574.97    | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3450000 | PA      | $2916211.48   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       275000 | PA      | $315963.70    | 0.00%             | 2028-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       150000 | PA      | $168755.87    | 0.00%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       400000 | PA      | $468193.17    | 0.00%             | 2029-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $631952.98    | 0.00%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $446193.16    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       450000 | PA      | $518043.76    | 0.00%             | 2036-11-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229498.15    | 0.00%             | 2036-09-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       855000 | PA      | $930127.06    | 0.01%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $230054.35    | 0.00%             | 2031-02-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       280000 | PA      | $264114.72    | 0.00%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  45000000000 | PA      | $2721537.04   | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $206232.31    | 0.00%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8160000 | PA      | $7057940.55   | 0.05%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $673791.02    | 0.01%             | 2029-11-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     98650000 | PA      | $14753887.22  | 0.11%             | 2029-03-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       945000 | PA      | $672814.35    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      1100000 | PA      | $1275183.04   | 0.01%             | 2031-10-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $408648.59    | 0.00%             | 2031-11-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    110440000 | PA      | $3729148.94   | 0.03%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1370000 | PA      | $1290764.90   | 0.01%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119753.17    | 0.00%             | 2030-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     39000000 | PA      | $1864125.52   | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      1900000 | PA      | $2377551.60   | 0.02%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $227506.39    | 0.00%             | 2034-01-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       800000 | PA      | $922925.91    | 0.01%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       450000 | PA      | $519162.99    | 0.00%             | 2031-11-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-137932.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALANDSBANKEN AB                                           | Alandsbanken Abp                                                                 | CUSIP: 000000000<br>LEI: 7437006WYM821IJ3MN73 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $115213.97    | 0.00%             | 2031-04-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       650000 | PA      | $666798.39    | 0.01%             | 2032-11-04      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                            | SNF Group SACA                                                                   | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $227818.68    | 0.00%             | 2029-02-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1242050000 | PA      | $7902828.20   | 0.06%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1310920.81   | 0.01%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |       850000 | PA      | $1000081.51   | 0.01%             | 2031-10-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |       850000 | PA      | $976211.08    | 0.01%             | 2027-10-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                          | Transurban Finance Co. Pty. Ltd.                                                 | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $119914.64    | 0.00%             | 2033-04-26      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $414608.30    | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $515257.02    | 0.00%             | 2035-09-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226207.27    | 0.00%             | 2033-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228025.79    | 0.00%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       900000 | PA      | $1026576.06   | 0.01%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     10760000 | PA      | $12486253.33  | 0.10%             | 2036-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $791042.26    | 0.01%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       820000 | PA      | $990966.91    | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926WD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $517240.60    | 0.00%             | 2030-03-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $115031.48    | 0.00%             | 2034-02-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $203930.28    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $792887.47    | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia                                                              | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       650000 | PA      | $711772.45    | 0.01%             | 2028-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $574474.89    | 0.00%             | 2045-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    804300000 | PA      | $4065576.08   | 0.03%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                     | Central American Bank for Economic Integration                                   | CUSIP: 000000000<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $406968.89    | 0.00%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ERG SPA                                                   | ERG SpA                                                                          | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $600941.68    | 0.00%             | 2030-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5070000 | PA      | $5731011.63   | 0.04%             | 2046-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      3960000 | PA      | $3952932.87   | 0.03%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1006014.37   | 0.01%             | 2031-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $1000985.14   | 0.01%             | 2028-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $233881.76    | 0.00%             | 2029-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      1050000 | PA      | $1188371.90   | 0.01%             | 2029-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    517700000 | PA      | $3358379.21   | 0.03%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       700000 | PA      | $787666.26    | 0.01%             | 2037-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       500000 | PA      | $687055.56    | 0.01%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      1200000 | PA      | $1309326.33   | 0.01%             | 2028-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $701833.83    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      4489000 | PA      | $2412027.28   | 0.02%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $288597.31    | 0.00%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |       450000 | PA      | $499234.76    | 0.00%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    686850000 | PA      | $4384720.98   | 0.03%             | 2028-02-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURANCE GROUP AG                                  | UNIQA Insurance Group AG                                                         | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $217904.05    | 0.00%             | 2030-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $237036.93    | 0.00%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3084850000 | PA      | $18400568.37  | 0.14%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $177400.61    | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143606.36    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      1000000 | PA      | $1127697.73   | 0.01%             | 2034-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 893526A94<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73090.17     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       500000 | PA      | $533319.00    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       850000 | PA      | $976962.16    | 0.01%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       550000 | PA      | $445600.23    | 0.00%             | 2041-03-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IN'LI                                                     | In'li SA                                                                         | CUSIP: 000000000<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $435411.06    | 0.00%             | 2029-07-02      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72855.44     | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       900000 | PA      | $1063440.32   | 0.01%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $424458.66    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2251988.57   | 0.02%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $352245.16    | 0.00%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HK GOVT BOND PROGRAMME                                    | Hong Kong Government Bond Programme                                              | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      1250000 | PA      | $156595.21    | 0.00%             | 2030-07-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                                | Fortum Oyj                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | DBT              | CORP              | FI        |       650000 | PA      | $794583.42    | 0.01%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $197520.34    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       100000 | PA      | $134182.56    | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $465913.19    | 0.00%             | 2036-06-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $224677.66    | 0.00%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     37000000 | PA      | $5855178.95   | 0.04%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AU6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148219.95    | 0.00%             | 2035-03-07      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TENNET NETHERLANDS BV                                     | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $466546.65    | 0.00%             | 2036-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1136112.11   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $935433.52    | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       600000 | PA      | $705570.54    | 0.01%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       909000 | PA      | $983208.92    | 0.01%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $447032.47    | 0.00%             | 2028-02-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OMERS REALTY CORP                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $75616.22     | 0.00%             | 2029-04-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CANADA                                  | Liberty Utilities Canada LP                                                      | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $53819.85     | 0.00%             | 2050-02-14      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2199488.46   | 0.02%             | 2028-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2140000 | PA      | $1473796.43   | 0.01%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                           | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |       300000 | PA      | $338679.75    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2200000 | PA      | $2676779.25   | 0.02%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      2890000 | PA      | $1917988.27   | 0.01%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6700000 | PA      | $7926564.66   | 0.06%             | 2028-12-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO ASSICURA                                  | Intesa Sanpaolo Assicurazioni SpA                                                | CUSIP: 000000000<br>LEI: 549300UM31PJ24TTSR94 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $273354.44    | 0.00%             | 2030-12-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12359000 | PA      | $11246512.89  | 0.09%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                     | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $400972.30    | 0.00%             | 2034-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       400000 | PA      | $462539.38    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $233154.39    | 0.00%             | 2029-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      1000000 | PA      | $1180652.65   | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5143000 | PA      | $4103672.80   | 0.03%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       225000 | PA      | $251701.05    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       200000 | PA      | $227107.54    | 0.00%             | 2047-02-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $526562.93    | 0.00%             | 2032-09-12      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| HOUSING AND CARE TWY ONE                                  | Housing & Care 21                                                                | CUSIP: 000000000<br>LEI: 2138006KF8SVD28K9813 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $84444.70     | 0.00%             | 2049-11-08      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |       300000 | PA      | $317938.33    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $385870.81    | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1550000 | PA      | $1456748.78   | 0.01%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |       300000 | PA      | $354990.56    | 0.00%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      1350000 | PA      | $1489371.45   | 0.01%             | 2029-02-05      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |       200000 | PA      | $139072.42    | 0.00%             | 2030-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $399574.83    | 0.00%             | 2028-01-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    100030000 | PA      | $3192405.15   | 0.02%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $418146.94    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       580000 | PA      | $310235.29    | 0.00%             | 2062-02-13      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $575920.69    | 0.00%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121AZ8<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143047.65    | 0.00%             | 2028-02-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       275000 | PA      | $316916.40    | 0.00%             | 2036-06-18      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $684456.20    | 0.01%             | 2027-08-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72080.46     | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $687185.62    | 0.01%             | 2033-05-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $358088.34    | 0.00%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $577548.02    | 0.00%             | 2031-12-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $579512.06    | 0.00%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $337608.23    | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       200000 | PA      | $217134.50    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230494.63    | 0.00%             | 2032-05-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $250894.65    | 0.00%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $193474.81    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $796901.52    | 0.01%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $211850.50    | 0.00%             | 2030-01-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TP ICAP FINANCE PLC                                       | TP ICAP Finance PLC                                                              | CUSIP: 000000000<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136422.06    | 0.00%             | 2032-06-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK                                              | Channel Link Enterprises Finance PLC                                             | CUSIP: 000000000<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $314846.50    | 0.00%             | 2050-06-30      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230688.77    | 0.00%             | 2032-01-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |        30000 | PA      | $17361.74     | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $573599.70    | 0.00%             | 2035-08-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $476729.09    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                       | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $573374.68    | 0.00%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $468611.41    | 0.00%             | 2032-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $183957.52    | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                      | Parker-Hannifin Corp                                                             | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115349.28    | 0.00%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      2690000 | PA      | $2731436.25   | 0.02%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $245693.61    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6159400000 | PA      | $4399519.47   | 0.03%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     31000000 | PA      | $1651476.38   | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $373937.70    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5398000 | PA      | $6072574.73   | 0.05%             | 2029-12-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $114103.37    | 0.00%             | 2033-11-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $341725.49    | 0.00%             | 2035-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $459298.72    | 0.00%             | 2032-02-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1930000 | PA      | $1388392.40   | 0.01%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     10355000 | PA      | $10610288.79  | 0.08%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY SW                                        | National Grid Electricity Distribution South West PLC                            | CUSIP: 000000000<br>LEI: 549300UY9FEOG85HFK93 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $568893.06    | 0.00%             | 2029-05-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3824000 | PA      | $3458752.20   | 0.03%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                  | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       750000 | PA      | $933345.84    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $568341.35    | 0.00%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1106550000 | PA      | $6902857.94   | 0.05%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    106000000 | PA      | $5570687.96   | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       275000 | PA      | $315671.58    | 0.00%             | 2033-02-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS HOMELOAN SFH                                  | BNP Paribas Home Loan SFH SA                                                     | CUSIP: 000000000<br>LEI: 969500O7DJZNM0F0Z036 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1052587.46   | 0.01%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      7266000 | PA      | $2610855.21   | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                        | Roquette Freres SA                                                               | CUSIP: 000000000<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231855.55    | 0.00%             | 2031-11-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1157518.72   | 0.01%             | 2030-02-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2029200000 | PA      | $10593334.42  | 0.08%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2200000 | PA      | $2581572.94   | 0.02%             | 2028-07-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $233816.80    | 0.00%             | 2030-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       449000 | PA      | $461274.24    | 0.00%             | 2032-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       400000 | PA      | $422868.53    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       300000 | PA      | $345584.94    | 0.00%             | 2036-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                   | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $140911.88    | 0.00%             | 2036-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6370000 | PA      | $6115947.69   | 0.05%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $475820.61    | 0.00%             | 2032-06-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $440122.33    | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $921314.09    | 0.01%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $463352.51    | 0.00%             | 2030-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $142438.59    | 0.00%             | 2040-06-12      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       600000 | PA      | $446509.93    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $720365.58    | 0.01%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $131862.18    | 0.00%             | 2028-08-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    752200000 | PA      | $4663931.50   | 0.04%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2251000 | PA      | $2555055.31   | 0.02%             | 2028-01-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1352852.43   | 0.01%             | 2027-07-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $263557.23    | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       870000 | PA      | $1021319.53   | 0.01%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCAP COMMERCIAL LP                                        | MCAP Commercial LP                                                               | CUSIP: 55279QAF7<br>LEI: 549300CKH5PUNM6UC808 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74260.64     | 0.00%             | 2030-03-04      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1189000 | PA      | $1281305.67   | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345277.01    | 0.00%             | 2029-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10140000 | PA      | $13356155.22  | 0.10%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REIT                                    | Allied Properties Real Estate Investment Trust                                   | CUSIP: 019456AL6<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              |  | CA        |      1000000 | PA      | $743453.76    | 0.01%             | 2029-02-24      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $533346.96    | 0.00%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       915000 | PA      | $1053421.31   | 0.01%             | 2036-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $684590.01    | 0.01%             | 2045-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $745888.42    | 0.01%             | 2034-05-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       350000 | PA      | $275271.34    | 0.00%             | 2048-01-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                                   | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $812953.55    | 0.01%             | 2027-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $686683.28    | 0.01%             | 2030-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $348486.95    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $194687.03    | 0.00%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       900000 | PA      | $915921.10    | 0.01%             | 2031-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $572359.58    | 0.00%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 493271AJ9<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $218230.99    | 0.00%             | 2055-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       580000 | PA      | $395556.73    | 0.00%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     17000000 | PA      | $2640662.93   | 0.02%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $453191.69    | 0.00%             | 2033-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148673.39    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANCE                                  | Rentokil Initial Finance BV                                                      | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $363574.10    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4110000 | PA      | $4992213.57   | 0.04%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1135935.94   | 0.01%             | 2032-11-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                                     | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       759000 | PA      | $810138.01    | 0.01%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $130958.06    | 0.00%             | 2040-07-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $217794.33    | 0.00%             | 2049-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    350000000 | PA      | $364734.61    | 0.00%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $514994.07    | 0.00%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $69514.14     | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     19000000 | PA      | $2034231.77   | 0.02%             | 2030-02-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORP                                        | Redeia Corp SA                                                                   | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $576947.75    | 0.00%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $345217.19    | 0.00%             | 2036-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2772500000 | PA      | $17221714.34  | 0.13%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2805000 | PA      | $2406389.09   | 0.02%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119685.41    | 0.00%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $231155.63    | 0.00%             | 2031-08-11      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1800000 | PA      | $2065075.07   | 0.02%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $415204.56    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $344945.03    | 0.00%             | 2035-04-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1111499.78   | 0.01%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $694432.91    | 0.01%             | 2027-03-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1253000 | PA      | $1536271.83   | 0.01%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5950000 | PA      | $7342157.11   | 0.06%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       800000 | PA      | $211149.15    | 0.00%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN EUROPE                                       | Givaudan Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $105581.81    | 0.00%             | 2032-04-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $605951.11    | 0.00%             | 2033-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $359036.73    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 000000000<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       500000 | PA      | $586871.70    | 0.00%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       883000 | PA      | $902823.13    | 0.01%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $465943.57    | 0.00%             | 2036-05-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1390000 | PA      | $955936.06    | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415E4E2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $575225.58    | 0.00%             | 2027-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       900000 | PA      | $606567.02    | 0.00%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       900000 | PA      | $1071255.23   | 0.01%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $230588.03    | 0.00%             | 2032-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $102720.96    | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                               | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234749.75    | 0.00%             | 2032-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      2530000 | PA      | $1235590.20   | 0.01%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345044.02    | 0.00%             | 2030-07-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $706791.45    | 0.01%             | 2036-05-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $556627.55    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2248000 | PA      | $2470876.34   | 0.02%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |       200000 | PA      | $233903.97    | 0.00%             | 2029-07-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1374357.57   | 0.01%             | 2030-01-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $457888.96    | 0.00%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $471870.18    | 0.00%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       400000 | PA      | $468539.36    | 0.00%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    724700000 | PA      | $4196783.74   | 0.03%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-58896.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       150000 | PA      | $100392.83    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    896950000 | PA      | $5689497.68   | 0.04%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HEMSO TREASURY OYJ                                        | Hemso Treasury Oyj                                                               | CUSIP: 000000000<br>LEI: 743700D3NKZC0VKKPY05 | Long             | DBT              | CORP              | FI        |       420000 | PA      | $465830.19    | 0.00%             | 2028-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $344348.62    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |       810000 | PA      | $629045.51    | 0.00%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ACQUIRENTE UNICO SPA                                      | Acquirente Unico SpA                                                             | CUSIP: 000000000<br>LEI: 8156001A076EBE46C757 | Long             | DBT              | NUSS              | IT        |       200000 | PA      | $230528.75    | 0.00%             | 2033-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229209.01    | 0.00%             | 2037-04-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $585646.39    | 0.00%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1395000000 | PA      | $1511033.89   | 0.01%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $924667.41    | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1377752.22   | 0.01%             | 2028-10-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $293299.20    | 0.00%             | 2036-03-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB VORARLBERG                                  | Raiffeisen Landesbank Vorarlberg mit Revisionsverband eGen                       | CUSIP: 000000000<br>LEI: 529900FEID5L4H2T2L70 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $180902.58    | 0.00%             | 2034-11-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $228453.13    | 0.00%             | 2031-02-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       250000 | PA      | $125176.36    | 0.00%             | 2051-12-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6260000 | PA      | $6317886.87   | 0.05%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       250000 | PA      | $187535.57    | 0.00%             | 2039-08-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    355000000 | PA      | $2307845.53   | 0.02%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $111308.73    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $108801.57    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $116448.18    | 0.00%             | 2030-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ETHIAS SA                                                 | Ethias SA                                                                        | CUSIP: 000000000<br>LEI: 549300WG3JO935L6QD56 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $119872.47    | 0.00%             | 2035-05-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $55734.35     | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104458.50    | 0.00%             | 2030-08-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $570396.02    | 0.00%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $281216.55    | 0.00%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $650972.45    | 0.00%             | 2027-07-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232271.59    | 0.00%             | 2029-06-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LB88<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150715.84    | 0.00%             | 2028-12-18      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $341544.59    | 0.00%             | 2033-03-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $572043.23    | 0.00%             | 2030-07-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  12320000000 | PA      | $840020.58    | 0.01%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $258948.67    | 0.00%             | 2028-10-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $345331.03    | 0.00%             | 2030-11-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $264996.24    | 0.00%             | 2026-12-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1050000 | PA      | $1262395.20   | 0.01%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $346702.42    | 0.00%             | 2030-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       300000 | PA      | $330124.14    | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $100462.86    | 0.00%             | 2031-10-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       650000 | PA      | $457598.89    | 0.00%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                           | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |       200000 | PA      | $144570.36    | 0.00%             | 2034-04-24      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |       550000 | PA      | $646159.97    | 0.00%             | 2032-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     13460000 | PA      | $15429803.66  | 0.12%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $209576.81    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $351813.78    | 0.00%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1650000 | PA      | $1971523.54   | 0.02%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                  | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |       150000 | PA      | $93499.81     | 0.00%             | 2031-09-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      2930000 | PA      | $2191408.25   | 0.02%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE HOUSING FINANC                                  | Yorkshire Housing Finance PLC                                                    | CUSIP: 000000000<br>LEI: 213800Y8UNLWBP74TZ18 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $100255.25    | 0.00%             | 2044-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       700000 | PA      | $800314.54    | 0.01%             | 2032-11-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $809655.89    | 0.01%             | 2029-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCF1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72512.15     | 0.00%             | 2035-10-03      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       400000 | PA      | $313380.52    | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3390000 | PA      | $2468573.04   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $576003.00    | 0.00%             | 2031-11-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $577290.13    | 0.00%             | 2029-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5638000 | PA      | $2159603.36   | 0.02%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $115704.85    | 0.00%             | 2033-05-02      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       650000 | PA      | $747887.44    | 0.01%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $104382.44    | 0.00%             | 2033-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1830000 | PA      | $2146137.25   | 0.02%             | 2041-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1171250000 | PA      | $7452781.10   | 0.06%             | 2027-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C7J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $656593.01    | 0.01%             | 2032-01-09      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    649650000 | PA      | $2171580.54   | 0.02%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $175570.22    | 0.00%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        18000 | PA      | $20595.30     | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1479282.06   | 0.01%             | 2032-11-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $921439.52    | 0.01%             | 2036-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       200000 | PA      | $205875.16    | 0.00%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1160258.58   | 0.01%             | 2029-01-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2050000 | PA      | $2359385.30   | 0.02%             | 2037-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     70150000 | PA      | $10719851.99  | 0.08%             | 2031-01-08      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      3090000 | PA      | $4132399.91   | 0.03%             | 2031-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       200000 | PA      | $227909.88    | 0.00%             | 2033-06-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $351765.99    | 0.00%             | 2030-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $348187.71    | 0.00%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $227461.62    | 0.00%             | 2036-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      7070000 | PA      | $5426004.13   | 0.04%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $717892.99    | 0.01%             | 2029-02-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $344281.54    | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230329.98    | 0.00%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115944.62    | 0.00%             | 2030-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $956122.12    | 0.01%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       550000 | PA      | $687530.29    | 0.01%             | 2030-10-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $353931.98    | 0.00%             | 2029-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      4083900 | PA      | $4143492.84   | 0.03%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $106548.89    | 0.00%             | 2034-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8751000 | PA      | $11255759.11  | 0.09%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |       600000 | PA      | $714310.13    | 0.01%             | 2027-09-25      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $166526.29    | 0.00%             | 2036-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $573794.30    | 0.00%             | 2035-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $565549.02    | 0.00%             | 2040-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                                     | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73627.22     | 0.00%             | 2033-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       300000 | PA      | $214664.95    | 0.00%             | 2029-02-28      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $919258.21    | 0.01%             | 2033-07-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       175000 | PA      | $201990.77    | 0.00%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                  | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $239729.37    | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NZ GOVT FUNDING AGENCY                                    | New Zealand Local Government Funding Agency Ltd                                  | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |       200000 | PA      | $233804.88    | 0.00%             | 2032-10-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       175000 | PA      | $198268.24    | 0.00%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $811392.52    | 0.01%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       600000 | PA      | $683366.58    | 0.01%             | 2032-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     24553000 | PA      | $28898534.02  | 0.22%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $236782.24    | 0.00%             | 2028-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEFINITY FINANCIAL CORP                                   | Definity Financial Corp                                                          | CUSIP: 24477TAB6<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145497.03    | 0.00%             | 2035-09-12      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       800000 | PA      | $927123.64    | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $477434.24    | 0.00%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     12166000 | PA      | $7146166.16   | 0.05%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |       500000 | PA      | $593047.25    | 0.00%             | 2030-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       820000 | PA      | $885173.98    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114860.46    | 0.00%             | 2034-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                         | TAG Immobilien AG                                                                | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119294.60    | 0.00%             | 2030-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      4250000 | PA      | $2830378.59   | 0.02%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EJ7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $370135.52    | 0.00%             | 2034-12-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       700000 | PA      | $796540.47    | 0.01%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                          | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $582446.64    | 0.00%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       500000 | PA      | $580047.32    | 0.00%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      5956000 | PA      | $6840241.92   | 0.05%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $456324.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15850000 | PA      | $3132605.44   | 0.02%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $119395.44    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAS0<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $760611.89    | 0.01%             | 2028-12-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    676200000 | PA      | $2425153.99   | 0.02%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                                           | HOWOGE Wohnungsbaugesellschaft mbH                                               | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $474079.35    | 0.00%             | 2030-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS                                  | Associated British Foods PLC                                                     | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $446176.23    | 0.00%             | 2034-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    108580000 | PA      | $5637952.58   | 0.04%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       300000 | PA      | $309068.06    | 0.00%             | 2031-11-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $266857.99    | 0.00%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       550000 | PA      | $545686.52    | 0.00%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MM43<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $369154.29    | 0.00%             | 2030-09-26      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       400000 | PA      | $446020.33    | 0.00%             | 2029-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      1590000 | PA      | $1822227.34   | 0.01%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  60142000000 | PA      | $3824789.38   | 0.03%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $233048.21    | 0.00%             | 2036-03-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    161850000 | PA      | $1049614.96   | 0.01%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       300000 | PA      | $354819.76    | 0.00%             | 2031-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |       300000 | PA      | $331156.06    | 0.00%             | 2028-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EZ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1080506.02   | 0.01%             | 2036-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116338.26    | 0.00%             | 2036-03-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $115531.73    | 0.00%             | 2032-05-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $1051296.30   | 0.01%             | 2031-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $209122.58    | 0.00%             | 2044-02-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     18839000 | PA      | $17474708.63  | 0.13%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |       950000 | PA      | $1049015.01   | 0.01%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATES OF GUERNSEY                                        | States of Guernsey Bond                                                          | CUSIP: 000000000<br>LEI: 549300LMWTIK7DAC7T07 | Long             | DBT              | NUSS              | GG        |       300000 | PA      | $279816.71    | 0.00%             | 2046-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       200000 | PA      | $221875.07    | 0.00%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       792000 | PA      | $758951.02    | 0.01%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       200000 | PA      | $234073.81    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       600000 | PA      | $702719.04    | 0.01%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $570953.64    | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $809445.13    | 0.01%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $205086.72    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $754276.56    | 0.01%             | 2037-06-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       650000 | PA      | $434997.95    | 0.00%             | 2031-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $592034.72    | 0.00%             | 2030-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    718950000 | PA      | $2998813.03   | 0.02%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-394282.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $224055.85    | 0.00%             | 2036-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    376550000 | PA      | $1463788.26   | 0.01%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOFINA SA                                                 | Sofina SA                                                                        | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $229800.69    | 0.00%             | 2033-11-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143384.32    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE I AG                                   | Swiss Life Finance I AG                                                          | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |       300000 | PA      | $350985.28    | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                              | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       250000 | PA      | $206125.52    | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       350000 | PA      | $258599.99    | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       300000 | PA      | $345324.50    | 0.00%             | 2028-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       780000 | PA      | $753158.94    | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $183827.70    | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $423735.30    | 0.00%             | 2030-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $281385.23    | 0.00%             | 2032-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3132000 | PA      | $3146347.25   | 0.02%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $321795.33    | 0.00%             | 2032-07-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     68720000 | PA      | $10215542.03  | 0.08%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5998000 | PA      | $7856708.85   | 0.06%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6053000 | PA      | $4197826.81   | 0.03%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231696.38    | 0.00%             | 2031-01-14      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $462424.10    | 0.00%             | 2046-05-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd                                                               | CUSIP: 45833VAL3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $433537.39    | 0.00%             | 2036-02-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    383300000 | PA      | $58547419.36  | 0.45%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16530000 | PA      | $3719675.11   | 0.03%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $718906.29    | 0.01%             | 2035-03-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                                    | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       100000 | PA      | $122022.91    | 0.00%             | 2029-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKJ1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      6900000 | PA      | $4962658.60   | 0.04%             | 2036-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $134942.77    | 0.00%             | 2030-10-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |       150000 | PA      | $99367.99     | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       400000 | PA      | $490723.05    | 0.00%             | 2031-05-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                          | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |       550000 | PA      | $620231.07    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      1250000 | PA      | $1446940.17   | 0.01%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CS8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $141925.00    | 0.00%             | 2030-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       900000 | PA      | $999421.00    | 0.01%             | 2033-03-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES RE LTD                                   | Vicinity Centres Trust                                                           | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $138989.26    | 0.00%             | 2036-03-03      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |       100000 | PA      | $114722.61    | 0.00%             | 2032-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $402960.54    | 0.00%             | 2031-07-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                      | Henkel AG & Co. KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $196112.41    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       423000 | PA      | $444764.63    | 0.00%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $689386.69    | 0.01%             | 2027-08-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                       | Clarion Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800BLOAKXC1BXLJ29 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $700089.93    | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $257273.60    | 0.00%             | 2027-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $446228.54    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       300000 | PA      | $347815.97    | 0.00%             | 2036-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $701552.96    | 0.01%             | 2031-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      6180000 | PA      | $7107342.28   | 0.05%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       100000 | PA      | $117646.30    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $700782.40    | 0.01%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $505224.17    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $165347.65    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345885.23    | 0.00%             | 2027-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1380000 | PA      | $1604114.98   | 0.01%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $588612.66    | 0.00%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IDS FINANCING PLC                                         | IDS Financing PLC                                                                | CUSIP: 000000000<br>LEI: 2549003WF29F1G7TM942 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $229723.52    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $473031.06    | 0.00%             | 2033-12-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $503659.40    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      6110000 | PA      | $927525.79    | 0.01%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     15436000 | PA      | $9986556.62   | 0.08%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $246055.93    | 0.00%             | 2032-09-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709FV9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       120000 | PA      | $94906.32     | 0.00%             | 2031-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    654350000 | PA      | $3086156.60   | 0.02%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                      | Maple Parent Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |       175000 | PA      | $205304.70    | 0.00%             | 2028-03-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1039950.05   | 0.01%             | 2027-02-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $112869.93    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       740000 | PA      | $861251.64    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       600000 | PA      | $703732.66    | 0.01%             | 2027-11-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $677994.37    | 0.01%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $429676.66    | 0.00%             | 2032-04-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $102223.17    | 0.00%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $695882.78    | 0.01%             | 2027-01-21      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1002793.05   | 0.01%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $570529.18    | 0.00%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETWORK FINANCE CO PTY L                                  | Network Finance Co Pty Ltd                                                       | CUSIP: 000000000<br>LEI: 213800XV6ZAOWZ2IIS63 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $145745.02    | 0.00%             | 2030-06-19      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |       100000 | PA      | $118698.25    | 0.00%             | 2041-12-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRAMBLES USA INC                                          | Brambles USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116499.57    | 0.00%             | 2033-04-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      4000000 | PA      | $2210288.35   | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $291946.67    | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115289.45    | 0.00%             | 2033-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $182492.07    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    105460000 | PA      | $352048.55    | 0.00%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      4956000 | PA      | $2514788.44   | 0.02%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $577721.79    | 0.00%             | 2031-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      6103000 | PA      | $7685049.19   | 0.06%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1900000 | PA      | $2148322.71   | 0.02%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLONIAL SFL SOCIMI                                       | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |       500000 | PA      | $578079.44    | 0.00%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                   | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $143669.78    | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       850000 | PA      | $680238.58    | 0.01%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148450.89    | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $351256.44    | 0.00%             | 2030-01-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                      | PPG Industries, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       300000 | PA      | $346523.10    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE                                   | Galderma Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116439.80    | 0.00%             | 2031-03-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |       300000 | PA      | $397912.45    | 0.00%             | 2031-09-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $678794.36    | 0.01%             | 2036-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       300000 | PA      | $191516.05    | 0.00%             | 2046-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1510000 | PA      | $1326697.13   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |       750000 | PA      | $845462.87    | 0.01%             | 2028-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C3S4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $509820.62    | 0.00%             | 2031-09-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3964000 | PA      | $4702877.85   | 0.04%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $212276.63    | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |       600000 | PA      | $705344.27    | 0.01%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $115808.17    | 0.00%             | 2033-02-14      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    118500000 | PA      | $741732.76    | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $590013.26    | 0.00%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      9486000 | PA      | $3689022.55   | 0.03%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1352337.32   | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      4040000 | PA      | $2812687.16   | 0.02%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                              | Danaher Corp                                                                     | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       200000 | PA      | $233385.58    | 0.00%             | 2034-04-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $343695.48    | 0.00%             | 2032-10-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229914.85    | 0.00%             | 2034-02-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $335828.88    | 0.00%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1215495.36   | 0.01%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFQ4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $510127.22    | 0.00%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $273464.74    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  55000000000 | PA      | $3198346.72   | 0.02%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  14098740000 | PA      | $6120104.86   | 0.05%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $349064.74    | 0.00%             | 2026-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       475000 | PA      | $553100.02    | 0.00%             | 2035-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COFIROUTE SA                                              | Cofiroute SA                                                                     | CUSIP: 000000000<br>LEI: 213800CP8292W9E8LJ69 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $340182.60    | 0.00%             | 2033-03-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1530000 | PA      | $934475.69    | 0.01%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $87983.85     | 0.00%             | 2035-06-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134425.17    | 0.00%             | 2034-09-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152872.50    | 0.00%             | 2034-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       600000 | PA      | $676066.51    | 0.01%             | 2028-07-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $778749.63    | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8494000 | PA      | $9132783.65   | 0.07%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1710000 | PA      | $1040903.11   | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       950000 | PA      | $906825.24    | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $710987.30    | 0.01%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HYDE HOUSING ASSOC LTD                                    | Hyde Housing Association Ltd                                                     | CUSIP: 000000000<br>LEI: 213800WOZ2BUYBVOGK96 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $206359.70    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $575380.32    | 0.00%             | 2029-08-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    866600000 | PA      | $2862502.22   | 0.02%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4380000 | PA      | $4935824.79   | 0.04%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $313905.75    | 0.00%             | 2031-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $937927.69    | 0.01%             | 2031-12-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUBE TREASURY PTY LTD                                     | Qube Treasury Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 9845005E938043FLCE53 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $281118.70    | 0.00%             | 2031-12-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $455101.98    | 0.00%             | 2027-09-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                   | Prudential Funding Asia PLC                                                      | CUSIP: 000000000<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $347505.69    | 0.00%             | 2031-12-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      7350000 | PA      | $8298014.76   | 0.06%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $587730.09    | 0.00%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $352835.28    | 0.00%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4000000 | PA      | $710023.04    | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $540739.69    | 0.00%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       725000 | PA      | $799662.88    | 0.01%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1100000 | PA      | $949787.35    | 0.01%             | 2045-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $456353.95    | 0.00%             | 2035-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                | Baxter International, Inc.                                                       | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       500000 | PA      | $546568.11    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $281219.32    | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     35730000 | PA      | $5317322.22   | 0.04%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $332583.33    | 0.00%             | 2028-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $924884.72    | 0.01%             | 2030-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $577138.06    | 0.00%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       535000 | PA      | $626261.07    | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |       700000 | PA      | $834227.84    | 0.01%             | 2033-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $796979.37    | 0.01%             | 2030-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIA OUTLETS BV                                            | VIA Outlets BV                                                                   | CUSIP: 000000000<br>LEI: 2594009AT1MND8D7E216 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $112852.07    | 0.00%             | 2032-10-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       270000 | PA      | $316157.04    | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       200000 | PA      | $232345.16    | 0.00%             | 2050-02-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       900000 | PA      | $1032321.77   | 0.01%             | 2035-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $570040.15    | 0.00%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       340000 | PA      | $389611.98    | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       300000 | PA      | $405514.68    | 0.00%             | 2028-10-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |        40000 | PA      | $33500.78     | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    420000000 | PA      | $474825.38    | 0.00%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $232470.80    | 0.00%             | 2026-10-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       500000 | PA      | $563545.77    | 0.00%             | 2038-11-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     11000000 | PA      | $1671198.89   | 0.01%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10850000 | PA      | $2145772.59   | 0.02%             | 2041-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    115100000 | PA      | $17996969.91  | 0.14%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $792687.28    | 0.01%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $233122.41    | 0.00%             | 2026-08-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       600000 | PA      | $400518.65    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $237267.71    | 0.00%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1732660000 | PA      | $1167272.67   | 0.01%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       950000 | PA      | $1038811.75   | 0.01%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                        | Bank of Cyprus Pcl                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |       500000 | PA      | $613238.10    | 0.00%             | 2028-07-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $196927.91    | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       850000 | PA      | $471970.53    | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DCC GROUP FIN IRELAND                                     | DCC Group Finance Ireland DAC                                                    | CUSIP: 000000000<br>LEI: 213800SOAP5DXWP6BS88 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $238138.16    | 0.00%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $476686.11    | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   8374200000 | PA      | $4444319.72   | 0.03%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5237000 | PA      | $5327182.00   | 0.04%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOVONESIS NOVOZYMES B                                     | Novonesis Novozymes B                                                            | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | DBT              | CORP              | DK        |       125000 | PA      | $146628.44    | 0.00%             | 2033-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $230062.95    | 0.00%             | 2034-02-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     14220000 | PA      | $1461511.01   | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4384000 | PA      | $2265565.27   | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |       300000 | PA      | $344673.21    | 0.00%             | 2031-08-26      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     17430000 | PA      | $10724115.06  | 0.08%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $344334.03    | 0.00%             | 2031-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                      | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  34778000000 | PA      | $1992208.57   | 0.02%             | 2028-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBG0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        25000 | PA      | $15744.44     | 0.00%             | 2052-09-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BV4<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |       300000 | PA      | $218427.89    | 0.00%             | 2032-10-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRILLIUM M PROJECT CO GP                                  | Trillium M Project Co General Partnership                                        | CUSIP: 89624QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       400000 | PA      | $294117.05    | 0.00%             | 2062-10-31      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235762.10    | 0.00%             | 2027-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    515700000 | PA      | $1532048.76   | 0.01%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $142162.90    | 0.00%             | 2036-12-03      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $236590.30    | 0.00%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $109278.22    | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       100000 | PA      | $102620.02    | 0.00%             | 2031-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $744100.65    | 0.01%             | 2027-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID NORTH                                  | Northern Powergrid Northeast PLC                                                 | CUSIP: 000000000<br>LEI: 21380072EMKFDZSTLD28 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $128609.10    | 0.00%             | 2037-11-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $235876.06    | 0.00%             | 2026-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     14912000 | PA      | $10064145.88  | 0.08%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1931450000 | PA      | $12002665.17  | 0.09%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |       950000 | PA      | $1117319.61   | 0.01%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     72450000 | PA      | $448542.80    | 0.00%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD RON                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-109655.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       425000 | PA      | $487590.88    | 0.00%             | 2033-05-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $234057.17    | 0.00%             | 2026-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $105004.91    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                    | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |       549000 | PA      | $523302.56    | 0.00%             | 2033-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       125000 | PA      | $146684.04    | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  11172310000 | PA      | $7544188.65   | 0.06%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       300000 | PA      | $379662.52    | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $807527.81    | 0.01%             | 2031-12-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $123936.67    | 0.00%             | 2033-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    762650000 | PA      | $4655702.94   | 0.04%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       880000 | PA      | $1019706.76   | 0.01%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $817488.51    | 0.01%             | 2055-07-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAR0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $60265.06     | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      5120000 | PA      | $3472196.16   | 0.03%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       200000 | PA      | $233127.14    | 0.00%             | 2033-04-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1890000 | PA      | $730708.09    | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      9214000 | PA      | $11184924.04  | 0.09%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $340703.22    | 0.00%             | 2027-11-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       420000 | PA      | $460951.40    | 0.00%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $287664.89    | 0.00%             | 2030-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |       300000 | PA      | $300362.09    | 0.00%             | 2031-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $179734.60    | 0.00%             | 2034-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116918.42    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $652004.19    | 0.00%             | 2030-07-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      1700000 | PA      | $1954337.33   | 0.01%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $804540.72    | 0.01%             | 2033-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $345617.44    | 0.00%             | 2027-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       357000 | PA      | $476610.79    | 0.00%             | 2029-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      1335000 | PA      | $1551842.01   | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      3040000 | PA      | $1733793.59   | 0.01%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $328556.86    | 0.00%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $404185.21    | 0.00%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender HB HH RP SL SH                                 | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $454300.16    | 0.00%             | 2027-10-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2144250000 | PA      | $13377040.08  | 0.10%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $792833.88    | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     20818000 | PA      | $1977818.96   | 0.02%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |       294000 | PA      | $344259.74    | 0.00%             | 2027-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5933000 | PA      | $6899961.61   | 0.05%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAT8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147025.27    | 0.00%             | 2029-06-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346723.75    | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  20814380000 | PA      | $13469357.60  | 0.10%             | 2030-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $388311.27    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       100000 | PA      | $100330.24    | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    533800000 | PA      | $1434592.57   | 0.01%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       100000 | PA      | $77173.97     | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAS7<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |       200000 | PA      | $149292.55    | 0.00%             | 2031-08-05      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1502097.75   | 0.01%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $423347.32    | 0.00%             | 2032-05-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER P/L                                      | GAIF Bond Issuer Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $276373.29    | 0.00%             | 2031-11-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCE2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $211149.73    | 0.00%             | 2030-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORFINA LTD                                               | Norfina Ltd                                                                      | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $139325.23    | 0.00%             | 2030-12-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2140000 | PA      | $1623464.58   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2580000 | PA      | $1611211.42   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |       550000 | PA      | $635771.75    | 0.00%             | 2029-01-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    116250000 | PA      | $577959.42    | 0.00%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       425000 | PA      | $492209.08    | 0.00%             | 2031-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $515994.56    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $116352.47    | 0.00%             | 2033-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $578566.35    | 0.00%             | 2036-05-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAD0<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $146163.79    | 0.00%             | 2030-09-04      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $782222.27    | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $569749.58    | 0.00%             | 2040-10-16      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      5000000 | PA      | $3789090.00   | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $477360.02    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL BV                                          | America Movil BV                                                                 | CUSIP: 000000000<br>LEI: 724500AVF7ZU7L61BL70 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $808333.64    | 0.01%             | 2030-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231662.98    | 0.00%             | 2032-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       300000 | PA      | $350288.67    | 0.00%             | 2029-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       970000 | PA      | $673864.53    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                             | Walmart, Inc.                                                                    | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       600000 | PA      | $746107.83    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       450000 | PA      | $518645.76    | 0.00%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $346971.15    | 0.00%             | 2031-02-03      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     25150000 | PA      | $1241113.20   | 0.01%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $348364.40    | 0.00%             | 2031-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1800000 | PA      | $1325427.61   | 0.01%             | 2026-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117591.92    | 0.00%             | 2031-04-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4967000 | PA      | $3329505.94   | 0.03%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                       | Avery Dennison Corp                                                              | CUSIP: 000000000<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115980.55    | 0.00%             | 2035-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $650970.37    | 0.00%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $256792.56    | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       400000 | PA      | $454641.42    | 0.00%             | 2038-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    351000000 | PA      | $1724333.18   | 0.01%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      4005000 | PA      | $4858438.18   | 0.04%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $351899.49    | 0.00%             | 2033-06-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       850000 | PA      | $1033502.43   | 0.01%             | 2030-02-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1050000 | PA      | $1215856.97   | 0.01%             | 2036-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $121850.51    | 0.00%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113623.09    | 0.00%             | 2034-10-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $785349.14    | 0.01%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $374132.77    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $467822.93    | 0.00%             | 2028-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       338000 | PA      | $479290.59    | 0.00%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $804835.61    | 0.01%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       850000 | PA      | $991553.38    | 0.01%             | 2029-09-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    164550000 | PA      | $25866487.53  | 0.20%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $598649.20    | 0.00%             | 2032-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       300000 | PA      | $341123.16    | 0.00%             | 2033-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $689895.50    | 0.01%             | 2027-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    439390000 | PA      | $64634246.82  | 0.49%             | 2027-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      3000000 | PA      | $3440489.95   | 0.03%             | 2036-01-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $118840.52    | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $75524.61     | 0.00%             | 2034-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1433530.04   | 0.01%             | 2048-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $351177.87    | 0.00%             | 2026-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CRITERIA CAIXA SA                                         | Criteria Caixa SA                                                                | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $807944.56    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $466927.58    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $120205.12    | 0.00%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $804948.38    | 0.01%             | 2032-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE I AG                                   | Swiss Life Finance I AG                                                          | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |       300000 | PA      | $352424.23    | 0.00%             | 2033-05-06      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116929.31    | 0.00%             | 2056-04-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234077.46    | 0.00%             | 2030-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       200000 | PA      | $243577.71    | 0.00%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $237054.86    | 0.00%             | 2035-05-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $648426.51    | 0.00%             | 2030-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $558700.32    | 0.00%             | 2029-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |      7000000 | PA      | $1096468.18   | 0.01%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |       200000 | PA      | $220770.24    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    106400000 | PA      | $688887.78    | 0.01%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ORANO SA                                                  | Orano SA                                                                         | CUSIP: 000000000<br>LEI: 969500161UMNDC85C891 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1162476.33   | 0.01%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $341231.89    | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAL4<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $219060.21    | 0.00%             | 2030-01-14      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       890000 | PA      | $1056045.99   | 0.01%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      5150000 | PA      | $5987547.32   | 0.05%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     13630000 | PA      | $15879550.12  | 0.12%             | 2031-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $926197.03    | 0.01%             | 2035-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AXA LOGISTICS EUROPE                                      | AXA Logistics Europe Master SCA                                                  | CUSIP: 000000000<br>LEI: 213800IWFTNKN5BPH814 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $114999.56    | 0.00%             | 2031-05-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $363858.48    | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1335644.96   | 0.01%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       880000 | PA      | $1250933.46   | 0.01%             | 2039-07-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     31027240 | PA      | $5657430.04   | 0.04%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       750000 | PA      | $866734.72    | 0.01%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229669.57    | 0.00%             | 2031-01-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     19520000 | PA      | $23613356.40  | 0.18%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      3900000 | PA      | $2513154.69   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       350000 | PA      | $403323.00    | 0.00%             | 2032-08-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                          | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $227264.08    | 0.00%             | 2033-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       350000 | PA      | $410470.70    | 0.00%             | 2026-06-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LONSDALE FINANCE PTY LTD                                  | Lonsdale Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300VX4WC30OTQ1E62 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $141866.13    | 0.00%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     27840000 | PA      | $30234073.10  | 0.23%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  40048000000 | PA      | $2342060.81   | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $67706.73     | 0.00%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       400000 | PA      | $422287.84    | 0.00%             | 2030-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1332197.11   | 0.01%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1570000 | PA      | $1199826.46   | 0.01%             | 2033-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |       585000 | PA      | $675577.69    | 0.01%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AURIZON FINANCE PTY LTD                                   | Aurizon Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 8945002Q8CO1BE22YB71 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $68690.69     | 0.00%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                  | International Consolidated Airlines Group SA                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $115785.12    | 0.00%             | 2030-09-11      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       300000 | PA      | $348947.10    | 0.00%             | 2028-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $620973.48    | 0.00%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $523540.01    | 0.00%             | 2035-07-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    705000000 | PA      | $755121.36    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $286135.79    | 0.00%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1149033.93   | 0.01%             | 2034-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE EUROSHOP                                         | Deutsche EuroShop AG                                                             | CUSIP: 000000000<br>LEI: 529900Y9QTEFHFEKQ736 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $469286.08    | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $129567.59    | 0.00%             | 2043-11-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      9241000 | PA      | $8857500.94   | 0.07%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $280765.24    | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     40810000 | PA      | $1693407.30   | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SPARKASSE HANNOVER                                        | Sparkasse Hannover                                                               | CUSIP: 000000000<br>LEI: 52990085XZWOZNLAWJ54 | Long             | DBT              | CORP              | DE        |       250000 | PA      | $286531.63    | 0.00%             | 2032-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      4990000 | PA      | $3168611.50   | 0.02%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $141544.13    | 0.00%             | 2031-02-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $461511.19    | 0.00%             | 2038-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CT6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $850355.86    | 0.01%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2279000 | PA      | $2627025.06   | 0.02%             | 2031-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $499412.05    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $282451.08    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $490814.95    | 0.00%             | 2031-12-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $28820.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       500000 | PA      | $679346.66    | 0.01%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $775723.14    | 0.01%             | 2037-02-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $752431.41    | 0.01%             | 2029-07-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    315700000 | PA      | $47039204.37  | 0.36%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $133656.42    | 0.00%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $114467.27    | 0.00%             | 2033-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $638301.70    | 0.00%             | 2049-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $227856.85    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $328863.56    | 0.00%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       700000 | PA      | $807436.04    | 0.01%             | 2030-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                       | Blackstone Holdings Finance Co. LLC                                              | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       900000 | PA      | $999085.60    | 0.01%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230260.87    | 0.00%             | 2031-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $137092.59    | 0.00%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114624.11    | 0.00%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058LB7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $371885.38    | 0.00%             | 2029-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $736103.28    | 0.01%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $345447.65    | 0.00%             | 2035-06-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $239893.69    | 0.00%             | 2035-05-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $469132.26    | 0.00%             | 2026-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1134464.42   | 0.01%             | 2027-10-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       300000 | PA      | $364784.97    | 0.00%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $227041.66    | 0.00%             | 2035-08-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      7380000 | PA      | $2216134.05   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                               | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $942378.91    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                | Dover Corp                                                                       | CUSIP: 000000000<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |       550000 | PA      | $623220.37    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $284986.91    | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $206342.17    | 0.00%             | 2031-08-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $821951.74    | 0.01%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $234984.65    | 0.00%             | 2026-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $215643.52    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $607362.19    | 0.00%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1703000 | PA      | $1316825.76   | 0.01%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      2500000 | PA      | $2868666.08   | 0.02%             | 2031-03-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $458224.29    | 0.00%             | 2027-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       400000 | PA      | $242620.99    | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                        | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $226679.64    | 0.00%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       150000 | PA      | $160045.48    | 0.00%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1320000 | PA      | $697456.98    | 0.01%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     24311000 | PA      | $24037088.21  | 0.18%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $259267.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       600000 | PA      | $593932.67    | 0.00%             | 2032-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                      | Colgate-Palmolive Co                                                             | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       300000 | PA      | $340591.85    | 0.00%             | 2035-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |       900000 | PA      | $943183.06    | 0.01%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |       700000 | PA      | $843280.59    | 0.01%             | 2031-07-03      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       940000 | PA      | $912853.13    | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       280000 | PA      | $196818.12    | 0.00%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                              | Danaher Corp                                                                     | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       200000 | PA      | $228135.76    | 0.00%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |       200000 | PA      | $230080.25    | 0.00%             | 2032-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       150000 | PA      | $78553.74     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                    | Castellum Helsinki Finance Holding Abp                                           | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |       400000 | PA      | $438657.59    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     41000000 | PA      | $6298654.45   | 0.05%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $675305.15    | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     18930000 | PA      | $21996054.22  | 0.17%             | 2028-09-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1017948.46   | 0.01%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1068250000 | PA      | $4752644.49   | 0.04%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $115844.08    | 0.00%             | 2034-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $229401.54    | 0.00%             | 2037-05-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $226495.40    | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1732615.97   | 0.01%             | 2032-07-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1552880.73   | 0.01%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $674054.83    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $351735.21    | 0.00%             | 2031-06-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                       | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $610263.33    | 0.00%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $654677.02    | 0.01%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1348000 | PA      | $1552774.04   | 0.01%             | 2046-02-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $561171.36    | 0.00%             | 2028-01-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     57877000 | PA      | $1944039.51   | 0.01%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $599603.99    | 0.00%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       420000 | PA      | $475995.45    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $147338.15    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $594801.39    | 0.00%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $384097.49    | 0.00%             | 2030-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $800552.44    | 0.01%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       400000 | PA      | $457623.95    | 0.00%             | 2036-01-23      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $438416.62    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $369951.20    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                  | Acciona Energia Financiacion Filiales SA                                         | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $617004.12    | 0.00%             | 2031-04-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |       100000 | PA      | $111135.22    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1400000 | PA      | $849710.67    | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $923860.25    | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  17555000000 | PA      | $987376.36    | 0.01%             | 2036-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      4790000 | PA      | $3533389.85   | 0.03%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $376214.72    | 0.00%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $574947.61    | 0.00%             | 2030-08-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AJG2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $364916.12    | 0.00%             | 2031-01-13      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       600000 | PA      | $670135.60    | 0.01%             | 2028-08-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     12770000 | PA      | $8780680.26   | 0.07%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 294105AC5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147670.62    | 0.00%             | 2054-05-31      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       100000 | PA      | $114314.21    | 0.00%             | 2028-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FCC AQUALIA SA                                            | FCC Aqualia SA                                                                   | CUSIP: 000000000<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |       350000 | PA      | $409073.72    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $232256.83    | 0.00%             | 2037-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $599724.73    | 0.00%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  38000000000 | PA      | $2398060.12   | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       200000 | PA      | $233809.41    | 0.00%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1750000 | PA      | $1631212.32   | 0.01%             | 2037-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       150000 | PA      | $177448.06    | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346420.23    | 0.00%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116766.36    | 0.00%             | 2056-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $88524.34     | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       500000 | PA      | $577251.42    | 0.00%             | 2034-03-10      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $351524.47    | 0.00%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $507674.98    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LONDONMETRIC PROPERTY PL                                  | LondonMetric Property PLC                                                        | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | DBT              |  | GB        |       100000 | PA      | $129628.28    | 0.00%             | 2032-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCU6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146800.86    | 0.00%             | 2036-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $587031.16    | 0.00%             | 2029-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $234142.76    | 0.00%             | 2032-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $217491.82    | 0.00%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       200000 | PA      | $214437.42    | 0.00%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      1800000 | PA      | $2023100.45   | 0.02%             | 2034-10-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BQ5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |       100000 | PA      | $77269.58     | 0.00%             | 2031-03-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      1600000 | PA      | $1741155.20   | 0.01%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       450000 | PA      | $520143.46    | 0.00%             | 2027-06-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                  | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $356307.60    | 0.00%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $228925.05    | 0.00%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1400000 | PA      | $1406724.75   | 0.01%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| PEABODY TRUST                                             | Peabody Trust                                                                    | CUSIP: 000000000<br>LEI: 213800RE21RPMCU87D71 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $162763.91    | 0.00%             | 2047-10-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-289041.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     93000000 | PA      | $2888387.54   | 0.02%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $130344.20    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1550000 | PA      | $1748432.25   | 0.01%             | 2027-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2061050000 | PA      | $10749342.13  | 0.08%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAM3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $289996.40    | 0.00%             | 2054-06-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCH9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $212776.57    | 0.00%             | 2031-06-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $143993.57    | 0.00%             | 2026-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $229817.73    | 0.00%             | 2031-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |       570000 | PA      | $654167.22    | 0.01%             | 2039-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $118110.79    | 0.00%             | 2031-08-05      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $807807.42    | 0.01%             | 2027-03-24      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1302386.48   | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $527790.09    | 0.00%             | 2026-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $425853.66    | 0.00%             | 2030-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $443690.63    | 0.00%             | 2038-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                  | Tyco Electronics Group SA                                                        | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $232004.84    | 0.00%             | 2028-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      7046000 | PA      | $7621036.70   | 0.06%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                  | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $113306.83    | 0.00%             | 2033-04-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     16457000 | PA      | $9120557.54   | 0.07%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       450000 | PA      | $514586.94    | 0.00%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       300000 | PA      | $357941.37    | 0.00%             | 2034-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $462072.02    | 0.00%             | 2036-01-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7182000 | PA      | $4505515.97   | 0.03%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       325000 | PA      | $370551.32    | 0.00%             | 2035-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     10400000 | PA      | $7529192.30   | 0.06%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |       400000 | PA      | $454735.59    | 0.00%             | 2029-05-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $484393.55    | 0.00%             | 2044-09-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $346138.72    | 0.00%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $347613.28    | 0.00%             | 2032-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $346737.74    | 0.00%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $237762.25    | 0.00%             | 2033-04-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $529172.13    | 0.00%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-5047804.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $234163.89    | 0.00%             | 2026-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $287521.17    | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $346134.14    | 0.00%             | 2034-01-14      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHP4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       750000 | PA      | $571166.23    | 0.00%             | 2028-06-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       900000 | PA      | $624627.18    | 0.00%             | 2030-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       400000 | PA      | $241272.46    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $313552.38    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $933633.08    | 0.01%             | 2030-11-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $364627.89    | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       500000 | PA      | $444907.05    | 0.00%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PLATFORM HG FINANCE PLC                                   | Platform HG Financing PLC                                                        | CUSIP: 000000000<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $434000.85    | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| OXFORD PROPERTIES GROUP                                   | Oxford Properties Group Trust                                                    | CUSIP: 691915AA0<br>LEI: 2549002TBELYI32ZTO85 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74058.70     | 0.00%             | 2029-12-04      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235589.78    | 0.00%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-5047804.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     19900000 | PA      | $20418657.74  | 0.16%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $335453.34    | 0.00%             | 2031-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $1103692.61   | 0.01%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $56161.15     | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    149430000 | PA      | $4853280.12   | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1760000 | PA      | $1436883.09   | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $117854.20    | 0.00%             | 2031-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1622550000 | PA      | $7631982.70   | 0.06%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $293342.97    | 0.00%             | 2031-06-27      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $135299.39    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1477668.87   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926HR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $408435.84    | 0.00%             | 2035-02-04      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $348303.18    | 0.00%             | 2032-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146086.87    | 0.00%             | 2030-11-19      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228884.23    | 0.00%             | 2032-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       750000 | PA      | $659882.93    | 0.01%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                      | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1070000 | PA      | $887035.23    | 0.01%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $132495.56    | 0.00%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCT9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146507.24    | 0.00%             | 2033-03-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOODMAN AUSTRALIA FIN                                     | Goodman Australia Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800AQVHS7SCC93B80 | Long             | DBT              |  | AU        |       150000 | PA      | $174500.11    | 0.00%             | 2033-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $573823.28    | 0.00%             | 2033-09-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1155616.44   | 0.01%             | 2036-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |       300000 | PA      | $309477.83    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $691235.76    | 0.01%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                     | Central American Bank for Economic Integration                                   | CUSIP: 000000000<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $535684.57    | 0.00%             | 2029-02-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       400000 | PA      | $425619.35    | 0.00%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $588026.02    | 0.00%             | 2029-05-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $349168.08    | 0.00%             | 2037-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4537580000 | PA      | $3042962.09   | 0.02%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      7750000 | PA      | $8231311.11   | 0.06%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $493688.65    | 0.00%             | 2033-10-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $739168.20    | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       307000 | PA      | $316041.43    | 0.00%             | 2031-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $468230.56    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       281000 | PA      | $326723.71    | 0.00%             | 2027-03-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       700000 | PA      | $541937.04    | 0.00%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     79700000 | PA      | $12395484.60  | 0.09%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346410.02    | 0.00%             | 2032-12-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     23850000 | PA      | $148837.70    | 0.00%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     17100000 | PA      | $2496177.26   | 0.02%             | 2028-06-16      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8270000 | PA      | $4270625.43   | 0.03%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $355045.92    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       970000 | PA      | $974291.06    | 0.01%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $468056.05    | 0.00%             | 2027-12-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |       375000 | PA      | $458252.87    | 0.00%             | 2030-04-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $479224.72    | 0.00%             | 2028-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       950000 | PA      | $1042206.10   | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       726000 | PA      | $836005.00    | 0.01%             | 2033-08-17      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                                            | Cooperatieve Rabobank UA/Australia                                               | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $357220.70    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $340733.80    | 0.00%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1600000 | PA      | $1855896.64   | 0.01%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCM4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $141630.03    | 0.00%             | 2053-02-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $564558.97    | 0.00%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TOKYO METROPOLITAN GOVT                                   | Tokyo Metropolitan Government                                                    | CUSIP: 000000000<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | NUSS              | JP        |       700000 | PA      | $801478.38    | 0.01%             | 2030-10-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146848.59    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1870000 | PA      | $2175529.15   | 0.02%             | 2056-06-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $420675.92    | 0.00%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       200000 | PA      | $234912.85    | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $175903.32    | 0.00%             | 2034-12-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       568000 | PA      | $625532.76    | 0.00%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       750000 | PA      | $893948.00    | 0.01%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118709.78    | 0.00%             | 2032-09-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                                  | Nortegas Energia Grupo SL                                                        | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $114940.50    | 0.00%             | 2033-01-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AFFINITY SUTTON CM PLC                                    | Affinity Sutton Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $211887.25    | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      1175000 | PA      | $1283768.15   | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $138993.80    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $475453.36    | 0.00%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |       800000 | PA      | $950656.25    | 0.01%             | 2082-12-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1997200000 | PA      | $1033527.11   | 0.01%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $294119.51    | 0.00%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $232045.47    | 0.00%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      3050000 | PA      | $3382840.37   | 0.03%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON EUROPE                                       | CK Hutchison Europe Finance 21 Ltd                                               | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $289130.69    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    460600000 | PA      | $2823360.70   | 0.02%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1750000 | PA      | $2023340.20   | 0.02%             | 2031-06-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                         | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1068584.31   | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1254222.40   | 0.01%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAM8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $436289.33    | 0.00%             | 2035-09-12      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       950000 | PA      | $1081986.97   | 0.01%             | 2027-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       963000 | PA      | $1088346.69   | 0.01%             | 2030-03-23      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |            1 | NC      | $96396.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co Cie Credit Ford Du Canada                                  | CUSIP: 34527ADA5<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147952.40    | 0.00%             | 2029-09-12      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     72950000 | PA      | $2451937.84   | 0.02%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                      | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |      1475000 | PA      | $1645611.48   | 0.01%             | 2028-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       300000 | PA      | $343210.67    | 0.00%             | 2031-10-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $449224.68    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $136828.24    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       650000 | PA      | $749883.19    | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6717000 | PA      | $7978908.69   | 0.06%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $59513.24     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      2000000 | PA      | $2297889.92   | 0.02%             | 2036-04-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       200000 | PA      | $231465.69    | 0.00%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $349436.89    | 0.00%             | 2034-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $680656.02    | 0.01%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $347177.23    | 0.00%             | 2032-01-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $568755.53    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |       381000 | PA      | $453401.28    | 0.00%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |       400000 | PA      | $467822.01    | 0.00%             | 2027-09-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      4000000 | PA      | $2418866.09   | 0.02%             | 2030-11-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $231715.11    | 0.00%             | 2031-06-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11200000 | PA      | $2783137.28   | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      5620000 | PA      | $3275465.40   | 0.03%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SGS FINANCE BV                                            | SGS Finance BV                                                                   | CUSIP: 000000000<br>LEI: 213800UDSB4F8FCRUW30 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231797.22    | 0.00%             | 2030-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     15000000 | PA      | $1594979.79   | 0.01%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       450000 | PA      | $330756.73    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAH9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $68670.77     | 0.00%             | 2052-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      1300000 | PA      | $1509876.71   | 0.01%             | 2032-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       600000 | PA      | $681951.44    | 0.01%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       300000 | PA      | $267027.56    | 0.00%             | 2039-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $150994.01    | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       552000 | PA      | $614760.86    | 0.00%             | 2029-06-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $555987.67    | 0.00%             | 2037-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $227198.38    | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $104382.44    | 0.00%             | 2033-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    281000000 | PA      | $1354587.84   | 0.01%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST                                           | Stockland Trust                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |       300000 | PA      | $213616.67    | 0.00%             | 2034-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1169908.68   | 0.01%             | 2056-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $944501.20    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $290590.43    | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233040.73    | 0.00%             | 2030-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAS0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $432177.01    | 0.00%             | 2031-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| POWER CORPORATION CANADA                                  | Power Corp of Canada                                                             | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $67282.83     | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UJ2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $147271.29    | 0.00%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72039.86     | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $219009.77    | 0.00%             | 2029-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                          | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $129272.19    | 0.00%             | 2045-11-18      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231719.17    | 0.00%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                                  | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |       700000 | PA      | $810268.46    | 0.01%             | 2027-02-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $224603.29    | 0.00%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1750000 | PA      | $1788195.81   | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       236000 | PA      | $249111.29    | 0.00%             | 2031-05-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       300000 | PA      | $344313.91    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12085000 | PA      | $9534116.17   | 0.07%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $569063.81    | 0.00%             | 2038-04-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3082000 | PA      | $2489284.52   | 0.02%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $456557.12    | 0.00%             | 2035-03-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1144932.86   | 0.01%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $549983.70    | 0.00%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOROMONT INDUSTRIES LTD                                   | Toromont Industries Ltd                                                          | CUSIP: 891102AF2<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $220358.09    | 0.00%             | 2030-03-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $124517.94    | 0.00%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     36700000 | PA      | $1687569.72   | 0.01%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $284733.10    | 0.00%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     44000000 | PA      | $6821202.82   | 0.05%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $744674.49    | 0.01%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2229000 | PA      | $2274306.40   | 0.02%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2400000 | PA      | $1711761.23   | 0.01%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                     | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |       325000 | PA      | $366742.05    | 0.00%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       500000 | PA      | $658389.16    | 0.01%             | 2032-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |       200000 | PA      | $232302.15    | 0.00%             | 2027-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       200000 | PA      | $239405.25    | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $573694.47    | 0.00%             | 2030-09-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL EUROPE                                   | PACCAR Financial Europe BV                                                       | CUSIP: 000000000<br>LEI: Q47A62EK6GMSID3Y8C39 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $634619.39    | 0.00%             | 2028-11-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $700562.06    | 0.01%             | 2030-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     10000000 | PA      | $1555480.07   | 0.01%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1016220.74   | 0.01%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALPERIA SPA                                               | Alperia SpA                                                                      | CUSIP: 000000000<br>LEI: 815600117D7977461B75 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $367113.75    | 0.00%             | 2028-07-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $576153.57    | 0.00%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     45050000 | PA      | $7174713.04   | 0.05%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       900000 | PA      | $1023375.28   | 0.01%             | 2035-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      1900000 | PA      | $481012.97    | 0.00%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230732.53    | 0.00%             | 2036-07-04      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $460158.69    | 0.00%             | 2045-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       325000 | PA      | $371418.09    | 0.00%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1084450000 | PA      | $5306876.52   | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Albemarle New Holding GmbH                                | Albemarle New Holding GmbH                                                       | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $226213.68    | 0.00%             | 2028-11-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $75070.05     | 0.00%             | 2032-08-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      1200000 | PA      | $1407263.39   | 0.01%             | 2031-02-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCG0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $369350.73    | 0.00%             | 2030-02-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $227487.92    | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5000000 | PA      | $1100763.19   | 0.01%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $231120.30    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $345807.89    | 0.00%             | 2030-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $803557.05    | 0.01%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $412889.90    | 0.00%             | 2032-11-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       450000 | PA      | $593485.94    | 0.00%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CB7<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $367140.10    | 0.00%             | 2028-05-23      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $540266.67    | 0.00%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116468.44    | 0.00%             | 2029-09-16      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |       650000 | PA      | $779311.03    | 0.01%             | 2030-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $263578.96    | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $547381.20    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     19771000 | PA      | $13578038.60  | 0.10%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       528000 | PA      | $588576.47    | 0.00%             | 2032-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2325600000 | PA      | $14453810.56  | 0.11%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $737950.39    | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2300000 | PA      | $1619196.07   | 0.01%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1850000 | PA      | $2403422.27   | 0.02%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $229705.31    | 0.00%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP FINANCE NV                                  | Compass Group Finance Netherlands BV                                             | CUSIP: 000000000<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $339851.80    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1172800000 | PA      | $6814554.12   | 0.05%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |       300000 | PA      | $323318.64    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $234815.65    | 0.00%             | 2030-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JUST GROUP PLC                                            | Just Group PLC                                                                   | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $405729.57    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $85320.49     | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $703599.06    | 0.01%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      2000000 | PA      | $2304966.74   | 0.02%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $219678.86    | 0.00%             | 2028-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       366000 | PA      | $422498.93    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $881893.97    | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     20000000 | PA      | $2172356.93   | 0.02%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $352789.58    | 0.00%             | 2030-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3890020000 | PA      | $2542154.27   | 0.02%             | 2053-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2750000 | PA      | $3156194.26   | 0.02%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $789867.15    | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $327042.20    | 0.00%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       500000 | PA      | $584648.05    | 0.00%             | 2029-04-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEWRIVER REIT PLC                                         | NewRiver REIT PLC                                                                | CUSIP: 000000000<br>LEI: 2138004GX1VAUMH66L31 | Long             | DBT              |  | GB        |       200000 | PA      | $261163.60    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      5560000 | PA      | $6386014.43   | 0.05%             | 2032-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $193286.94    | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       142000 | PA      | $165579.47    | 0.00%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |       500000 | PA      | $565678.83    | 0.00%             | 2029-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $759310.19    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $668874.81    | 0.01%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                        | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |       350000 | PA      | $395605.40    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      8714000 | PA      | $7273947.75   | 0.06%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KY3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $423768.98    | 0.00%             | 2056-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $236039.86    | 0.00%             | 2027-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2974338.66   | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      5880000 | PA      | $5033266.56   | 0.04%             | 2054-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1288546.14   | 0.01%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |       250000 | PA      | $271466.56    | 0.00%             | 2029-06-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2133000 | PA      | $2293410.36   | 0.02%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $233126.61    | 0.00%             | 2037-12-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       600000 | PA      | $698189.08    | 0.01%             | 2032-03-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $155681.45    | 0.00%             | 2035-07-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $894844.58    | 0.01%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2071000 | PA      | $2399361.26   | 0.02%             | 2028-10-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $422145.73    | 0.00%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $665427.29    | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBJ1<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $153871.79    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     31080000 | PA      | $1046874.96   | 0.01%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $240897.26    | 0.00%             | 2036-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       350000 | PA      | $409146.15    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |       710000 | PA      | $780644.97    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $265196.97    | 0.00%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $23372.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       260000 | PA      | $259837.83    | 0.00%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYDRO OTTAWA CAPITAL                                      | Hydro Ottawa Capital Corp                                                        | CUSIP: 448975AE2<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221953.58    | 0.00%             | 2035-01-30      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $208904.59    | 0.00%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $200205.22    | 0.00%             | 2031-11-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                          | BorgWarner, Inc.                                                                 | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       850000 | PA      | $877938.13    | 0.01%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $640674.87    | 0.00%             | 2030-01-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTRUKTUR AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |       700000 | PA      | $830033.40    | 0.01%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $229903.89    | 0.00%             | 2030-12-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      9181000 | PA      | $9400592.19   | 0.07%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1170953.36   | 0.01%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                           | Mitsubishi Corp                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $344618.56    | 0.00%             | 2030-03-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $442720.34    | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                    | CUSIP: 000000000<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       200000 | PA      | $229560.66    | 0.00%             | 2032-06-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABP FINANCE PLC                                           | ABP Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MJIRPTCHAYW359 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $262249.35    | 0.00%             | 2037-06-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       100000 | PA      | $99012.30     | 0.00%             | 2114-03-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1586750000 | PA      | $7064125.96   | 0.05%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1195000 | PA      | $1377442.36   | 0.01%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       750000 | PA      | $786095.57    | 0.01%             | 2033-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |       900000 | PA      | $1015739.52   | 0.01%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      2453000 | PA      | $2127345.50   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRANSDEV GROUP SA                                         | Transdev Group SA                                                                | CUSIP: 000000000<br>LEI: 969500LMWJBG5RHVJV88 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $581669.94    | 0.00%             | 2032-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11922000 | PA      | $9199200.75   | 0.07%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |       750000 | PA      | $868648.68    | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $242805.08    | 0.00%             | 2030-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $392700.63    | 0.00%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |       300000 | PA      | $351384.68    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $129349.94    | 0.00%             | 2050-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $12441804.54  | 0.10%             | 2033-09-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $244353.22    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $469065.09    | 0.00%             | 2029-03-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $444972.24    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       450000 | PA      | $456449.62    | 0.00%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     28000000 | PA      | $1537794.70   | 0.01%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2131000 | PA      | $586317.97    | 0.00%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $552247.78    | 0.00%             | 2030-03-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                              | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1305589.47   | 0.01%             | 2028-07-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $231688.33    | 0.00%             | 2038-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      2822000 | PA      | $1461716.25   | 0.01%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $604943.40    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $824254.27    | 0.01%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                     | Gildan Activewear Inc                                                            | CUSIP: 375916AE3<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148259.09    | 0.00%             | 2030-11-22      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $221510.21    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2560000 | PA      | $575945.57    | 0.00%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $346014.22    | 0.00%             | 2030-05-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-377674.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       704592 | PA      | $816705.38    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $703185.97    | 0.01%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4598240000 | PA      | $3125299.69   | 0.02%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       200000 | PA      | $226393.16    | 0.00%             | 2043-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBX0<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $154853.03    | 0.00%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       700000 | PA      | $933643.69    | 0.01%             | 2032-08-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1540000 | PA      | $1725743.35   | 0.01%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2480000 | PA      | $2865398.11   | 0.02%             | 2030-10-22      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $454414.27    | 0.00%             | 2030-01-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6452664.81   | 0.05%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAU0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147050.04    | 0.00%             | 2035-05-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $170392.08    | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $578553.29    | 0.00%             | 2029-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       200000 | PA      | $189291.84    | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                           | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $329325.55    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $229924.56    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1778850000 | PA      | $10668786.13  | 0.08%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $704600.84    | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3160000 | PA      | $1746690.37   | 0.01%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVERCO INC                                               | Noverco Inc                                                                      | CUSIP: 670018AA8<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74351.27     | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1088424.96   | 0.01%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |      3000000 | PA      | $476348.09    | 0.00%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $973336.27    | 0.01%             | 2030-12-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $871373.55    | 0.01%             | 2030-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1257918.79   | 0.01%             | 2032-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235406.97    | 0.00%             | 2027-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                              | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $178459.03    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120074.19    | 0.00%             | 2033-10-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $880330.65    | 0.01%             | 2028-11-12      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $166079.21    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $496718.79    | 0.00%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $744280.91    | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $469469.08    | 0.00%             | 2028-05-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $132537.98    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $689250.73    | 0.01%             | 2030-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1522000 | PA      | $1181427.43   | 0.01%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5170000 | PA      | $3657553.77   | 0.03%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAD5<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148786.75    | 0.00%             | 2034-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $217763.72    | 0.00%             | 2032-08-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BX1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $155157.51    | 0.00%             | 2034-01-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $338925.10    | 0.00%             | 2037-11-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LIVERPOOL                                   | University of Liverpool                                                          | CUSIP: 000000000<br>LEI: 213800FEIAW5YCVLG823 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $249751.92    | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                  | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1719595.90   | 0.01%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113900.30    | 0.00%             | 2079-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2763583 | PA      | $3419823.67   | 0.03%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2791000 | PA      | $2883334.33   | 0.02%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1175387.32   | 0.01%             | 2029-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       500000 | PA      | $585412.54    | 0.00%             | 2035-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                         | Ibercaja Banco SA                                                                | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $230113.26    | 0.00%             | 2031-08-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AE4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74286.27     | 0.00%             | 2029-06-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $229558.91    | 0.00%             | 2035-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $361302.90    | 0.00%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |       950000 | PA      | $1111618.67   | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3053000 | PA      | $2345087.99   | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIXT SE                                                   | Sixt SE                                                                          | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $232756.20    | 0.00%             | 2030-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |       850000 | PA      | $949557.73    | 0.01%             | 2028-02-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $140528.26    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $349375.44    | 0.00%             | 2037-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     18690000 | PA      | $11016113.42  | 0.08%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $463036.85    | 0.00%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $483435.46    | 0.00%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       700000 | PA      | $809001.13    | 0.01%             | 2036-03-12      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $413446.32    | 0.00%             | 2033-05-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 104364000000 | PA      | $6040937.77   | 0.05%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1117383.61   | 0.01%             | 2028-05-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      9670000 | PA      | $10342796.58  | 0.08%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      1003000 | PA      | $715297.68    | 0.01%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $611911.92    | 0.00%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     29900000 | PA      | $1358585.40   | 0.01%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11091000 | PA      | $2867472.19   | 0.02%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       450000 | PA      | $570499.05    | 0.00%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       300000 | PA      | $344190.95    | 0.00%             | 2031-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $524723.67    | 0.00%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 802912AA3<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73747.34     | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                         | Bureau Veritas SA                                                                | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $340575.97    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |       500000 | PA      | $579048.98    | 0.00%             | 2028-09-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8570000 | PA      | $8279204.70   | 0.06%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       325000 | PA      | $309808.77    | 0.00%             | 2034-02-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4710000 | PA      | $2827437.32   | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4157000 | PA      | $5520912.54   | 0.04%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |       175000 | PA      | $200887.82    | 0.00%             | 2030-10-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      7171000 | PA      | $8409282.09   | 0.06%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       300000 | PA      | $341913.78    | 0.00%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELENIA VERKKO OYJ                                         | Elenia Verkko Oyj                                                                | CUSIP: 000000000<br>LEI: 743700XGU4ZB5G4RPK50 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $113526.66    | 0.00%             | 2033-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      1160000 | PA      | $816531.42    | 0.01%             | 2030-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1062190.78   | 0.01%             | 2035-03-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      4500000 | PA      | $3368588.72   | 0.03%             | 2029-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $501284.05    | 0.00%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       200000 | PA      | $142610.12    | 0.00%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FIRMENICH PRODUCTIONS                                     | Firmenich Productions Participations SAS                                         | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $552157.66    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $76715.20     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1357257.26   | 0.01%             | 2028-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       450000 | PA      | $613625.80    | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $232558.66    | 0.00%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     27728000 | PA      | $19389668.77  | 0.15%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234448.06    | 0.00%             | 2032-03-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    779100000 | PA      | $4684321.79   | 0.04%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORNATOR OYJ                                              | Tornator Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700HAOL35VNKK1711 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $234759.34    | 0.00%             | 2031-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1097690.99   | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $440345.85    | 0.00%             | 2028-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    104900000 | PA      | $17971877.89  | 0.14%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON FINANCE 16                                   | CK Hutchison Finance 16 Ltd                                                      | CUSIP: 000000000<br>LEI: 254900EAR706W4E5ZN70 | Long             | DBT              | CORP              | KY        |       500000 | PA      | $573461.26    | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       200000 | PA      | $231144.30    | 0.00%             | 2034-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $115806.00    | 0.00%             | 2031-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114681.75    | 0.00%             | 2030-11-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAR7<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143802.35    | 0.00%             | 2038-02-28      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $230262.96    | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MERCIALYS SA                                              | Mercialys SA                                                                     | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | DBT              |  | FR        |       200000 | PA      | $233014.95    | 0.00%             | 2032-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EX1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $576989.97    | 0.00%             | 2032-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $430695.85    | 0.00%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1618611.30   | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $342173.61    | 0.00%             | 2032-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |       600000 | PA      | $439611.53    | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                   | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $120004.99    | 0.00%             | 2031-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $609706.68    | 0.00%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $902031.35    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $919281.34    | 0.01%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $341602.92    | 0.00%             | 2033-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P5X8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $590033.59    | 0.00%             | 2031-06-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FONTERRA COOPERATIVE GRP                                  | Fonterra Co-operative Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | DBT              | CORP              | NZ        |       200000 | PA      | $140042.20    | 0.00%             | 2032-05-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAS0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150118.05    | 0.00%             | 2028-07-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $282826.97    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     10965000 | PA      | $12732055.57  | 0.10%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $338689.84    | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAJ5<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |       200000 | PA      | $152021.92    | 0.00%             | 2028-04-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114515.19    | 0.00%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       700000 | PA      | $809911.64    | 0.01%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       550000 | PA      | $597273.11    | 0.00%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |      1000000 | PA      | $1169764.53   | 0.01%             | 2031-04-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $582659.87    | 0.00%             | 2033-12-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       300000 | PA      | $344964.48    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $364631.10    | 0.00%             | 2035-01-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       250000 | PA      | $283564.89    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    235574000 | PA      | $11354607.87  | 0.09%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    676600000 | PA      | $2203973.62   | 0.02%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    942950000 | PA      | $5838405.01   | 0.04%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $305394.26    | 0.00%             | 2029-02-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |        50000 | PA      | $34795.14     | 0.00%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $343830.85    | 0.00%             | 2054-10-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $590474.29    | 0.00%             | 2036-03-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     10243000 | PA      | $7480571.43   | 0.06%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       400000 | PA      | $443731.06    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |            1 | NC      | $89734.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $694283.11    | 0.01%             | 2027-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BANCO BPI SA                                              | Banco BPI SA                                                                     | CUSIP: 000000000<br>LEI: 3DM5DPGI3W6OU6GJ4N92 | Long             | DBT              | CORP              | PT        |       600000 | PA      | $687847.91    | 0.01%             | 2031-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $468416.38    | 0.00%             | 2030-01-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5270000 | PA      | $5230392.75   | 0.04%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       400000 | PA      | $451855.13    | 0.00%             | 2056-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       850000 | PA      | $952911.21    | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $223428.32    | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-50291.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |       200000 | PA      | $224011.41    | 0.00%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $345149.19    | 0.00%             | 2034-07-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $226475.25    | 0.00%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2120000 | PA      | $404361.95    | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAG4<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |       100000 | PA      | $76804.48     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $333421.98    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $465282.54    | 0.00%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $230690.02    | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    354400000 | PA      | $55118691.86  | 0.42%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       450000 | PA      | $469744.20    | 0.00%             | 2032-11-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     14991000 | PA      | $12634461.33  | 0.10%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       650000 | PA      | $757296.66    | 0.01%             | 2035-07-31      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1144328.95   | 0.01%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $465425.15    | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $529609.86    | 0.00%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $135111.45    | 0.00%             | 2029-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       400000 | PA      | $457018.35    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2017                                          | WPP Finance 2017                                                                 | CUSIP: 000000000<br>LEI: 549300IYY97T872E8L21 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $540617.51    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $551718.74    | 0.00%             | 2040-07-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       601000 | PA      | $745949.11    | 0.01%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1579278.82   | 0.01%             | 2028-06-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $840952.75    | 0.01%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $518006.86    | 0.00%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                               | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |       400000 | PA      | $398480.42    | 0.00%             | 2031-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1000000 | PA      | $960761.68    | 0.01%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       750000 | PA      | $543452.75    | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 000000000<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       300000 | PA      | $321797.85    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $374232.88    | 0.00%             | 2031-03-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $217338.84    | 0.00%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $589672.41    | 0.00%             | 2029-11-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $297528.77    | 0.00%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       350000 | PA      | $416732.41    | 0.00%             | 2031-04-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       300000 | PA      | $353461.80    | 0.00%             | 2028-12-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       550000 | PA      | $626981.70    | 0.00%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $202149.76    | 0.00%             | 2049-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $212122.87    | 0.00%             | 2036-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    969250000 | PA      | $5050606.07   | 0.04%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $464178.45    | 0.00%             | 2055-06-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      1300000 | PA      | $1471403.16   | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $687544.02    | 0.01%             | 2030-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $74138.57     | 0.00%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                                       | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $139099.62    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     24840000 | PA      | $1048486.02   | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $112605.78    | 0.00%             | 2051-10-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $446961.53    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5573000 | PA      | $7164954.64   | 0.05%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $205765.70    | 0.00%             | 2033-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                  | Universal Music Group NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $474186.60    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       681000 | PA      | $772109.60    | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      3400000 | PA      | $2476864.82   | 0.02%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $464838.21    | 0.00%             | 2034-04-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $167982.73    | 0.00%             | 2035-11-16      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       125000 | PA      | $144322.62    | 0.00%             | 2033-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $462933.77    | 0.00%             | 2031-05-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       100000 | PA      | $119854.86    | 0.00%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       100000 | PA      | $138456.26    | 0.00%             | 2033-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2877000 | PA      | $2521201.03   | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd. Co.                 | Kerry Group Financial Services Unltd. Co.                                        | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $107481.11    | 0.00%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      3150000 | PA      | $3681983.94   | 0.03%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $228152.01    | 0.00%             | 2032-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17660000 | PA      | $4766410.97   | 0.04%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SAS                                                           | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $468378.59    | 0.00%             | 2031-10-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    200000000 | PA      | $6360593.48   | 0.05%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $816532.51    | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $356130.49    | 0.00%             | 2032-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1000000 | PA      | $1201561.06   | 0.01%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCA3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150978.61    | 0.00%             | 2028-05-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     12100000 | PA      | $14847853.50  | 0.11%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115257.32    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $742883.83    | 0.01%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $452963.59    | 0.00%             | 2027-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PBA1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $302684.15    | 0.00%             | 2034-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $359007.97    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $66663.36     | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ESSITY AB                                                 | Essity AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | DBT              | CORP              | SE        |       650000 | PA      | $656694.02    | 0.01%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELE2 AB                                                  | Tele2 AB                                                                         | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |       725000 | PA      | $831945.75    | 0.01%             | 2028-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAC0<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $357590.96    | 0.00%             | 2055-09-16      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1500000 | PA      | $1742603.77   | 0.01%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $946629.74    | 0.01%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3979300000 | PA      | $22516905.97  | 0.17%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       200000 | PA      | $225329.51    | 0.00%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |            1 | NC      | $723493.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |       275000 | PA      | $312252.34    | 0.00%             | 2038-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       765000 | PA      | $744424.82    | 0.01%             | 2032-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $300691.98    | 0.00%             | 2031-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $414771.29    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     12930000 | PA      | $15518620.47  | 0.12%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     10380000 | PA      | $12298704.53  | 0.09%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $405918.80    | 0.00%             | 2029-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       550000 | PA      | $639551.48    | 0.00%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $614673.44    | 0.00%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    323800000 | PA      | $1599523.02   | 0.01%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $526223.77    | 0.00%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2200000 | PA      | $1779077.14   | 0.01%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144644.72    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1387000 | PA      | $1453406.51   | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       500000 | PA      | $565411.76    | 0.00%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $468795.71    | 0.00%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $107296.72    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       175000 | PA      | $211032.58    | 0.00%             | 2038-03-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $572550.81    | 0.00%             | 2030-05-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       675000 | PA      | $788814.65    | 0.01%             | 2028-03-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-110990.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134254.06    | 0.00%             | 2031-09-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       400000 | PA      | $465351.92    | 0.00%             | 2029-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       600000 | PA      | $593102.19    | 0.00%             | 2037-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    452500000 | PA      | $70903566.64  | 0.54%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     30190000 | PA      | $1309071.68   | 0.01%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HEXAGON HOUSING ASSOC                                     | Hexagon Housing Association Ltd                                                  | CUSIP: 000000000<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $86160.40     | 0.00%             | 2048-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAU2<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151588.01    | 0.00%             | 2034-10-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $228442.21    | 0.00%             | 2034-02-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $564464.68    | 0.00%             | 2034-01-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $366028.99    | 0.00%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1612750000 | PA      | $9393456.53   | 0.07%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |       650000 | PA      | $739989.39    | 0.01%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $243215.04    | 0.00%             | 2042-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      1222000 | PA      | $1441776.11   | 0.01%             | 2029-04-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    330000000 | PA      | $1203126.48   | 0.01%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                           | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       650000 | PA      | $742446.86    | 0.01%             | 2030-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $464813.01    | 0.00%             | 2031-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $704593.60    | 0.01%             | 2031-01-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAQ4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $370214.98    | 0.00%             | 2027-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      1700000 | PA      | $1902732.47   | 0.01%             | 2040-06-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $615425.46    | 0.00%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender HB HH RP SL SH                                 | CUSIP: 000000000<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $450839.18    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $338212.77    | 0.00%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3620000 | PA      | $3706583.56   | 0.03%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1333933.89   | 0.01%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $243615.99    | 0.00%             | 2032-12-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       200000 | PA      | $227472.93    | 0.00%             | 2030-04-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2000000 | PA      | $2309398.47   | 0.02%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |       200000 | PA      | $234246.03    | 0.00%             | 2026-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN UTILITIES LTD                                    | Canadian Utilities Ltd                                                           | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145886.85    | 0.00%             | 2055-12-22      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $232959.45    | 0.00%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAC1<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $76395.44     | 0.00%             | 2032-09-27      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    136650000 | PA      | $4272127.84   | 0.03%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      1050000 | PA      | $1139232.82   | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISSE D'EPARGNE                                   | Banque et Caisse d'Epargne de l'Etat                                             | CUSIP: 000000000<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |       200000 | PA      | $233205.54    | 0.00%             | 2031-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $461959.91    | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |       250000 | PA      | $281682.29    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |        50000 | PA      | $70369.31     | 0.00%             | 2031-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $948813.21    | 0.01%             | 2033-01-13      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $250423.47    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       310000 | PA      | $171171.19    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $528767.46    | 0.00%             | 2028-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       540000 | PA      | $379008.31    | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1525159.67   | 0.01%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARGAN                                                     | ARGAN SA                                                                         | CUSIP: 000000000<br>LEI: 529900FXM41XSCUSGH04 | Long             | DBT              |  | FR        |       100000 | PA      | $117492.42    | 0.00%             | 2029-10-30      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                         | Hammerson Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              |  | IE        |       650000 | PA      | $749254.25    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2510714.05   | 0.02%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    430900000 | PA      | $2779901.50   | 0.02%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118110.01    | 0.00%             | 2031-04-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $218488.87    | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      1200000 | PA      | $592124.89    | 0.00%             | 2051-01-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $394711.91    | 0.00%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $468373.29    | 0.00%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $230401.99    | 0.00%             | 2031-09-04      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       900000 | PA      | $788141.75    | 0.01%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                   | Romanian Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1300000 | PA      | $1559746.15   | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      8327000 | PA      | $5156667.27   | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $341486.76    | 0.00%             | 2035-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $416499.80    | 0.00%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $460492.36    | 0.00%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $470431.07    | 0.00%             | 2028-05-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230684.57    | 0.00%             | 2030-10-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1210504.72   | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $155956.01    | 0.00%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       500000 | PA      | $631766.03    | 0.00%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    460300000 | PA      | $2985002.41   | 0.02%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $302982.97    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1802088.37   | 0.01%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       950000 | PA      | $1119598.73   | 0.01%             | 2036-11-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235475.15    | 0.00%             | 2035-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $626628.94    | 0.00%             | 2033-09-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $462028.84    | 0.00%             | 2032-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4250000 | PA      | $2457134.64   | 0.02%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       200000 | PA      | $275526.55    | 0.00%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $61277.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234538.88    | 0.00%             | 2029-05-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE BV                                          | Linde Finance BV                                                                 | CUSIP: 000000000<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $685464.09    | 0.01%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $337719.52    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $230320.78    | 0.00%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $460989.97    | 0.00%             | 2036-01-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CHORUS LTD                                                | Chorus Ltd                                                                       | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $115079.04    | 0.00%             | 2032-11-26      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       100000 | PA      | $107914.61    | 0.00%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     23180000 | PA      | $25102590.93  | 0.19%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN GAS NETWORKS                                     | Northern Gas Networks Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $278342.89    | 0.00%             | 2033-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       300000 | PA      | $189457.10    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $228829.12    | 0.00%             | 2031-07-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COVIVIO HOTELS SACA                                       | Covivio Hotels SACA                                                              | CUSIP: 000000000<br>LEI: 969500N2QX5LGFFZ0I67 | Long             | DBT              |  | FR        |       300000 | PA      | $351364.84    | 0.00%             | 2033-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COFACE SA                                                 | Coface SA                                                                        | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $385466.57    | 0.00%             | 2033-11-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $110692.02    | 0.00%             | 2028-05-17      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $640293.06    | 0.00%             | 2033-09-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3306250000 | PA      | $19250488.20  | 0.15%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BT8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148955.28    | 0.00%             | 2034-11-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    544650000 | PA      | $3208596.21   | 0.02%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $820570.44    | 0.01%             | 2032-01-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2450000 | PA      | $580920.92    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $113121.86    | 0.00%             | 2033-04-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1757000 | PA      | $1321410.35   | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $229741.93    | 0.00%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     30109000 | PA      | $32897659.44  | 0.25%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $110230.72    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $509506.09    | 0.00%             | 2033-06-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $462331.47    | 0.00%             | 2030-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISSE D'EPARGNE                                   | Banque et Caisse d'Epargne de l'Etat                                             | CUSIP: 000000000<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |       300000 | PA      | $346455.21    | 0.00%             | 2031-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $460139.00    | 0.00%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1270910000 | PA      | $812572.43    | 0.01%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $541176.53    | 0.00%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $234278.34    | 0.00%             | 2038-03-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1550000 | PA      | $1068351.59   | 0.01%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       250000 | PA      | $300464.19    | 0.00%             | 2034-11-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       900000 | PA      | $1221844.69   | 0.01%             | 2028-10-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $219409.67    | 0.00%             | 2029-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $337142.66    | 0.00%             | 2028-10-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    180150000 | PA      | $1168585.07   | 0.01%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       550000 | PA      | $614311.75    | 0.00%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $174212.24    | 0.00%             | 2040-05-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      5200000 | PA      | $6425268.68   | 0.05%             | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6900000 | PA      | $7855328.78   | 0.06%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      1260000 | PA      | $1489026.93   | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $88214.14     | 0.00%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9583040000 | PA      | $6377303.72   | 0.05%             | 2027-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS INTL LP                                      | Molson Coors International LP                                                    | CUSIP: 000000000<br>LEI: 549300JY2HGCZWKZS671 | Long             | DBT              | CORP              | US        |       200000 | PA      | $147261.37    | 0.00%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     14130000 | PA      | $1609027.40   | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAN9<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $261862.82    | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     18030000 | PA      | $1890448.65   | 0.01%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2542000 | PA      | $1910313.87   | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAN6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $71665.59     | 0.00%             | 2055-09-12      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $122580.67    | 0.00%             | 2032-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1625050000 | PA      | $9260380.04   | 0.07%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $947678.79    | 0.01%             | 2028-08-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       100000 | PA      | $109149.42    | 0.00%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1141236.37   | 0.01%             | 2039-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115943.95    | 0.00%             | 2027-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $477721.83    | 0.00%             | 2033-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $121948.64    | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $228844.34    | 0.00%             | 2033-08-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1200000 | PA      | $1399200.42   | 0.01%             | 2030-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1080000 | PA      | $793018.35    | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $637558.60    | 0.00%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5474040000 | PA      | $2733348.75   | 0.02%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $344745.39    | 0.00%             | 2031-09-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1798983.68   | 0.01%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |       100000 | PA      | $114905.28    | 0.00%             | 2032-09-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $220546.33    | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $509429.74    | 0.00%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $343653.09    | 0.00%             | 2031-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       400000 | PA      | $407077.52    | 0.00%             | 2031-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1758000 | PA      | $2010015.61   | 0.02%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      4200000 | PA      | $5255167.82   | 0.04%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5960000 | PA      | $7210466.68   | 0.06%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $739495.57    | 0.01%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    853400000 | PA      | $5529106.45   | 0.04%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $344727.92    | 0.00%             | 2036-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $697844.03    | 0.01%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $232631.65    | 0.00%             | 2042-10-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1400000 | PA      | $1503487.11   | 0.01%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       850000 | PA      | $223519.48    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       120000 | PA      | $138099.33    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113605.53    | 0.00%             | 2034-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $237457.41    | 0.00%             | 2033-01-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                      | CUSIP: 000000000<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       200000 | PA      | $233638.01    | 0.00%             | 2032-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $115321.36    | 0.00%             | 2034-02-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SBAB BANK AB                                              | SBAB Bank AB                                                                     | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |       600000 | PA      | $698077.29    | 0.01%             | 2031-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039ABA3<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |       100000 | PA      | $74587.71     | 0.00%             | 2030-01-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $760814.18    | 0.01%             | 2039-05-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1083987.87   | 0.01%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DREAM INDUSTRIAL REIT                                     | Dream Industrial Real Estate Investment Trust                                    | CUSIP: 26153WAM1<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              |  | CA        |       200000 | PA      | $148136.70    | 0.00%             | 2030-07-03      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $555336.20    | 0.00%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114178.83    | 0.00%             | 2033-12-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $507457.91    | 0.00%             | 2029-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       210000 | PA      | $135120.45    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR BANK                                     | Lansforsakringar Bank AB                                                         | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $475477.39    | 0.00%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    849050000 | PA      | $4881530.09   | 0.04%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    435000000 | PA      | $2020116.66   | 0.02%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $608322.03    | 0.00%             | 2034-06-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $216017.27    | 0.00%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $334649.25    | 0.00%             | 2029-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $460992.52    | 0.00%             | 2036-01-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $322699.01    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       350000 | PA      | $408411.20    | 0.00%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $344780.85    | 0.00%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1175141.01   | 0.01%             | 2027-03-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |       100000 | PA      | $117514.12    | 0.00%             | 2031-04-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      3400000 | PA      | $4318080.37   | 0.03%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $809320.00    | 0.01%             | 2029-08-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8000000 | PA      | $1746746.04   | 0.01%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    532350000 | PA      | $1878067.89   | 0.01%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $420664.12    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $672252.36    | 0.01%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAF4<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145433.04    | 0.00%             | 2029-10-09      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $305055.24    | 0.00%             | 2034-04-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       700000 | PA      | $805209.80    | 0.01%             | 2027-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $823363.03    | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |       600000 | PA      | $542622.98    | 0.00%             | 2039-06-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3162779.66   | 0.02%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $795979.18    | 0.01%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $308895.21    | 0.00%             | 2032-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       500000 | PA      | $567948.91    | 0.00%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1788624.45   | 0.01%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2100000 | PA      | $2627820.18   | 0.02%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAYBANK SINGAPORE LTD                                     | Maybank Singapore Ltd                                                            | CUSIP: 000000000<br>LEI: 549300TVTVALJC1NA695 | Long             | DBT              | CORP              | SG        |       300000 | PA      | $354148.21    | 0.00%             | 2027-06-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       970000 | PA      | $663744.71    | 0.01%             | 2055-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $351247.27    | 0.00%             | 2031-01-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235731.38    | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1000000 | PA      | $1159378.51   | 0.01%             | 2029-02-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1500000 | PA      | $1738751.68   | 0.01%             | 2032-07-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      1500000 | PA      | $1715202.41   | 0.01%             | 2033-06-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $51425.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1038984.18   | 0.01%             | 2031-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1810000 | PA      | $1234918.39   | 0.01%             | 2039-02-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                             | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |       100000 | PA      | $113797.52    | 0.00%             | 2032-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $476084.75    | 0.00%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $815450.10    | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $676042.37    | 0.01%             | 2029-10-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230082.78    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      9927000 | PA      | $2602513.71   | 0.02%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $1143663.75   | 0.01%             | 2045-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     21800000 | PA      | $3391369.95   | 0.03%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       150000 | PA      | $167348.84    | 0.00%             | 2045-11-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $901757.75    | 0.01%             | 2029-04-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $240946.27    | 0.00%             | 2030-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $249110.54    | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $714074.29    | 0.01%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $400631.32    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $782809.58    | 0.01%             | 2028-10-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      8630000 | PA      | $6628925.44   | 0.05%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $158254.23    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     12410000 | PA      | $3093460.18   | 0.02%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       325000 | PA      | $283994.61    | 0.00%             | 2039-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      5000000 | PA      | $538090.40    | 0.00%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $341404.48    | 0.00%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |       250000 | PA      | $163144.27    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |       200000 | PA      | $231624.47    | 0.00%             | 2030-06-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE PL                                  | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $689483.73    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                       | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235187.20    | 0.00%             | 2032-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $731907.20    | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |       200000 | PA      | $243047.31    | 0.00%             | 2030-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $585706.71    | 0.00%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  38660000000 | PA      | $2305645.17   | 0.02%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $661869.78    | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7910000 | PA      | $8152250.74   | 0.06%             | 2056-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $840075.65    | 0.01%             | 2032-02-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     12109000 | PA      | $13686798.54  | 0.10%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       200000 | PA      | $246033.11    | 0.00%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $469902.52    | 0.00%             | 2031-04-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       848000 | PA      | $945130.64    | 0.01%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CAMBRIDGE                                   | Chancellor Masters & Scholars of The University of Cambridge/The                 | CUSIP: 000000000<br>LEI: 549300BHKNQHVK7MQW57 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $285311.09    | 0.00%             | 2052-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $231297.52    | 0.00%             | 2035-08-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       200000 | PA      | $202047.10    | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |       600000 | PA      | $714164.47    | 0.01%             | 2031-09-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $697518.18    | 0.01%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $665428.06    | 0.01%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $114255.82    | 0.00%             | 2031-01-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                                   | MOL Hungarian Oil & Gas PLC                                                      | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |       300000 | PA      | $343250.06    | 0.00%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       400000 | PA      | $456418.00    | 0.00%             | 2032-06-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $917789.24    | 0.01%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118962.42    | 0.00%             | 2032-05-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $299261.62    | 0.00%             | 2031-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      1430000 | PA      | $1487798.39   | 0.01%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      2562000 | PA      | $2830252.33   | 0.02%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DS4<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $362601.92    | 0.00%             | 2030-02-19      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5553000 | PA      | $5695160.77   | 0.04%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PARADIGM HOMES CHARITABL                                  | Paradigm Homes Charitable Housing Association Ltd                                | CUSIP: 000000000<br>LEI: 213800I54XR2I9HM3X58 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119402.90    | 0.00%             | 2044-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2214000 | PA      | $2611241.35   | 0.02%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      1350000 | PA      | $1555403.54   | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $638304.91    | 0.00%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                                     | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       200000 | PA      | $240423.93    | 0.00%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $235968.88    | 0.00%             | 2029-06-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     76600000 | PA      | $11466819.86  | 0.09%             | 2028-06-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |       250000 | PA      | $292584.02    | 0.00%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $340995.37    | 0.00%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-16770287.09 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $346237.68    | 0.00%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      1890000 | PA      | $1229237.02   | 0.01%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $368896.45    | 0.00%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $787825.20    | 0.01%             | 2035-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $335293.77    | 0.00%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $420501.05    | 0.00%             | 2029-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       278000 | PA      | $381221.55    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039ABB1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |       200000 | PA      | $146413.80    | 0.00%             | 2035-08-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       800000 | PA      | $958800.69    | 0.01%             | 2028-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       400000 | PA      | $306040.62    | 0.00%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       250000 | PA      | $312584.30    | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $217587.98    | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $115750.36    | 0.00%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAN9<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $361742.89    | 0.00%             | 2031-02-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       400000 | PA      | $460799.42    | 0.00%             | 2035-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $680339.45    | 0.01%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $584480.17    | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $147234.24    | 0.00%             | 2026-06-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5400000 | PA      | $6257850.97   | 0.05%             | 2029-03-31      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFP6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $1172992.41   | 0.01%             | 2032-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      1800000 | PA      | $2072759.44   | 0.02%             | 2035-01-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $829369.14    | 0.01%             | 2035-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115214.23    | 0.00%             | 2030-07-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRISURA GROUP LTD                                         | Trisura Group Ltd                                                                | CUSIP: 89679AAB6<br>LEI: 549300S7H452RZFP8305 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146251.97    | 0.00%             | 2031-03-17      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       900000 | PA      | $953327.56    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3106190.86   | 0.02%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $156756.81    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    122270000 | PA      | $4442067.06   | 0.03%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11722000 | PA      | $3674821.61   | 0.03%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $226539.53    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |       800000 | PA      | $933439.29    | 0.01%             | 2029-10-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    424590000 | PA      | $1393263.82   | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1075307.17   | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       270000 | PA      | $315480.83    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3525800000 | PA      | $21150584.49  | 0.16%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $463715.77    | 0.00%             | 2032-04-16      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $212673.54    | 0.00%             | 2051-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RNL2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       700000 | PA      | $508043.57    | 0.00%             | 2036-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       780000 | PA      | $852498.21    | 0.01%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |       700000 | PA      | $791104.77    | 0.01%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       400000 | PA      | $451855.13    | 0.00%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                              | MTR Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |       300000 | PA      | $210839.41    | 0.00%             | 2038-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       850000 | PA      | $866505.25    | 0.01%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $574074.95    | 0.00%             | 2033-08-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $343798.31    | 0.00%             | 2030-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       900000 | PA      | $1047033.87   | 0.01%             | 2037-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                          | REWE International Finance BV                                                    | CUSIP: 000000000<br>LEI: 5299003XLG8J4YTHLX44 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115331.33    | 0.00%             | 2032-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AM7<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |        50000 | PA      | $38303.86     | 0.00%             | 2052-11-14      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        25000 | PA      | $16342.50     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAE1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $161517.63    | 0.00%             | 2053-07-12      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $954074.09    | 0.01%             | 2030-04-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $81987.56     | 0.00%             | 2041-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $461828.83    | 0.00%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       230000 | PA      | $87186.41     | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |       200000 | PA      | $227037.83    | 0.00%             | 2032-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $736648.35    | 0.01%             | 2030-12-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $349341.22    | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVENSKE ELEKTRARNE                                      | Slovenske Elektrarne AS                                                          | CUSIP: 000000000<br>LEI: 549300U97W9KLUG0V074 | Long             | DBT              | CORP              | SK        |       100000 | PA      | $116136.43    | 0.00%             | 2032-11-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1250000 | PA      | $1456873.47   | 0.01%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146866.28    | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $345884.61    | 0.00%             | 2033-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAY9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $69161.53     | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |        50000 | PA      | $72319.60     | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SGS FINANCE BV                                            | SGS Finance BV                                                                   | CUSIP: 000000000<br>LEI: 213800UDSB4F8FCRUW30 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115742.37    | 0.00%             | 2035-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      2000000 | PA      | $2333260.41   | 0.02%             | 2032-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1240000 | PA      | $1395318.53   | 0.01%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     16860000 | PA      | $1823247.55   | 0.01%             | 2026-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $485612.42    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1090740.54   | 0.01%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5900000 | PA      | $3346117.36   | 0.03%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                          | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $579444.00    | 0.00%             | 2035-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1238550000 | PA      | $7997103.63   | 0.06%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       450000 | PA      | $520578.60    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $76225.80     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       900000 | PA      | $779425.13    | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $236799.29    | 0.00%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       650000 | PA      | $544189.65    | 0.00%             | 2036-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       200000 | PA      | $232272.44    | 0.00%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       250000 | PA      | $293147.82    | 0.00%             | 2034-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $208598.67    | 0.00%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $172008.92    | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $149136.31    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $530094.92    | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       650000 | PA      | $717347.77    | 0.01%             | 2028-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       300000 | PA      | $354442.97    | 0.00%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       700000 | PA      | $852518.62    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      4828000 | PA      | $1581605.50   | 0.01%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117637.03    | 0.00%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    197400000 | PA      | $28885460.99  | 0.22%             | 2028-02-14      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                    | Protective Life Global Funding                                                   | CUSIP: 000000000<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       200000 | PA      | $267921.09    | 0.00%             | 2030-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $230792.18    | 0.00%             | 2038-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |        80000 | PA      | $63389.62     | 0.00%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430W7J7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74128.02     | 0.00%             | 2035-01-24      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |       462000 | PA      | $536993.54    | 0.00%             | 2027-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $682269.56    | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    350750000 | PA      | $1425177.80   | 0.01%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2820000 | PA      | $2821746.03   | 0.02%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    450150000 | PA      | $2913773.26   | 0.02%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $350720.35    | 0.00%             | 2032-09-05      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ED SW PLC                                   | National Grid Electricity Distribution South Wales PLC                           | CUSIP: 000000000<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $432477.54    | 0.00%             | 2039-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $644208.98    | 0.00%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1001966.20   | 0.01%             | 2031-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $82004.97     | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $140880.77    | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     15740000 | PA      | $21388282.99  | 0.16%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $348464.91    | 0.00%             | 2036-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7810000 | PA      | $9356476.67   | 0.07%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       300000 | PA      | $372391.60    | 0.00%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       450000 | PA      | $593781.82    | 0.00%             | 2032-11-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $345819.45    | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $665274.50    | 0.01%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AF0<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $214287.77    | 0.00%             | 2054-05-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8600000 | PA      | $5873152.52   | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     11598000 | PA      | $13120894.23  | 0.10%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ORBIT CAPITAL PLC                                         | Orbit Capital PLC                                                                | CUSIP: 000000000<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $415280.84    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       525000 | PA      | $597660.55    | 0.00%             | 2028-01-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    189800000 | PA      | $980503.36    | 0.01%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1156052.59   | 0.01%             | 2036-02-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1504239.28   | 0.01%             | 2029-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $454127.86    | 0.00%             | 2037-02-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |       200000 | PA      | $238099.78    | 0.00%             | 2033-10-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $341438.79    | 0.00%             | 2033-01-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHARTER HALL LWR LTD                                      | Charter Hall LWR Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 254900TA7FL0KBPZO814 | Long             | DBT              |  | AU        |       100000 | PA      | $67482.91     | 0.00%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234867.24    | 0.00%             | 2033-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-535617.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $583435.81    | 0.00%             | 2026-10-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1371628.59   | 0.01%             | 2032-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $129387.39    | 0.00%             | 2034-10-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1700000 | PA      | $2003872.57   | 0.02%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $566962.13    | 0.00%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       200000 | PA      | $207474.11    | 0.00%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $739255.79    | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       850000 | PA      | $472187.44    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     19123000 | PA      | $21647535.71  | 0.17%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $551886.17    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $427240.75    | 0.00%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FJ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $285601.11    | 0.00%             | 2028-09-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       400000 | PA      | $462548.28    | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $226431.20    | 0.00%             | 2034-08-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $527226.29    | 0.00%             | 2032-05-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118538.91    | 0.00%             | 2027-04-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $774858.76    | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  58031000000 | PA      | $3513126.57   | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $133049.71    | 0.00%             | 2032-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-204597.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       400000 | PA      | $539357.64    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1036652.28   | 0.01%             | 2030-11-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $915555.92    | 0.01%             | 2079-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $460657.50    | 0.00%             | 2083-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       845000 | PA      | $1193937.38   | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $576758.32    | 0.00%             | 2032-04-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |       300000 | PA      | $348151.56    | 0.00%             | 2031-01-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TC DUDGEON OFTO PLC                                       | TC Dudgeon Ofto PLC                                                              | CUSIP: 000000000<br>LEI: 213800XMRT4PFW52JR39 | Long             | DBT              | CORP              | GB        |       195455 | PA      | $226360.09    | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $541428.66    | 0.00%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6767000 | PA      | $8398570.49   | 0.06%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     22958000 | PA      | $25248050.02  | 0.19%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $410196.23    | 0.00%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      2750000 | PA      | $3269373.46   | 0.03%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1064403.25   | 0.01%             | 2033-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       870000 | PA      | $382564.63    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       600000 | PA      | $612216.23    | 0.00%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5680000 | PA      | $1298647.04   | 0.01%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       700000 | PA      | $795749.13    | 0.01%             | 2027-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $573209.02    | 0.00%             | 2055-11-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $229111.22    | 0.00%             | 2033-11-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |       500000 | PA      | $592383.40    | 0.00%             | 2033-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    252340000 | PA      | $38408385.35  | 0.29%             | 2034-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12600000 | PA      | $14167546.33  | 0.11%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $926755.39    | 0.01%             | 2029-12-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF OXFORD                                      | University of Oxford                                                             | CUSIP: 000000000<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $198354.79    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $747553.96    | 0.01%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      1400000 | PA      | $1777155.26   | 0.01%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $648360.41    | 0.00%             | 2026-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $499007.19    | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HK GOVT INFRA BOND PROG                                   | Hong Kong Government Infrastructure Bond Programme                               | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      1700000 | PA      | $218349.99    | 0.00%             | 2030-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $677994.37    | 0.01%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    324240000 | PA      | $977271.97    | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $234570.68    | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $461504.54    | 0.00%             | 2027-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1489648.80   | 0.01%             | 2032-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |       100000 | PA      | $116390.11    | 0.00%             | 2036-02-27      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $342428.13    | 0.00%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $149942.35    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1680000 | PA      | $1626077.73   | 0.01%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $120104.04    | 0.00%             | 2032-06-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $603237.84    | 0.00%             | 2028-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $292046.11    | 0.00%             | 2026-09-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $470847.52    | 0.00%             | 2029-04-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $229243.25    | 0.00%             | 2030-07-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| STANDARD LIFE PLC                                         | Standard Life PLC                                                                | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $817960.58    | 0.01%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348648.11    | 0.00%             | 2030-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $518691.84    | 0.00%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113085.78    | 0.00%             | 2035-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1200000 | PA      | $1416586.58   | 0.01%             | 2029-05-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $240564.61    | 0.00%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1000000 | PA      | $878720.32    | 0.01%             | 2035-07-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $345453.47    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $112105.36    | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117249.79    | 0.00%             | 2029-04-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HE0<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $71285.14     | 0.00%             | 2056-12-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5000000 | PA      | $3672872.64   | 0.03%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GELF BOND ISSUER I SA                                     | GELF Bond Issuer I SA                                                            | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |       650000 | PA      | $703767.27    | 0.01%             | 2029-07-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DVI DT VERMOEGENS IMMVWL                                  | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | CUSIP: 000000000<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $237800.39    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |       923000 | PA      | $940736.72    | 0.01%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1697000 | PA      | $1986753.60   | 0.02%             | 2031-06-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       500000 | PA      | $708137.90    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6110000 | PA      | $1372719.20   | 0.01%             | 2040-07-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    738950000 | PA      | $4460851.00   | 0.03%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1447747.72   | 0.01%             | 2028-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC                                          | LSEG Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134681.60    | 0.00%             | 2028-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7770000 | PA      | $1929292.51   | 0.01%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $413160.85    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $154431.85    | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $707466.96    | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WHG TREASURY PLC                                          | WHG Treasury PLC                                                                 | CUSIP: 000000000<br>LEI: 984500477D9DBB3BD757 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $103348.48    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $400894.52    | 0.00%             | 2049-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       200000 | PA      | $126813.51    | 0.00%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $467650.53    | 0.00%             | 2038-10-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       420000 | PA      | $331031.66    | 0.00%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS                                     | London Power Networks PLC                                                        | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $229856.93    | 0.00%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       325000 | PA      | $375565.18    | 0.00%             | 2030-02-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $242998.28    | 0.00%             | 2029-06-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRP BRUXELLES LAMBERT SA                                  | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $346094.33    | 0.00%             | 2036-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       250000 | PA      | $307043.96    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1260000 | PA      | $1008472.23   | 0.01%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |        40000 | PA      | $52809.84     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       900000 | PA      | $1090594.98   | 0.01%             | 2029-01-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       430000 | PA      | $500342.29    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $204887.62    | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB                                    | Akelius Residential Property AB                                                  | CUSIP: 000000000<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $348587.56    | 0.00%             | 2031-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1159873.75   | 0.01%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       500000 | PA      | $581720.72    | 0.00%             | 2032-05-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      8629000 | PA      | $11780484.55  | 0.09%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1030027.36   | 0.01%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $339766.39    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       800000 | PA      | $937011.25    | 0.01%             | 2029-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       850000 | PA      | $994886.30    | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $354473.68    | 0.00%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-51341.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       600000 | PA      | $696424.98    | 0.01%             | 2032-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4381000 | PA      | $5113243.70   | 0.04%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150093.79    | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4454000 | PA      | $3016750.84   | 0.02%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $344780.26    | 0.00%             | 2032-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       397000 | PA      | $449841.35    | 0.00%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |       550000 | PA      | $654281.52    | 0.01%             | 2028-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1051000 | PA      | $1210037.94   | 0.01%             | 2028-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $820872.74    | 0.01%             | 2029-04-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCR7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $284217.35    | 0.00%             | 2055-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 2 PLC                                     | THFC Funding No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 2138009P1ZT8JPYGUB82 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $485310.76    | 0.00%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      1250000 | PA      | $1474229.01   | 0.01%             | 2028-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                     | Heathrow Funding Ltd.                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $121219.15    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     74230000 | PA      | $2300870.43   | 0.02%             | 2027-03-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |        21000 | PA      | $23405.36     | 0.00%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       700000 | PA      | $640929.90    | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1530000 | PA      | $1711693.82   | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $593627.89    | 0.00%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $683313.70    | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $685702.65    | 0.01%             | 2032-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $233563.36    | 0.00%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $815806.96    | 0.01%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                                  | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |       200000 | PA      | $235272.96    | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4700000 | PA      | $3181546.00   | 0.02%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty. Ltd.            | Australia Pacific Airports Melbourne Pty. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $363237.83    | 0.00%             | 2033-05-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $206868.27    | 0.00%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $518011.87    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                             | Huhtamaki Oyj                                                                    | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $236895.80    | 0.00%             | 2027-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $745292.41    | 0.01%             | 2029-09-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6303000 | PA      | $4778348.63   | 0.04%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $141182.58    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $266015.17    | 0.00%             | 2036-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114832.75    | 0.00%             | 2032-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       150000 | PA      | $106445.17    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STANDARD LIFE PLC                                         | Standard Life PLC                                                                | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $200829.59    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $519853.86    | 0.00%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                    | Sumisho Air Lease Corp                                                           | CUSIP: 000000000<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       350000 | PA      | $408029.62    | 0.00%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1176085.94   | 0.01%             | 2031-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $928995.13    | 0.01%             | 2033-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAW8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143167.97    | 0.00%             | 2056-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    138000000 | PA      | $8013653.80   | 0.06%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $283915.80    | 0.00%             | 2030-08-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $98857.01     | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1104270.99   | 0.01%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 225313AU9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $218521.13    | 0.00%             | 2035-10-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $730153.88    | 0.01%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $693378.78    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $413446.32    | 0.00%             | 2033-05-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     53797000 | PA      | $2857490.67   | 0.02%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       350000 | PA      | $289163.40    | 0.00%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HLD EUROPE                                                | HLD Europe SCA                                                                   | CUSIP: 000000000<br>LEI: 222100KJO80ONXIK8X08 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $117438.13    | 0.00%             | 2030-04-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    839350000 | PA      | $4185438.52   | 0.03%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1368616.89   | 0.01%             | 2027-06-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $110979.25    | 0.00%             | 2037-11-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $372263.56    | 0.00%             | 2036-03-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2450000 | PA      | $1647052.51   | 0.01%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       550000 | PA      | $633797.99    | 0.00%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       240000 | PA      | $326068.07    | 0.00%             | 2029-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $660862.67    | 0.01%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     34550000 | PA      | $219218.97    | 0.00%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $337214.99    | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $222634.99    | 0.00%             | 2032-04-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |       600000 | PA      | $653452.77    | 0.01%             | 2030-06-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2179200000 | PA      | $12922059.26  | 0.10%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $487015.11    | 0.00%             | 2032-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $228531.64    | 0.00%             | 2038-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $346492.31    | 0.00%             | 2030-01-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LUMO KODIT OYJ                                            | Lumo Kodit Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $229536.14    | 0.00%             | 2032-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZE7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $369596.98    | 0.00%             | 2026-06-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $361084.40    | 0.00%             | 2032-08-12      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       880000 | PA      | $929257.06    | 0.01%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       900000 | PA      | $1038650.75   | 0.01%             | 2036-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $426531.62    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAH9<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147137.57    | 0.00%             | 2028-02-28      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $131056.05    | 0.00%             | 2038-07-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $271387.21    | 0.00%             | 2033-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      7559420 | PA      | $9228277.81   | 0.07%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231957.01    | 0.00%             | 2034-01-14      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       100000 | PA      | $98146.46     | 0.00%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ELM BV FOR SWISS PRIME                                    | ELM BV for Swiss Prime Site AG                                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113823.61    | 0.00%             | 2031-10-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      1280000 | PA      | $1457161.46   | 0.01%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       450000 | PA      | $498559.52    | 0.00%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3300000 | PA      | $2226530.00   | 0.02%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230638.13    | 0.00%             | 2027-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      1260000 | PA      | $706716.54    | 0.01%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     10600000 | PA      | $3004600.41   | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348400.06    | 0.00%             | 2034-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $598398.17    | 0.00%             | 2031-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $114342.91    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       500000 | PA      | $588321.11    | 0.00%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $467880.39    | 0.00%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1105000000 | PA      | $1300271.31   | 0.01%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |       700000 | PA      | $802901.72    | 0.01%             | 2028-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2140800000 | PA      | $12375223.85  | 0.09%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $532923.51    | 0.00%             | 2029-10-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      1200000 | PA      | $883670.61    | 0.01%             | 2035-06-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       499000 | PA      | $359590.27    | 0.00%             | 2039-06-06      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $235033.02    | 0.00%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      5940000 | PA      | $6453396.48   | 0.05%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      6010000 | PA      | $4195245.73   | 0.03%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     21460000 | PA      | $5606286.35   | 0.04%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       675000 | PA      | $785400.51    | 0.01%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     90662000 | PA      | $4388026.32   | 0.03%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     27000000 | PA      | $4287132.83   | 0.03%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $306504.71    | 0.00%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      4080000 | PA      | $4275341.41   | 0.03%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AENA SME SA                                               | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $227450.00    | 0.00%             | 2036-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                              | TSB Bank PLC                                                                     | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1153417.80   | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1275802.47   | 0.01%             | 2030-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $342260.64    | 0.00%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     87000000 | PA      | $13043543.80  | 0.10%             | 2027-04-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |       900000 | PA      | $1076013.69   | 0.01%             | 2029-06-08      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $618915.01    | 0.00%             | 2031-12-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MANPOWERGROUP                                             | ManpowerGroup Inc                                                                | CUSIP: 000000000<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |       300000 | PA      | $345576.16    | 0.00%             | 2030-12-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2186000 | PA      | $2553020.25   | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $230347.67    | 0.00%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $345932.22    | 0.00%             | 2030-05-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       570000 | PA      | $417153.04    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230790.59    | 0.00%             | 2035-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    183850000 | PA      | $1178829.81   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BU6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |       200000 | PA      | $148492.72    | 0.00%             | 2032-03-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120177.09    | 0.00%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     24890000 | PA      | $23160520.34  | 0.18%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $241861.93    | 0.00%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    936300000 | PA      | $4741841.96   | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $571657.85    | 0.00%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      9061000 | PA      | $10299459.32  | 0.08%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $461769.90    | 0.00%             | 2028-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $301663.61    | 0.00%             | 2032-08-16      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      5080000 | PA      | $3387940.60   | 0.03%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1331264.35   | 0.01%             | 2030-05-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $2642838.06   | 0.02%             | 2032-09-22      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAF0<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72201.31     | 0.00%             | 2036-01-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2500000 | PA      | $2544685.54   | 0.02%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $368047.49    | 0.00%             | 2032-09-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $1101693.85   | 0.01%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC BNK CAO FND STER 1                                   | HSBC Bank Capital Funding Sterling 1 LP                                          | CUSIP: 000000000<br>LEI: 2138007XGRZME1ZCTY76 | Long             | DBT              | CORP              | JE        |       350000 | PA      | $485602.71    | 0.00%             | 2031-11-05      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       375000 | PA      | $502331.94    | 0.00%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     35000000 | PA      | $5348030.63   | 0.04%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $230397.02    | 0.00%             | 2040-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $330776.32    | 0.00%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1370450000 | PA      | $8358991.91   | 0.06%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1292704.80   | 0.01%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1303137.79   | 0.01%             | 2028-11-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       722000 | PA      | $774570.92    | 0.01%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926NA8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $295761.09    | 0.00%             | 2035-07-03      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       400000 | PA      | $604253.05    | 0.00%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $580458.24    | 0.00%             | 2036-05-06      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     10063000 | PA      | $7722816.04   | 0.06%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |       150000 | PA      | $203525.48    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $113480.07    | 0.00%             | 2052-01-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EQUITABLE BANK                                            | Equitable Bank                                                                   | CUSIP: 29446NAV2<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146485.00    | 0.00%             | 2029-04-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     10410000 | PA      | $7342572.24   | 0.06%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      2573000 | PA      | $2366392.64   | 0.02%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115686.65    | 0.00%             | 2036-01-19      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $96986.11     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     73000000 | PA      | $11264000.90  | 0.09%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      4380000 | PA      | $3182049.54   | 0.02%             | 2034-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $684873.29    | 0.01%             | 2033-05-22      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $239673.48    | 0.00%             | 2034-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co Cie Credit Ford Du Canada                                  | CUSIP: 34527ADE7<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147079.02    | 0.00%             | 2031-01-09      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $230836.52    | 0.00%             | 2036-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $214204.25    | 0.00%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $238406.88    | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       530000 | PA      | $563585.04    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       600000 | PA      | $677851.21    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       450000 | PA      | $382617.30    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $140988.77    | 0.00%             | 2031-01-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |       250000 | PA      | $266839.30    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $181601.74    | 0.00%             | 2036-08-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     21080000 | PA      | $24375322.04  | 0.19%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CRH FINANCE DAC                                           | CRH Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 549300C4ROP5J6I59W35 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $338090.81    | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       200000 | PA      | $259542.49    | 0.00%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       100000 | PA      | $115636.15    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |        50000 | PA      | $36813.47     | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       190000 | PA      | $221209.07    | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co.                                             | Coca-Cola Co.                                                                    | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       676000 | PA      | $732781.03    | 0.01%             | 2029-03-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                     | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $215319.77    | 0.00%             | 2031-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                          | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $229697.48    | 0.00%             | 2030-12-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $921933.42    | 0.01%             | 2030-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $220045.01    | 0.00%             | 2032-05-03      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GO RESIDENTIAL OPERATING                                  | GO Residential Operating LLC                                                     | CUSIP: 38019JAA5<br>LEI: 254900TUD8VJOLZ8HG61 | Long             | DBT              |  | US        |       100000 | PA      | $72914.57     | 0.00%             | 2029-02-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $51969.59     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| WERFEN SA/SPAIN                                           | Werfen SA/Spain                                                                  | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $119805.34    | 0.00%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1929500000 | PA      | $12503587.67  | 0.10%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       100000 | PA      | $112469.38    | 0.00%             | 2033-12-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $311981.50    | 0.00%             | 2041-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $349745.61    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LB SAAR GIROZENTRALE                                      | Landesbank Saar                                                                  | CUSIP: 000000000<br>LEI: 52990050SU0S4QQ4Z793 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230109.17    | 0.00%             | 2030-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    490100000 | PA      | $3072084.11   | 0.02%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460416.12    | 0.00%             | 2032-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $743377.79    | 0.01%             | 2030-06-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOC NAT ROMGAZ                                            | Societatea Nationala de Gaze Naturale ROMGAZ SA                                  | CUSIP: 000000000<br>LEI: 2549009R7KJ38D9RW354 | Long             | DBT              | CORP              | RO        |       300000 | PA      | $349545.72    | 0.00%             | 2031-11-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $116126.29    | 0.00%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1030000 | PA      | $587389.21    | 0.00%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       750000 | PA      | $867624.19    | 0.01%             | 2031-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $353298.04    | 0.00%             | 2027-02-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    625830000 | PA      | $91816571.42  | 0.70%             | 2027-09-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                                        | Vesteda Finance BV                                                               | CUSIP: 000000000<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $527422.03    | 0.00%             | 2026-07-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $739854.21    | 0.01%             | 2028-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       125000 | PA      | $144411.20    | 0.00%             | 2032-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226804.22    | 0.00%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                       | Emerson Electric Co                                                              | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       250000 | PA      | $284023.71    | 0.00%             | 2037-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      5020000 | PA      | $3643285.06   | 0.03%             | 2030-06-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $217439.30    | 0.00%             | 2030-04-08      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      9750000 | PA      | $11028170.10  | 0.08%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       475000 | PA      | $462118.77    | 0.00%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112055.34    | 0.00%             | 2036-03-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $1123365.87   | 0.01%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1350000 | PA      | $1413326.98   | 0.01%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $807382.41    | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $476417.92    | 0.00%             | 2029-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7307000 | PA      | $7952696.95   | 0.06%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       300000 | PA      | $348449.51    | 0.00%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $340920.32    | 0.00%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $1248.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |       600000 | PA      | $652835.49    | 0.00%             | 2029-06-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $427997.60    | 0.00%             | 2032-06-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       700000 | PA      | $751246.46    | 0.01%             | 2031-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       250000 | PA      | $292287.28    | 0.00%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SG LT                                  | Standard Chartered Bank Singapore Ltd                                            | CUSIP: 000000000<br>LEI: 549300MDYVVHJ8D1DW28 | Long             | DBT              | CORP              | SG        |       550000 | PA      | $648036.12    | 0.00%             | 2027-05-28      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $808271.98    | 0.01%             | 2029-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $243184.12    | 0.00%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |       250000 | PA      | $286687.57    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $129380.21    | 0.00%             | 2033-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1131452.59   | 0.01%             | 2040-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1060000 | PA      | $714242.32    | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $696314.60    | 0.01%             | 2029-05-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5977000 | PA      | $7371677.30   | 0.06%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4727691.42   | 0.04%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      3417000 | PA      | $3880286.49   | 0.03%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      5700000 | PA      | $565822.28    | 0.00%             | 2039-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      5942000 | PA      | $4061631.65   | 0.03%             | 2029-08-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |       200000 | PA      | $232780.73    | 0.00%             | 2038-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      8541000 | PA      | $4992248.04   | 0.04%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $810841.24    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $458331.45    | 0.00%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $232191.46    | 0.00%             | 2035-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     17715000 | PA      | $20784531.47  | 0.16%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1148601.06   | 0.01%             | 2027-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |       600000 | PA      | $692008.27    | 0.01%             | 2027-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $142258.68    | 0.00%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $652411.01    | 0.00%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $456068.85    | 0.00%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       319000 | PA      | $415448.79    | 0.00%             | 2033-03-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $346933.46    | 0.00%             | 2031-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       250000 | PA      | $301007.60    | 0.00%             | 2035-09-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $344130.38    | 0.00%             | 2036-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $280523.32    | 0.00%             | 2032-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $355954.83    | 0.00%             | 2028-05-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BX0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150660.10    | 0.00%             | 2029-06-27      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      5360000 | PA      | $6272949.34   | 0.05%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $673963.35    | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |       100000 | PA      | $112160.85    | 0.00%             | 2035-08-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     16220000 | PA      | $11565376.92  | 0.09%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1457786.83   | 0.01%             | 2029-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $1036478.87   | 0.01%             | 2033-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       465000 | PA      | $631004.75    | 0.00%             | 2033-11-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings, Inc.                                    | MMS USA Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |       400000 | PA      | $427246.81    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $311355.93    | 0.00%             | 2042-04-21      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $357906.32    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $292402.60    | 0.00%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10115150000 | PA      | $6190161.63   | 0.05%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     54550000 | PA      | $8174877.06   | 0.06%             | 2028-02-06      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 000000000<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115374.34    | 0.00%             | 2028-11-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SAGAX EURO MTN                                            | Sagax Euro Mtn NL BV                                                             | CUSIP: 000000000<br>LEI: 549300M3FFATWSV78G84 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $785821.92    | 0.01%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $366040.53    | 0.00%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $350180.77    | 0.00%             | 2036-01-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $351432.90    | 0.00%             | 2028-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      3290000 | PA      | $1981507.73   | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3220000 | PA      | $790721.99    | 0.01%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                              | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |       750000 | PA      | $758586.59    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $811640.52    | 0.01%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      3268000 | PA      | $3637973.08   | 0.03%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $789658.91    | 0.01%             | 2039-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $99061.31     | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1506600000 | PA      | $9478337.07   | 0.07%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1167889.86   | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1820000000 | PA      | $11374860.61  | 0.09%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       400000 | PA      | $459491.05    | 0.00%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCW8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $292570.76    | 0.00%             | 2033-11-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $101990.57    | 0.00%             | 2035-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       300000 | PA      | $340973.41    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $344512.85    | 0.00%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $111497.48    | 0.00%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1492450000 | PA      | $8967160.58   | 0.07%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3032681.52   | 0.02%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $221825.59    | 0.00%             | 2028-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                              | Danaher Corp                                                                     | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       125000 | PA      | $146444.19    | 0.00%             | 2030-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |       875000 | PA      | $1009991.88   | 0.01%             | 2031-09-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      4550000 | PA      | $3022333.68   | 0.02%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $571928.44    | 0.00%             | 2038-08-14      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    798600000 | PA      | $5088908.54   | 0.04%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $599397.71    | 0.00%             | 2030-01-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |       400000 | PA      | $441250.47    | 0.00%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $745255.20    | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1482280.81   | 0.01%             | 2035-02-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1191971.17   | 0.01%             | 2037-03-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229869.58    | 0.00%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       350000 | PA      | $403366.22    | 0.00%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15740000 | PA      | $4128038.67   | 0.03%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $588511.78    | 0.00%             | 2027-07-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97322.17     | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-5047804.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1317963.23   | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |            1 | NC      | $73463.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1170000000 | PA      | $7170892.67   | 0.05%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $286325.03    | 0.00%             | 2032-02-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      4640000 | PA      | $3439379.41   | 0.03%             | 2033-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                           | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $420527.45    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       100000 | PA      | $89779.73     | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       550000 | PA      | $661501.78    | 0.01%             | 2031-01-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       294000 | PA      | $339287.22    | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $713130.01    | 0.01%             | 2034-02-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP AU HOLDINGS                                    | Weir Group Australian Holdings Pty Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       400000 | PA      | $272601.62    | 0.00%             | 2031-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $911232.10    | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926WF7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $581424.95    | 0.00%             | 2031-12-09      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $452090.08    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WERFEN SA/SPAIN                                           | Werfen SA/Spain                                                                  | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $231357.81    | 0.00%             | 2032-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $346385.48    | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $386876.91    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $587375.52    | 0.00%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $578514.84    | 0.00%             | 2035-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $715302.14    | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118252.07    | 0.00%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       760000 | PA      | $310925.40    | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $130876.39    | 0.00%             | 2039-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS COPCO FINANCE                                       | Atlas Copco Finance DAC                                                          | CUSIP: 000000000<br>LEI: 549300ZF2VKZ1G5T2U85 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $230694.04    | 0.00%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $248777.90    | 0.00%             | 2034-02-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6111151.79   | 0.05%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $441162.54    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       525000 | PA      | $589277.15    | 0.00%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1177128.91   | 0.01%             | 2028-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2765100000 | PA      | $15998655.95  | 0.12%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     10960000 | PA      | $12759161.45  | 0.10%             | 2032-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $228241.49    | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       600000 | PA      | $741230.10    | 0.01%             | 2030-10-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      3090000 | PA      | $3487452.66   | 0.03%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       550000 | PA      | $625617.03    | 0.00%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 112910AC8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73585.66     | 0.00%             | 2055-09-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       900000 | PA      | $987744.99    | 0.01%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $120345.25    | 0.00%             | 2032-06-08      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $578142.01    | 0.00%             | 2029-10-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    770950000 | PA      | $4757404.83   | 0.04%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    332450000 | PA      | $2034143.19   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       700000 | PA      | $833598.10    | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       591000 | PA      | $687675.88    | 0.01%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $344814.22    | 0.00%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       175000 | PA      | $202300.99    | 0.00%             | 2030-08-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      7284340 | PA      | $6566852.30   | 0.05%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $800369.39    | 0.01%             | 2035-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       550000 | PA      | $626511.01    | 0.00%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $106198.34    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      1045000 | PA      | $1552757.14   | 0.01%             | 2033-01-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAE2<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $124158.10    | 0.00%             | 2046-04-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $132906.14    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1161395.20   | 0.01%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                    | Blue Owl Credit Income Corp                                                      | CUSIP: 000000000<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       200000 | PA      | $222686.58    | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |       400000 | PA      | $473708.03    | 0.00%             | 2030-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       350000 | PA      | $350489.99    | 0.00%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $583595.14    | 0.00%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $391873.07    | 0.00%             | 2039-06-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113196.40    | 0.00%             | 2036-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |       550000 | PA      | $639022.07    | 0.00%             | 2029-11-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1350000 | PA      | $921542.05    | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | Illinois Tool Works Inc                                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       860000 | PA      | $964402.07    | 0.01%             | 2030-05-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      4100000 | PA      | $2174615.10   | 0.02%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $575983.02    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       474000 | PA      | $560661.76    | 0.00%             | 2028-10-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $535702.24    | 0.00%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      1300000 | PA      | $515523.35    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $341423.93    | 0.00%             | 2027-08-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1497167.80   | 0.01%             | 2032-02-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                  | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116019.80    | 0.00%             | 2034-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $175483.00    | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |       400000 | PA      | $429904.86    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 000000000<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       200000 | PA      | $187505.64    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       800000 | PA      | $940857.61    | 0.01%             | 2031-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |       300000 | PA      | $344552.75    | 0.00%             | 2032-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       850000 | PA      | $983841.47    | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $233484.05    | 0.00%             | 2031-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      1822000 | PA      | $2439859.42   | 0.02%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     10684000 | PA      | $11059706.34  | 0.08%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       100000 | PA      | $117304.17    | 0.00%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       920000 | PA      | $1029249.40   | 0.01%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $221853.98    | 0.00%             | 2049-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $149551.04    | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $344374.39    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2893000 | PA      | $3286803.17   | 0.03%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       600000 | PA      | $679424.96    | 0.01%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |       850000 | PA      | $922129.80    | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $682391.41    | 0.01%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      1000000 | PA      | $1347532.97   | 0.01%             | 2029-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $575691.63    | 0.00%             | 2032-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       650000 | PA      | $763556.19    | 0.01%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       700000 | PA      | $807047.37    | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1154953.72   | 0.01%             | 2034-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1821987.36   | 0.01%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8783000 | PA      | $9063892.17   | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       550000 | PA      | $627938.24    | 0.00%             | 2028-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CEPSA FINANCE SA                                          | Cepsa Finance SA                                                                 | CUSIP: 000000000<br>LEI: 959800QEUH8V5SPPCB45 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1346680.33   | 0.01%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       300000 | PA      | $224734.80    | 0.00%             | 2028-04-29      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       500000 | PA      | $500295.62    | 0.00%             | 2032-05-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $141266.88    | 0.00%             | 2035-05-13      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       130000 | PA      | $110677.48    | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAX9<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $190424.46    | 0.00%             | 2054-01-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-113688.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233719.41    | 0.00%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $317503.01    | 0.00%             | 2030-02-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DG3<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $146687.90    | 0.00%             | 2035-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1024471.53   | 0.01%             | 2030-12-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HOUSING AUSTRALIA                                         | Housing Australia                                                                | CUSIP: 000000000<br>LEI: 254900BEME245Y10BH15 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $312973.40    | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5755000 | PA      | $1251636.60   | 0.01%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1040600000 | PA      | $6447113.92   | 0.05%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $349716.41    | 0.00%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1586708.11   | 0.01%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $114911.20    | 0.00%             | 2036-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  63069000000 | PA      | $3780197.88   | 0.03%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $355125.55    | 0.00%             | 2031-08-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $2178066.58   | 0.02%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $1010445.61   | 0.01%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $460384.86    | 0.00%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      6120000 | PA      | $6659087.48   | 0.05%             | 2030-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1153842.96   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    857300000 | PA      | $3741862.36   | 0.03%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $115862.93    | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $364290.70    | 0.00%             | 2028-11-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                   | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $116620.60    | 0.00%             | 2033-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      2140000 | PA      | $1443189.83   | 0.01%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10550630000 | PA      | $5867037.75   | 0.04%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1576250000 | PA      | $9061472.66   | 0.07%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       400000 | PA      | $402941.10    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $116354.32    | 0.00%             | 2033-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1550000 | PA      | $1889225.25   | 0.01%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       100000 | PA      | $109132.06    | 0.00%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1900000 | PA      | $1267795.47   | 0.01%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $626346.13    | 0.00%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $340346.02    | 0.00%             | 2037-10-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $226415.24    | 0.00%             | 2056-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1850000 | PA      | $1912398.33   | 0.01%             | 2033-04-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NOVONESIS NOVOZYMES B                                     | Novonesis Novozymes B                                                            | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | DBT              | CORP              | DK        |       150000 | PA      | $175067.60    | 0.00%             | 2030-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $341262.49    | 0.00%             | 2037-06-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       734000 | PA      | $876770.81    | 0.01%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       600000 | PA      | $690896.00    | 0.01%             | 2036-08-11      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      4613000 | PA      | $3450471.62   | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $135581.28    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1990000 | PA      | $2310168.82   | 0.02%             | 2028-08-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |       850000 | PA      | $1005096.30   | 0.01%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368L5G7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $602079.63    | 0.00%             | 2029-07-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     12233000 | PA      | $8885704.03   | 0.07%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       600000 | PA      | $690868.64    | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       400000 | PA      | $470474.00    | 0.00%             | 2031-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $237197.99    | 0.00%             | 2027-11-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCU2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221642.51    | 0.00%             | 2035-08-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMPLIUS LIVING                                            | Amplius Living                                                                   | CUSIP: 000000000<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $90022.18     | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       450000 | PA      | $525915.22    | 0.00%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229298.97    | 0.00%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       392000 | PA      | $366431.79    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1156951.91   | 0.01%             | 2034-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       450000 | PA      | $516251.61    | 0.00%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $352258.85    | 0.00%             | 2031-04-09      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $57130.34     | 0.00%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |       400000 | PA      | $477583.02    | 0.00%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $323386.35    | 0.00%             | 2029-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAH0<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $311951.10    | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA FINANCI SA                                  | Red Electrica Financiaciones SA                                                  | CUSIP: 000000000<br>LEI: 9598006P00EGK6U2SG18 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $223533.27    | 0.00%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $459418.30    | 0.00%             | 2044-03-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       300000 | PA      | $338599.67    | 0.00%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $212407.77    | 0.00%             | 2030-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE SEGUROS PT                                     | Fidelidade - Co De Seguros SA/Portugal                                           | CUSIP: 000000000<br>LEI: 529900FNLE8ZOPUOT704 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $226014.02    | 0.00%             | 2046-02-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    467600000 | PA      | $2976607.28   | 0.02%             | 2027-08-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      8000000 | PA      | $863981.37    | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $992022.93    | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       400000 | PA      | $465574.26    | 0.00%             | 2032-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $168607.11    | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $209994.34    | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       200000 | PA      | $151566.07    | 0.00%             | 2031-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                       | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |       600000 | PA      | $688764.29    | 0.01%             | 2030-05-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 74340XCS8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |       200000 | PA      | $143035.74    | 0.00%             | 2032-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1555000 | PA      | $1913197.13   | 0.01%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOUVELLE AUTO 30 FINANCE                                  | Nouvelle Autoroute 30 Financement Inc                                            | CUSIP: 66980CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       115672 | PA      | $83211.09     | 0.00%             | 2033-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $276431.07    | 0.00%             | 2031-08-28      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       290000 | PA      | $241615.46    | 0.00%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $634779.50    | 0.00%             | 2028-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |       270000 | PA      | $300965.49    | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $431171.57    | 0.00%             | 2028-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1306044.03   | 0.01%             | 2028-08-24      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |       275000 | PA      | $316764.80    | 0.00%             | 2031-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                     | International Finance Facility for Immunisation Co                               | CUSIP: 000000000<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |       200000 | PA      | $270282.79    | 0.00%             | 2028-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |       400000 | PA      | $218949.56    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       400000 | PA      | $509054.35    | 0.00%             | 2029-03-01      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       990000 | PA      | $1153688.73   | 0.01%             | 2027-01-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $417304.77    | 0.00%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $249590.37    | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE EUROPE BV                                   | Bunge Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 549300BIPDLRC1B3OO64 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $333731.47    | 0.00%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6840000 | PA      | $1743441.34   | 0.01%             | 2040-07-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $173208.22    | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $492871.28    | 0.00%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       800000 | PA      | $852784.89    | 0.01%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     19390000 | PA      | $14197251.80  | 0.11%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       600000 | PA      | $695542.55    | 0.01%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    182840000 | PA      | $28031635.94  | 0.21%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       500000 | PA      | $523820.53    | 0.00%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      1100000 | PA      | $1309653.76   | 0.01%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1229221.64   | 0.01%             | 2032-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LKQ DUTCH BOND BV                                         | LKQ Dutch Bond BV                                                                | CUSIP: 000000000<br>LEI: 724500O7KBK1ICWRWC17 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235426.97    | 0.00%             | 2031-03-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $133760.68    | 0.00%             | 2031-08-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESERCIZI AEROPORTUALI                                     | Esercizi Aeroportuali SEA SpA                                                    | CUSIP: 000000000<br>LEI: 815600DF2DE50E2BFE25 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $232407.01    | 0.00%             | 2032-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $341728.18    | 0.00%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1390000 | PA      | $994744.87    | 0.01%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                     | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $481797.33    | 0.00%             | 2037-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $296185.41    | 0.00%             | 2032-05-03      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    223210000 | PA      | $7217093.59   | 0.06%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11557000 | PA      | $14227414.96  | 0.11%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                       | Canadian Government Bond                                                         | CUSIP: 135087U28<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5640000 | PA      | $4032035.85   | 0.03%             | 2036-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |       700000 | PA      | $770754.62    | 0.01%             | 2029-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $349280.21    | 0.00%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233318.33    | 0.00%             | 2036-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DENMARK GOVT BOND                                         | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     10290000 | PA      | $1531051.11   | 0.01%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230271.99    | 0.00%             | 2031-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       250000 | PA      | $282001.14    | 0.00%             | 2041-04-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CARMILA SA                                                | Carmila SA                                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |       200000 | PA      | $228806.70    | 0.00%             | 2033-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $815143.91    | 0.01%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      1400000 | PA      | $1609933.29   | 0.01%             | 2032-02-26      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4535000 | PA      | $6051977.98   | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBL7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73597.69     | 0.00%             | 2032-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUHTAMAKI OYJ                                             | Huhtamaki Oyj                                                                    | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $243309.88    | 0.00%             | 2028-11-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116769.36    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATS EN ROUTE PLC                                         | Nats En Route PLC                                                                | CUSIP: 000000000<br>LEI: 213800AOOCT6JKFY6Z68 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $131424.50    | 0.00%             | 2036-03-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5409000 | PA      | $5910397.82   | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5588000 | PA      | $6383080.78   | 0.05%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     10540000 | PA      | $2908633.43   | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $346666.54    | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $260958.51    | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                     | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $527517.20    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146643.55    | 0.00%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $455728.50    | 0.00%             | 2033-11-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118357.07    | 0.00%             | 2029-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     39629000 | PA      | $46252532.13  | 0.35%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     25000000 | PA      | $3887609.84   | 0.03%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $539910.99    | 0.00%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2907400.27   | 0.02%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       390000 | PA      | $432728.07    | 0.00%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1542200000 | PA      | $3860908.22   | 0.03%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       100000 | PA      | $134332.80    | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $135300.65    | 0.00%             | 2030-10-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $524801.40    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2991000 | PA      | $3582093.30   | 0.03%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     17463000 | PA      | $21707181.95  | 0.17%             | 2034-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $183822.60    | 0.00%             | 2033-08-31      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |       100000 | PA      | $104712.22    | 0.00%             | 2032-05-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $289280.93    | 0.00%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $293563.77    | 0.00%             | 2028-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1142070.95   | 0.01%             | 2037-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $337439.85    | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $277954.67    | 0.00%             | 2028-06-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $458255.12    | 0.00%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                           | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |       200000 | PA      | $225786.50    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       300000 | PA      | $218430.03    | 0.00%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $135478.87    | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1099443.88   | 0.01%             | 2029-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1050406.26   | 0.01%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CASH MANAGEME                                  | John Deere Cash Management SARL                                                  | CUSIP: 000000000<br>LEI: 54930045CRYTH0OUOH72 | Long             | DBT              | CORP              | LU        |       350000 | PA      | $384431.89    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1109185.49   | 0.01%             | 2029-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       650000 | PA      | $640376.86    | 0.00%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $163202.35    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                            | Public Storage Operating Co                                                      | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |       200000 | PA      | $227989.49    | 0.00%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1178956.58   | 0.01%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     12621000 | PA      | $13882301.60  | 0.11%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                                   | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | DBT              | CORP              | KY        |       136000 | PA      | $143872.33    | 0.00%             | 2056-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $461527.13    | 0.00%             | 2043-09-05      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |       400000 | PA      | $453124.95    | 0.00%             | 2036-03-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                         | Korea International Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |       800000 | PA      | $925020.76    | 0.01%             | 2032-07-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $167827.37    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      3080000 | PA      | $1185944.97   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      1000000 | PA      | $1175706.27   | 0.01%             | 2029-09-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1200000 | PA      | $1415100.15   | 0.01%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1614200000 | PA      | $9995739.27   | 0.08%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1172960.85   | 0.01%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     17480000 | PA      | $20314982.23  | 0.16%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1363957.56   | 0.01%             | 2031-10-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       200000 | PA      | $182588.39    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       600000 | PA      | $758194.48    | 0.01%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     13599000 | PA      | $15557963.33  | 0.12%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       725000 | PA      | $840793.73    | 0.01%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       920000 | PA      | $672334.67    | 0.01%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1400000 | PA      | $710914.66    | 0.01%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $524852.27    | 0.00%             | 2050-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $427363.01    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $113489.13    | 0.00%             | 2038-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR BANK SA                                         | Euroclear Bank SA                                                                | CUSIP: 000000000<br>LEI: 549300OZ46BRLZ8Y6F65 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $591471.44    | 0.00%             | 2027-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $347120.06    | 0.00%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                       | Virgin Money UK PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $1001654.67   | 0.01%             | 2029-08-23      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                 | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $353515.53    | 0.00%             | 2028-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $140879.01    | 0.00%             | 2056-02-26      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $426560.90    | 0.00%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $706286.00    | 0.01%             | 2026-08-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $345345.29    | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    829100000 | PA      | $4798535.71   | 0.04%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $409877.55    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $444398.25    | 0.00%             | 2034-02-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $796601.13    | 0.01%             | 2029-04-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       250000 | PA      | $326229.92    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $257517.20    | 0.00%             | 2054-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       350000 | PA      | $399156.10    | 0.00%             | 2038-02-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $286296.13    | 0.00%             | 2048-09-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230418.18    | 0.00%             | 2037-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4340000 | PA      | $2378120.21   | 0.02%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       750000 | PA      | $525361.81    | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |       300000 | PA      | $337676.19    | 0.00%             | 2028-04-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BSK 1818 AG                                               | BSK 1818 AG                                                                      | CUSIP: 000000000<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $360593.32    | 0.00%             | 2028-11-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $643784.82    | 0.00%             | 2030-10-11      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5753000 | PA      | $6161496.87   | 0.05%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ATKINSREALIS GROUP INC                                    | AtkinsRealis Group Inc                                                           | CUSIP: 04764TAB0<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148517.94    | 0.00%             | 2033-03-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $84836.71     | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $799389.91    | 0.01%             | 2027-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1273000 | PA      | $885884.39    | 0.01%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116899.72    | 0.00%             | 2029-07-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1200000 | PA      | $1407226.29   | 0.01%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $228484.41    | 0.00%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $201964.43    | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $105950.91    | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2881000 | PA      | $2371827.25   | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    730550000 | PA      | $3312892.99   | 0.03%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      1050000 | PA      | $853976.43    | 0.01%             | 2037-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EA6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $288973.14    | 0.00%             | 2032-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       700000 | PA      | $935069.60    | 0.01%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114271.38    | 0.00%             | 2036-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CWY9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $369948.37    | 0.00%             | 2033-01-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CLOSE BROTHERS FIN PLC                                    | Close Brothers Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $113809.75    | 0.00%             | 2030-12-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CA9<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $442177.36    | 0.00%             | 2029-10-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1362250000 | PA      | $8433333.91   | 0.06%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $335640.35    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     14571000 | PA      | $16798963.62  | 0.13%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      2000000 | PA      | $2718428.61   | 0.02%             | 2027-11-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $234898.72    | 0.00%             | 2027-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $647194.51    | 0.00%             | 2030-01-06      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $527728.82    | 0.00%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $488882.11    | 0.00%             | 2030-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1404803.47   | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       300000 | PA      | $353477.55    | 0.00%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |       700000 | PA      | $812541.80    | 0.01%             | 2031-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233502.71    | 0.00%             | 2030-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $271457.37    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $237563.88    | 0.00%             | 2029-08-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       824000 | PA      | $1144017.55   | 0.01%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134959.44    | 0.00%             | 2029-11-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                  | Andorra International Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |       200000 | PA      | $210852.28    | 0.00%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $117437.32    | 0.00%             | 2038-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAQ4<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145082.34    | 0.00%             | 2030-02-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $351984.05    | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $427129.91    | 0.00%             | 2029-11-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $450766.50    | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $230446.53    | 0.00%             | 2032-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1292961.66   | 0.01%             | 2030-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     12200000 | PA      | $2142380.06   | 0.02%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      2810000 | PA      | $296308.90    | 0.00%             | 2036-06-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |       650000 | PA      | $763620.93    | 0.01%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |       550000 | PA      | $612739.53    | 0.00%             | 2028-02-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     12050000 | PA      | $14022164.13  | 0.11%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  11100000000 | PA      | $7453919.79   | 0.06%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $342397.39    | 0.00%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7335000 | PA      | $4330161.68   | 0.03%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $575680.90    | 0.00%             | 2030-09-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $287790.30    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   7934400000 | PA      | $5292041.84   | 0.04%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       320000 | PA      | $424950.67    | 0.00%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $539493.99    | 0.00%             | 2040-10-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       449000 | PA      | $631943.84    | 0.00%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $169275.89    | 0.00%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10994294 | PA      | $6546562.91   | 0.05%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4135000 | PA      | $4906701.14   | 0.04%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1100000 | PA      | $1049801.44   | 0.01%             | 2033-04-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $241419.67    | 0.00%             | 2037-03-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    118570000 | PA      | $18417847.25  | 0.14%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120780.49    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151702.44    | 0.00%             | 2034-07-03      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BPC GENERATION INFRASTRU                                  | BPC Generation Infrastructure Trust                                              | CUSIP: 05617NAC7<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145654.15    | 0.00%             | 2035-09-29      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12868000 | PA      | $15836761.33  | 0.12%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $280488.83    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |       850000 | PA      | $947470.27    | 0.01%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $223520.98    | 0.00%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $230884.85    | 0.00%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $702420.97    | 0.01%             | 2032-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $593507.83    | 0.00%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1459000 | PA      | $1589386.73   | 0.01%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $226847.42    | 0.00%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115576.91    | 0.00%             | 2028-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    398100000 | PA      | $61231306.81  | 0.47%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AN5<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $114019.40    | 0.00%             | 2034-06-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |       700000 | PA      | $835679.36    | 0.01%             | 2030-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $487218.09    | 0.00%             | 2035-02-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       300000 | PA      | $349969.43    | 0.00%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $155731.59    | 0.00%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1358159.75   | 0.01%             | 2028-03-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    105000000 | PA      | $5538450.81   | 0.04%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       400000 | PA      | $465102.85    | 0.00%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                  | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AC6<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $149450.15    | 0.00%             | 2035-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       400000 | PA      | $465144.81    | 0.00%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $224614.45    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       425000 | PA      | $476175.25    | 0.00%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $681239.37    | 0.01%             | 2028-03-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146490.63    | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115806.56    | 0.00%             | 2033-08-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2000000 | PA      | $2265993.55   | 0.02%             | 2034-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       100000 | PA      | $97418.26     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       225000 | PA      | $257744.98    | 0.00%             | 2034-02-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $297443.09    | 0.00%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1200000 | PA      | $1357754.95   | 0.01%             | 2034-11-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $135427.81    | 0.00%             | 2031-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $585519.37    | 0.00%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       100000 | PA      | $94273.92     | 0.00%             | 2036-05-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $457049.21    | 0.00%             | 2032-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4727000 | PA      | $5401610.39   | 0.04%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       560000 | PA      | $746998.93    | 0.01%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6081530000 | PA      | $3261172.53   | 0.02%             | 2055-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $353461.12    | 0.00%             | 2030-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    855450000 | PA      | $2679110.17   | 0.02%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $225523.09    | 0.00%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       250000 | PA      | $289406.03    | 0.00%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       247000 | PA      | $289625.36    | 0.00%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $459068.13    | 0.00%             | 2038-03-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |       300000 | PA      | $344822.87    | 0.00%             | 2031-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $582495.98    | 0.00%             | 2027-05-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      1200000 | PA      | $1386230.81   | 0.01%             | 2036-01-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      1100000 | PA      | $1275675.59   | 0.01%             | 2032-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $281548.07    | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $237372.56    | 0.00%             | 2035-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                       | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $586580.70    | 0.00%             | 2028-04-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       600000 | PA      | $705297.95    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       250000 | PA      | $319822.72    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9042990000 | PA      | $5508578.94   | 0.04%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229710.72    | 0.00%             | 2036-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTH E POWER NETWORKS                                    | South Eastern Power Networks PLC                                                 | CUSIP: 000000000<br>LEI: 213800H7NWVLCWAVKA15 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $233563.83    | 0.00%             | 2038-03-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     53070000 | PA      | $9958460.14   | 0.08%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYW8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       600000 | PA      | $433501.67    | 0.00%             | 2032-03-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       300000 | PA      | $346607.37    | 0.00%             | 2035-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $357167.11    | 0.00%             | 2036-08-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     12604000 | PA      | $14939880.49  | 0.11%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $791612.45    | 0.01%             | 2035-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-55895893.32 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1172818.21   | 0.01%             | 2029-01-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $136229.26    | 0.00%             | 2036-02-06      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $433369.62    | 0.00%             | 2029-12-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING NV                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $204506.19    | 0.00%             | 2051-06-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5160000 | PA      | $6299390.41   | 0.05%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $82245.70     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $223319.68    | 0.00%             | 2036-03-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      1000000 | PA      | $1184828.79   | 0.01%             | 2030-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $957544.47    | 0.01%             | 2028-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK                                             | KEB Hana Bank                                                                    | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |       700000 | PA      | $818283.61    | 0.01%             | 2031-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4972000 | PA      | $6164260.50   | 0.05%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $228993.38    | 0.00%             | 2055-07-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $212735.20    | 0.00%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-1314698.79  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $77503.74     | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $362889.22    | 0.00%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SOUTH E POWER NETWORKS                                    | South Eastern Power Networks PLC                                                 | CUSIP: 000000000<br>LEI: 213800H7NWVLCWAVKA15 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $1113049.00   | 0.01%             | 2030-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17810000 | PA      | $4679376.12   | 0.04%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       600000 | PA      | $399585.53    | 0.00%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                  | PVH Corp                                                                         | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |       550000 | PA      | $643376.94    | 0.00%             | 2027-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBN3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $142651.01    | 0.00%             | 2055-06-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $300902.15    | 0.00%             | 2031-10-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $468696.19    | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                        | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |       300000 | PA      | $357604.94    | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       700000 | PA      | $834487.05    | 0.01%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                  | LYB International Finance II BV                                                  | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233158.68    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $496400.72    | 0.00%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $429417.68    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $169185.12    | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAE7<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $70054.70     | 0.00%             | 2055-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $164959.00    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1720000 | PA      | $1983118.66   | 0.02%             | 2036-06-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $1154560.12   | 0.01%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $191331.19    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $136805.24    | 0.00%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1088316.49   | 0.01%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                       | Permanent TSB Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $461316.44    | 0.00%             | 2035-12-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       325000 | PA      | $375886.94    | 0.00%             | 2028-11-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3013140000 | PA      | $1883864.78   | 0.01%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $413791.96    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $1056956.94   | 0.01%             | 2031-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $363728.71    | 0.00%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $295558.62    | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $203171.60    | 0.00%             | 2035-09-03      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAN2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $77234.28     | 0.00%             | 2031-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $170446.00    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2257000 | PA      | $809948.82    | 0.01%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $162842.46    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| H&M FINANCE BV                                            | H&M Finance BV                                                                   | CUSIP: 000000000<br>LEI: 25490079TX62U2IW2D78 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $158722.27    | 0.00%             | 2029-08-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       750000 | PA      | $887320.42    | 0.01%             | 2028-10-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $581976.52    | 0.00%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $573369.82    | 0.00%             | 2035-07-02      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345342.61    | 0.00%             | 2030-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $244883.65    | 0.00%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       583000 | PA      | $701770.22    | 0.01%             | 2031-01-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114859.78    | 0.00%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |       370000 | PA      | $428831.60    | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $748694.60    | 0.01%             | 2033-10-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       350000 | PA      | $250114.49    | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       300000 | PA      | $342852.23    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229864.70    | 0.00%             | 2030-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1883550000 | PA      | $12013379.59  | 0.09%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $598365.18    | 0.00%             | 2032-03-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB STEIERMARK                                  | Raiffeisen-Landesbank Steiermark AG                                              | CUSIP: 000000000<br>LEI: 529900UNUKYZ9HND3309 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $102700.18    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $782526.79    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       630000 | PA      | $645471.34    | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $127550.37    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      7100000 | PA      | $5362681.83   | 0.04%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       375000 | PA      | $428542.57    | 0.00%             | 2038-02-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ATCO LTD                                                  | Atco Ltd/Canada                                                                  | CUSIP: 046789AB9<br>LEI: 5299005SPZ1QYL51JD25 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73787.62     | 0.00%             | 2030-05-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $211226.84    | 0.00%             | 2029-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $110681.15    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLONIAL SFL SOCIMI                                       | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |       200000 | PA      | $235490.59    | 0.00%             | 2031-04-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $388581.20    | 0.00%             | 2034-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANCA COMERCIALA ROMANA                                   | Banca Comerciala Romana SA                                                       | CUSIP: 000000000<br>LEI: 549300ORLU6LN5YD8X90 | Long             | DBT              | CORP              | RO        |       200000 | PA      | $231299.50    | 0.00%             | 2031-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $338596.42    | 0.00%             | 2029-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $336657.77    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |       450000 | PA      | $493661.02    | 0.00%             | 2028-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     39560000 | PA      | $1855584.31   | 0.01%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1322539.98   | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       800000 | PA      | $802404.82    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1156784.24   | 0.01%             | 2034-04-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $511095.60    | 0.00%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $99504.37     | 0.00%             | 2036-11-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       125000 | PA      | $142585.78    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $588220.47    | 0.00%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3344780000 | PA      | $1258977.06   | 0.01%             | 2070-09-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4298000 | PA      | $4734718.93   | 0.04%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MITSUI SUMITOMO INSURANC                                  | Mitsui Sumitomo Insurance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 5493006KRZ0SJO41LZ83 | Long             | DBT              | CORP              | JP        |       225000 | PA      | $259261.55    | 0.00%             | 2030-03-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     11500000 | PA      | $1136395.18   | 0.01%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       150000 | PA      | $171794.57    | 0.00%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1320000 | PA      | $1131164.95   | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       850000 | PA      | $998977.54    | 0.01%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $409003.50    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $464647.24    | 0.00%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       200000 | PA      | $149822.47    | 0.00%             | 2028-04-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    318580000 | PA      | $49478514.28  | 0.38%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1430069.74   | 0.01%             | 2028-11-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $117739.47    | 0.00%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $514981.07    | 0.00%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $458287.55    | 0.00%             | 2038-01-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $115757.09    | 0.00%             | 2027-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229957.24    | 0.00%             | 2031-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $138442.61    | 0.00%             | 2031-09-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       400000 | PA      | $296927.66    | 0.00%             | 2035-06-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      1700000 | PA      | $1767103.42   | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       400000 | PA      | $414031.05    | 0.00%             | 2031-10-26      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     56590000 | PA      | $7635122.32   | 0.06%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                        | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $495507.40    | 0.00%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $223756.12    | 0.00%             | 2034-10-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233980.59    | 0.00%             | 2033-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115766.88    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $481058.49    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |       600000 | PA      | $786200.81    | 0.01%             | 2052-11-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $456375.77    | 0.00%             | 2035-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $597322.20    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1300000 | PA      | $882146.91    | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     29000000 | PA      | $1050277.42   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       300000 | PA      | $343985.12    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |       446154 | PA      | $521831.32    | 0.00%             | 2040-06-30      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1140700000 | PA      | $5052651.50   | 0.04%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                       | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117385.82    | 0.00%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1431819.73   | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     93510000 | PA      | $13773000.62  | 0.11%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1372888.46   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $225930.15    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $352862.13    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $353564.76    | 0.00%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114550.49    | 0.00%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $752692.83    | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $408735.65    | 0.00%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                            | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $231603.23    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |       200000 | PA      | $252280.82    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4450000 | PA      | $4886802.07   | 0.04%             | 2028-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  11321430000 | PA      | $6915741.47   | 0.05%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $346357.85    | 0.00%             | 2031-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $220840.67    | 0.00%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $464620.55    | 0.00%             | 2026-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $204305.37    | 0.00%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $352203.59    | 0.00%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $343910.40    | 0.00%             | 2032-10-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    260990000 | PA      | $644713.46    | 0.00%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     65900000 | PA      | $10322464.75  | 0.08%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DALRYMPLE BAY FIN                                         | Dalrymple Bay Finance Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 984500CEFBE462C86488 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $288616.77    | 0.00%             | 2031-03-24      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       700000 | PA      | $794957.98    | 0.01%             | 2036-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115405.68    | 0.00%             | 2033-05-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $422052.26    | 0.00%             | 2031-06-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $719286.66    | 0.01%             | 2035-03-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $342370.30    | 0.00%             | 2032-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     50000000 | PA      | $5581854.97   | 0.04%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $642563.45    | 0.00%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |       200000 | PA      | $227000.21    | 0.00%             | 2031-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| IMERYS SA                                                 | Imerys SA                                                                        | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346001.45    | 0.00%             | 2032-11-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |        60000 | PA      | $69647.88     | 0.00%             | 2026-10-26      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $461979.41    | 0.00%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $346610.32    | 0.00%             | 2035-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $187017.07    | 0.00%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       100000 | PA      | $103279.18    | 0.00%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       650000 | PA      | $771149.65    | 0.01%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235722.96    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $189113.32    | 0.00%             | 2034-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                       | Marks & Spencer PLC                                                              | CUSIP: 000000000<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $132295.37    | 0.00%             | 2032-08-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3315750000 | PA      | $18988961.06  | 0.15%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |       750000 | PA      | $743590.17    | 0.01%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      3470000 | PA      | $3722581.86   | 0.03%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $254780.97    | 0.00%             | 2032-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $706481.45    | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      9595000 | PA      | $12233692.29  | 0.09%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $286131.63    | 0.00%             | 2027-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $313863.47    | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO ASSICURA                                  | Intesa Sanpaolo Assicurazioni SpA                                                | CUSIP: 000000000<br>LEI: 549300UM31PJ24TTSR94 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $231453.67    | 0.00%             | 2035-03-05      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $552980.86    | 0.00%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115140.39    | 0.00%             | 2037-08-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       550000 | PA      | $623954.41    | 0.00%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |       450000 | PA      | $127368.66    | 0.00%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co.                                      | Procter & Gamble Co.                                                             | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       500000 | PA      | $561741.93    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       275000 | PA      | $314469.92    | 0.00%             | 2034-02-03      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $232770.25    | 0.00%             | 2026-09-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                  | Stoneweg Ereit Lux Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |       150000 | PA      | $172330.22    | 0.00%             | 2033-02-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $686552.68    | 0.01%             | 2036-03-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       350000 | PA      | $404433.23    | 0.00%             | 2027-02-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       375000 | PA      | $431271.72    | 0.00%             | 2032-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1152980.12   | 0.01%             | 2036-01-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       100000 | PA      | $115378.59    | 0.00%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $234099.79    | 0.00%             | 2031-05-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       500000 | PA      | $574360.17    | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.              | Fidelity National Information Services, Inc.                                     | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       350000 | PA      | $387614.72    | 0.00%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       300000 | PA      | $344374.06    | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346769.62    | 0.00%             | 2050-11-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAE3<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145439.28    | 0.00%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BC FERRY SERVICES INC                                     | British Columbia Ferry Services Inc                                              | CUSIP: 110574AK6<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $52215.55     | 0.00%             | 2049-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                     | Global Payments, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       300000 | PA      | $359025.57    | 0.00%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $588614.49    | 0.00%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231458.32    | 0.00%             | 2035-11-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $596213.42    | 0.00%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co Cie Credit Ford Du Canada                                  | CUSIP: 34527ACS7<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151628.55    | 0.00%             | 2030-02-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $367515.68    | 0.00%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       200000 | PA      | $258587.60    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $565457.39    | 0.00%             | 2034-01-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3443000 | PA      | $3355875.97   | 0.03%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $598183.74    | 0.00%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1216855.32   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234729.94    | 0.00%             | 2026-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $203676.12    | 0.00%             | 2031-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |       200000 | PA      | $194809.60    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $345875.50    | 0.00%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $368045.11    | 0.00%             | 2033-05-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $778976.44    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $985808.04    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       100000 | PA      | $123917.27    | 0.00%             | 2028-11-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $744060.98    | 0.01%             | 2058-05-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      3450000 | PA      | $2109130.01   | 0.02%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2830000 | PA      | $1969459.72   | 0.02%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2100000 | PA      | $2396869.11   | 0.02%             | 2032-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAH3<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $377216.59    | 0.00%             | 2029-07-24      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       600000 | PA      | $707101.73    | 0.01%             | 2028-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       100000 | PA      | $130491.97    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $465570.36    | 0.00%             | 2028-08-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       250000 | PA      | $289022.12    | 0.00%             | 2037-07-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $266711.52    | 0.00%             | 2031-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS                                     | Cogeco Communications Inc                                                        | CUSIP: 19239CAD8<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $294062.46    | 0.00%             | 2035-02-06      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       100000 | PA      | $127593.92    | 0.00%             | 2033-02-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1942000 | PA      | $2261715.50   | 0.02%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |       850000 | PA      | $921086.19    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $335614.61    | 0.00%             | 2040-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       570000 | PA      | $596243.17    | 0.00%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2642279.94   | 0.02%             | 2031-07-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $341644.60    | 0.00%             | 2036-11-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $314547.93    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $219735.47    | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       800000 | PA      | $918871.56    | 0.01%             | 2032-02-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                              | Storebrand Livsforsikring AS                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX9TZC13 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $211420.97    | 0.00%             | 2051-09-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      5730000 | PA      | $6647249.83   | 0.05%             | 2032-09-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118270.30    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $231256.26    | 0.00%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $344932.13    | 0.00%             | 2032-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $406370.91    | 0.00%             | 2026-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $347243.63    | 0.00%             | 2030-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       425000 | PA      | $448343.36    | 0.00%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       794000 | PA      | $574341.26    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $233734.66    | 0.00%             | 2034-03-11      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1262050000 | PA      | $7786588.68   | 0.06%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       450000 | PA      | $484246.56    | 0.00%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $256639.19    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      6000000 | PA      | $616671.31    | 0.00%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $582386.96    | 0.00%             | 2029-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $120829.78    | 0.00%             | 2044-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      2755000 | PA      | $2366744.93   | 0.02%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                           | Eli Lilly & Co.                                                                  | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       200000 | PA      | $191285.35    | 0.00%             | 2033-09-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      1450000 | PA      | $1493696.61   | 0.01%             | 2030-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $284799.75    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK RT                                        | Raiffeisen Bank zrt                                                              | CUSIP: 000000000<br>LEI: 5493001U1K6M7JOL5W45 | Long             | DBT              | CORP              | HU        |       100000 | PA      | $117124.95    | 0.00%             | 2031-07-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      7350000 | PA      | $8441568.11   | 0.06%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $124900.11    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $381664.93    | 0.00%             | 2032-03-03      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       300000 | PA      | $262843.03    | 0.00%             | 2035-09-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      4040000 | PA      | $2946767.76   | 0.02%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      7160000 | PA      | $8072514.18   | 0.06%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4050000 | PA      | $2842325.69   | 0.02%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $65786.95     | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $685491.47    | 0.01%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $577462.46    | 0.00%             | 2030-10-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       675000 | PA      | $786394.41    | 0.01%             | 2045-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151714.71    | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $360575.48    | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ITM ENTREPRISES SAS                                       | ITM Entreprises SAS                                                              | CUSIP: 000000000<br>LEI: 969500LMMR83QL6TLK43 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118460.18    | 0.00%             | 2030-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $708859.66    | 0.01%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      9120000 | PA      | $985387.99    | 0.01%             | 2031-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       125000 | PA      | $147248.46    | 0.00%             | 2031-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $484940.99    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $325571.62    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $220720.53    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     13000000 | PA      | $1928792.90   | 0.01%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSITY CAPITAL BV                                         | Essity Capital BV                                                                | CUSIP: 000000000<br>LEI: 549300SRFHCXJHBMHF58 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $586060.26    | 0.00%             | 2029-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $572362.32    | 0.00%             | 2034-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10080000 | PA      | $10005127.48  | 0.08%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |       100000 | PA      | $127941.84    | 0.00%             | 2040-05-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $348061.27    | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                        | Publicis Groupe SA                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115017.33    | 0.00%             | 2032-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $362668.35    | 0.00%             | 2033-03-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $462513.34    | 0.00%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     14050000 | PA      | $3753506.27   | 0.03%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |      1000000 | PA      | $1148278.49   | 0.01%             | 2030-10-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    926700000 | PA      | $5578667.88   | 0.04%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      1300000 | PA      | $1509697.41   | 0.01%             | 2029-09-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |            1 | NC      | $124435.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER CAPITAL CORP BV                                     | Bayer Capital Corp BV                                                            | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $336025.04    | 0.00%             | 2029-12-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116803.84    | 0.00%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       400000 | PA      | $477900.67    | 0.00%             | 2033-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15590000 | PA      | $2894769.15   | 0.02%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $522580.33    | 0.00%             | 2026-10-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAE7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74452.51     | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $691248.03    | 0.01%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1377383.04   | 0.01%             | 2031-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       350000 | PA      | $343901.49    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       200000 | PA      | $214797.95    | 0.00%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1093889.84   | 0.01%             | 2028-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      5340000 | PA      | $3192911.90   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     18250000 | PA      | $3194302.50   | 0.02%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |       200000 | PA      | $228237.26    | 0.00%             | 2032-11-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1416238.61   | 0.01%             | 2031-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |       100000 | PA      | $61162.21     | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                         | IGM Financial Inc                                                                | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $153596.93    | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $343374.31    | 0.00%             | 2034-10-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       500000 | PA      | $584290.75    | 0.00%             | 2029-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       546000 | PA      | $498697.72    | 0.00%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $541153.74    | 0.00%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $354853.95    | 0.00%             | 2038-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $117590.96    | 0.00%             | 2054-01-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       100000 | PA      | $113824.38    | 0.00%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DERWENT LONDON PLC                                        | Derwent London PLC                                                               | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | DBT              |  | GB        |       200000 | PA      | $265768.38    | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1713609.47   | 0.01%             | 2028-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73764.04     | 0.00%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $461281.74    | 0.00%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $699784.78    | 0.01%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2210000 | PA      | $2552067.62   | 0.02%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MITSUI SUMITOMO INSURANC                                  | Mitsui Sumitomo Insurance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 5493006KRZ0SJO41LZ83 | Long             | DBT              | CORP              | JP        |       175000 | PA      | $200459.50    | 0.00%             | 2034-03-05      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SIX FINANCE LUXEMBOURG                                    | SIX Finance Luxembourg SA                                                        | CUSIP: 000000000<br>LEI: 529900VBB5T4TR8NJ082 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116090.21    | 0.00%             | 2030-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE STELLANTIS FRANCE                                  | Banque Stellantis France SACA                                                    | CUSIP: 000000000<br>LEI: 969500JK1O192KI3E882 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231393.30    | 0.00%             | 2029-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      2500000 | PA      | $1678902.31   | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WAREHOUSES DE PAUW SCA                                    | Warehouses De Pauw CVA                                                           | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | DBT              |  | BE        |       100000 | PA      | $113879.73    | 0.00%             | 2031-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     13083000 | PA      | $15461062.88  | 0.12%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $446824.80    | 0.00%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                 | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |       100000 | PA      | $141421.28    | 0.00%             | 2039-12-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1627031.23   | 0.01%             | 2028-05-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115890.88    | 0.00%             | 2029-06-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $680340.68    | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                               | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $108337.91    | 0.00%             | 2031-06-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    681100000 | PA      | $3206163.12   | 0.02%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                                          | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $684833.77    | 0.01%             | 2028-04-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MANCHESTER                                  | University of Manchester                                                         | CUSIP: 000000000<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $297447.03    | 0.00%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $436836.25    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     54470000 | PA      | $2373013.41   | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |       400000 | PA      | $304421.60    | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       900000 | PA      | $1002868.78   | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       300000 | PA      | $280977.65    | 0.00%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2757000 | PA      | $2194405.56   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      9290000 | PA      | $9950662.95   | 0.08%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       700000 | PA      | $889670.54    | 0.01%             | 2029-06-02      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116260.26    | 0.00%             | 2030-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $486291.65    | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST                                           | Stockland Trust                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |       600000 | PA      | $399914.46    | 0.00%             | 2035-10-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $462933.44    | 0.00%             | 2036-03-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1199500000 | PA      | $7764073.15   | 0.06%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |       200000 | PA      | $243222.92    | 0.00%             | 2030-05-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      2790000 | PA      | $957831.11    | 0.01%             | 2035-10-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000000 | PA      | $653964.78    | 0.01%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1437552.37   | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                 | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |       600000 | PA      | $693348.54    | 0.01%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5123000 | PA      | $4220023.57   | 0.03%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $347513.38    | 0.00%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1183594.37   | 0.01%             | 2029-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1224170.72   | 0.01%             | 2034-03-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       200000 | PA      | $226524.12    | 0.00%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      1490000 | PA      | $1745020.50   | 0.01%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $744222.59    | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZAK9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $78263.78     | 0.00%             | 2035-11-21      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $804307.15    | 0.01%             | 2033-11-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $357586.38    | 0.00%             | 2032-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       200000 | PA      | $144231.59    | 0.00%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |       350000 | PA      | $181502.59    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $2799873.32   | 0.02%             | 2030-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      5936000 | PA      | $4759587.51   | 0.04%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBN2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72056.16     | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCW2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $294678.41    | 0.00%             | 2033-03-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                              | Mondelez International, Inc.                                                     | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       900000 | PA      | $867775.68    | 0.01%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1183000 | PA      | $1355907.87   | 0.01%             | 2035-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $580663.44    | 0.00%             | 2030-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1036923.50   | 0.01%             | 2031-07-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       200000 | PA      | $228684.14    | 0.00%             | 2028-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $345065.96    | 0.00%             | 2038-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       100000 | PA      | $66301.47     | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $234124.45    | 0.00%             | 2026-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $1135109.81   | 0.01%             | 2036-03-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 69448TAE1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       200000 | PA      | $147767.02    | 0.00%             | 2032-07-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                           | J Sainsbury PLC                                                                  | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $398656.00    | 0.00%             | 2035-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    700000000 | PA      | $1589691.02   | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                        | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |       400000 | PA      | $429625.45    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $580372.06    | 0.00%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   9045620000 | PA      | $4591654.29   | 0.04%             | 2047-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1366054.42   | 0.01%             | 2027-08-16      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| BRIGHT FOOD SINGAPORE                                     | Bright Food Singapore Holdings Pte Ltd                                           | CUSIP: 000000000<br>LEI: 300300512OD32371Y830 | Long             | DBT              | CORP              | SG        |       500000 | PA      | $581161.98    | 0.00%             | 2030-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 05573CAA7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $147689.78    | 0.00%             | 2035-09-03      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $70589.93     | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCK1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $289667.71    | 0.00%             | 2031-02-26      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CQ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147326.75    | 0.00%             | 2031-05-29      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $245907.69    | 0.00%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     21757000 | PA      | $25060223.87  | 0.19%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      8196000 | PA      | $8366506.87   | 0.06%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $596025.85    | 0.00%             | 2029-07-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       360000 | PA      | $388337.94    | 0.00%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $523404.05    | 0.00%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $402458.21    | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86683ZAA3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $217959.44    | 0.00%             | 2040-12-03      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      1300000 | PA      | $1512396.48   | 0.01%             | 2031-01-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                                      | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $393258.33    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1230000 | PA      | $982722.19    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4093000 | PA      | $4805553.51   | 0.04%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HENNES & MAURITZ AB                                       | H & M Hennes & Mauritz AB                                                        | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | DBT              | CORP              | SE        |       700000 | PA      | $794115.83    | 0.01%             | 2033-10-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $367596.77    | 0.00%             | 2038-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LATVENERGO AS                                             | Latvenergo AS                                                                    | CUSIP: 000000000<br>LEI: 213800DJRB539Q1EMW75 | Long             | DBT              | CORP              | LV        |       350000 | PA      | $403791.59    | 0.00%             | 2030-11-13      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232362.97    | 0.00%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       400000 | PA      | $459097.76    | 0.00%             | 2037-11-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     11336000 | PA      | $11643247.97  | 0.09%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1454160.98   | 0.01%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| COLES GROUP TREASURY                                      | Coles Group Treasury Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HRZIAKP6NVUB83 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $289157.80    | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $467990.69    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120331.81    | 0.00%             | 2060-08-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |       100000 | PA      | $79174.19     | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234044.90    | 0.00%             | 2037-05-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAKOFF HUMANIS PREV                                     | Malakoff Humanis Prevoyance                                                      | CUSIP: 000000000<br>LEI: 969500UDOCU0ZBDSQN62 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $237202.93    | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1737613.15   | 0.01%             | 2033-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $343916.68    | 0.00%             | 2031-11-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $524020.60    | 0.00%             | 2040-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $236896.46    | 0.00%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1025191.44   | 0.01%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       950000 | PA      | $1019422.52   | 0.01%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $559874.03    | 0.00%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       800000 | PA      | $923581.47    | 0.01%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      2345000 | PA      | $1288796.27   | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $231493.19    | 0.00%             | 2033-02-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     10500000 | PA      | $1641001.74   | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       225000 | PA      | $257942.53    | 0.00%             | 2038-02-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAU7<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73069.02     | 0.00%             | 2043-11-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1042230.36   | 0.01%             | 2033-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID YORKS                                  | Northern Powergrid Yorkshire PLC                                                 | CUSIP: 000000000<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $57587.88     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232175.82    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231162.32    | 0.00%             | 2034-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63309ZNN4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $444599.69    | 0.00%             | 2035-02-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4016000 | PA      | $4048112.15   | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |        50000 | PA      | $55572.29     | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOSE BROTHERS GROUP PLC                                  | Close Brothers Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $131834.70    | 0.00%             | 2036-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $133911.07    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    130000000 | PA      | $653960.29    | 0.01%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $479655.06    | 0.00%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEEL (REG. MUNIC. OF)                                     | Regional Municipality of Peel Ontario                                            | CUSIP: 705464EC5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $66654.66     | 0.00%             | 2042-10-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115595.09    | 0.00%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $519190.19    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $196346.19    | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901CB6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143321.99    | 0.00%             | 2036-02-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $1022042.51   | 0.01%             | 2029-09-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       850000 | PA      | $633023.87    | 0.00%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115462.59    | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3820000 | PA      | $3983289.22   | 0.03%             | 2031-06-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    770000000 | PA      | $856137.94    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $270948.67    | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $350095.32    | 0.00%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |       500000 | PA      | $564088.66    | 0.00%             | 2028-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     24000000 | PA      | $2535936.40   | 0.02%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $200482.92    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AK8<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151030.72    | 0.00%             | 2029-09-27      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1577950000 | PA      | $7241922.88   | 0.06%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $349583.55    | 0.00%             | 2030-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH INVESTMENT                                   | Robert Bosch Investment Nederland BV                                             | CUSIP: 000000000<br>LEI: 72450009QLIV38GTKN14 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $347109.41    | 0.00%             | 2037-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147259.40    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $223343.42    | 0.00%             | 2040-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $240317.52    | 0.00%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     22000000 | PA      | $1327597.02   | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $343327.98    | 0.00%             | 2033-06-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1088954.30   | 0.01%             | 2030-03-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       900000 | PA      | $953530.02    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2004990000 | PA      | $972107.87    | 0.01%             | 2039-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |       352000 | PA      | $410317.28    | 0.00%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    149795000 | PA      | $15702272.58  | 0.12%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $115201.28    | 0.00%             | 2027-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $247390.14    | 0.00%             | 2044-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       400000 | PA      | $464926.68    | 0.00%             | 2029-12-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EXPERIAN EUROPE DAC                                       | Experian Europe DAC                                                              | CUSIP: 000000000<br>LEI: 635400QBLELMETXQLA08 | Long             | DBT              | CORP              | IE        |       450000 | PA      | $481263.20    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       250000 | PA      | $298595.25    | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $71888.16     | 0.00%             | 2026-05-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       600000 | PA      | $688804.97    | 0.01%             | 2030-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     74228000 | PA      | $4268064.49   | 0.03%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    795300000 | PA      | $3637599.48   | 0.03%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1500000 | PA      | $404428.23    | 0.00%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7130000 | PA      | $1850794.83   | 0.01%             | 2054-03-23      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       375000 | PA      | $440035.88    | 0.00%             | 2036-04-22      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-27835712.80 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $612286.40    | 0.00%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $349009.89    | 0.00%             | 2031-09-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4200000 | PA      | $4823844.50   | 0.04%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       650000 | PA      | $704357.81    | 0.01%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       870000 | PA      | $927162.40    | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2510000 | PA      | $3011957.52   | 0.02%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $636985.08    | 0.00%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                      | Swiss RE Subordinated Finance PLC                                                | CUSIP: 000000000<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $293892.26    | 0.00%             | 2037-04-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 000000000<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $133966.07    | 0.00%             | 2029-10-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $461807.22    | 0.00%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1139000 | PA      | $1371033.26   | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $460691.62    | 0.00%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $301885.63    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS                                     | London Power Networks PLC                                                        | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $130821.33    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     24570000 | PA      | $1136568.13   | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       300000 | PA      | $349594.80    | 0.00%             | 2031-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $437332.62    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $585532.51    | 0.00%             | 2031-10-22      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |        70000 | PA      | $53131.06     | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $570987.81    | 0.00%             | 2032-06-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20485000000 | PA      | $1150653.91   | 0.01%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       199000 | PA      | $226874.22    | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     11582000 | PA      | $6674964.36   | 0.05%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2600000 | PA      | $3491171.14   | 0.03%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      9000000 | PA      | $1407234.83   | 0.01%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      2365000 | PA      | $142930.53    | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $593276.35    | 0.00%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       650000 | PA      | $756435.70    | 0.01%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       100000 | PA      | $98682.70     | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                      | Public Storage Operating Co                                                      | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |       200000 | PA      | $200526.65    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN FUNDING                                      | Metropolitan Funding PLC                                                         | CUSIP: 000000000<br>LEI: 213800LCRSEF1I4UB827 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $97710.43     | 0.00%             | 2048-04-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $566257.58    | 0.00%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     10399000 | PA      | $7192499.16   | 0.06%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $454579.17    | 0.00%             | 2031-09-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1400000 | PA      | $1062079.63   | 0.01%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $354637.14    | 0.00%             | 2031-03-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |       650000 | PA      | $667877.27    | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       600000 | PA      | $566528.11    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $123286.45    | 0.00%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $201191.91    | 0.00%             | 2032-02-09      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      8285000 | PA      | $4995021.03   | 0.04%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2198550000 | PA      | $13336144.50  | 0.10%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       381000 | PA      | $542311.66    | 0.00%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       600000 | PA      | $713459.18    | 0.01%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $590347.25    | 0.00%             | 2028-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $759555.83    | 0.01%             | 2043-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       800000 | PA      | $738121.56    | 0.01%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $305844.38    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6710000 | PA      | $6879756.56   | 0.05%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1129117.94   | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1592450000 | PA      | $9375933.13   | 0.07%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $768641.51    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       200000 | PA      | $231663.19    | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      1300000 | PA      | $1492634.49   | 0.01%             | 2041-06-22      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2290000 | PA      | $2645014.17   | 0.02%             | 2036-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $694952.27    | 0.01%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $584471.86    | 0.00%             | 2029-07-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     47000000 | PA      | $7029701.00   | 0.05%             | 2028-08-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RADIOTELEVISIONE ITALIAN                                  | RAI-Radiotelevisione Italiana SpA                                                | CUSIP: 000000000<br>LEI: 815600C62B51478A5144 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $240388.84    | 0.00%             | 2029-07-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $456848.11    | 0.00%             | 2034-04-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1271499.18   | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       400000 | PA      | $476416.84    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $241044.00    | 0.00%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $567299.97    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       125000 | PA      | $142591.37    | 0.00%             | 2035-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $460481.88    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2450000 | PA      | $1959874.75   | 0.01%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12070000 | PA      | $3046476.75   | 0.02%             | 2035-04-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1473235.04   | 0.01%             | 2035-03-05      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $855421.17    | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $567118.21    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $206476.00    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      9695000 | PA      | $11152764.83  | 0.09%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     36520000 | PA      | $1128633.53   | 0.01%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1842557.46   | 0.01%             | 2032-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       750000 | PA      | $833356.98    | 0.01%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                          | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |       275000 | PA      | $312884.48    | 0.00%             | 2033-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |       350000 | PA      | $397855.45    | 0.00%             | 2030-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $236147.61    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |       200000 | PA      | $227950.40    | 0.00%             | 2028-01-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    741200000 | PA      | $4402580.14   | 0.03%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116518.63    | 0.00%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    101390000 | PA      | $15600805.33  | 0.12%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       450000 | PA      | $501295.74    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $352865.34    | 0.00%             | 2027-03-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       950000 | PA      | $1194250.03   | 0.01%             | 2031-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORP LTD                                    | Canadian Tire Corp Ltd                                                           | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $232911.33    | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  19760000000 | PA      | $1289739.42   | 0.01%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232210.70    | 0.00%             | 2032-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1392000 | PA      | $1476623.52   | 0.01%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $369709.26    | 0.00%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |       400000 | PA      | $473560.56    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRITAX BIG BOX REIT PLC                                   | Tritax Big Box REIT PLC                                                          | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | DBT              |  | GB        |       300000 | PA      | $390334.01    | 0.00%             | 2032-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       950000 | PA      | $705464.85    | 0.01%             | 2035-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       190000 | PA      | $214713.87    | 0.00%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    403310000 | PA      | $61299482.12  | 0.47%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       300000 | PA      | $316579.53    | 0.00%             | 2030-03-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $392742.82    | 0.00%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    101200000 | PA      | $10331299.00  | 0.08%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1440000 | PA      | $1632957.48   | 0.01%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $424267.89    | 0.00%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     14000000 | PA      | $1499717.74   | 0.01%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $344639.89    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    632250000 | PA      | $2409789.08   | 0.02%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE HOME                                    | Places for People Homes Ltd                                                      | CUSIP: 000000000<br>LEI: 2138006VZYSUOICR2M02 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $390864.14    | 0.00%             | 2028-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       450000 | PA      | $520846.31    | 0.00%             | 2029-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $221095.47    | 0.00%             | 2040-02-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       250000 | PA      | $292944.16    | 0.00%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BT FINANCE PLC                                            | BT Finance PLC                                                                   | CUSIP: 000000000<br>LEI: 64882D4OUTP2YP126091 | Long             | DBT              | CORP              | GB        |       175000 | PA      | $200904.93    | 0.00%             | 2032-11-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       300000 | PA      | $350830.65    | 0.00%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $236660.93    | 0.00%             | 2035-04-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $231995.90    | 0.00%             | 2033-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $208190.78    | 0.00%             | 2043-05-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73628.96     | 0.00%             | 2028-02-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      9926000 | PA      | $11425649.95  | 0.09%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       200000 | PA      | $208002.71    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $794374.47    | 0.01%             | 2036-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                                  | Westfield America Management Ltd                                                 | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |       200000 | PA      | $252389.33    | 0.00%             | 2029-03-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $233524.68    | 0.00%             | 2027-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $990086.41    | 0.01%             | 2030-01-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    141804000 | PA      | $4344770.16   | 0.03%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBT9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $121656.66    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE II AG                                  | Swiss Life Finance II AG                                                         | CUSIP: 000000000<br>LEI: 549300YS5BXPRDMWHH23 | Long             | DBT              | CORP              | LI        |       300000 | PA      | $350512.31    | 0.00%             | 2044-10-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $365464.71    | 0.00%             | 2035-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $374080.03    | 0.00%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       800000 | PA      | $919767.04    | 0.01%             | 2027-10-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144582.88    | 0.00%             | 2033-04-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $243153.80    | 0.00%             | 2035-01-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       300000 | PA      | $405177.15    | 0.00%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $183164.52    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       900000 | PA      | $1188821.55   | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113620.08    | 0.00%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $480344.85    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $111435.98    | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     16587000 | PA      | $19402568.12  | 0.15%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       550000 | PA      | $737693.99    | 0.01%             | 2028-04-26      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      3181000 | PA      | $3662005.39   | 0.03%             | 2031-03-11      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $231685.23    | 0.00%             | 2034-05-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAP8<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $209222.80    | 0.00%             | 2031-10-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $795491.00    | 0.01%             | 2032-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1156375.61   | 0.01%             | 2030-10-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 6 PLC                                  | Tesco Property Finance 6 PLC                                                     | CUSIP: 000000000<br>LEI: 213800FORYFOB97FHO66 | Long             | ABS-CBDO         | CORP              | GB        |        83785 | PA      | $107405.16    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $113846.51    | 0.00%             | 2034-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234651.88    | 0.00%             | 2026-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $458304.13    | 0.00%             | 2031-09-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 136765BY9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150879.13    | 0.00%             | 2028-07-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     62050000 | PA      | $310258.72    | 0.00%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                      | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  55268000000 | PA      | $3215173.37   | 0.02%             | 2034-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $229666.54    | 0.00%             | 2032-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8931000 | PA      | $9152691.04   | 0.07%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       600000 | PA      | $696618.36    | 0.01%             | 2038-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113896.36    | 0.00%             | 2030-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       600000 | PA      | $375644.37    | 0.00%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       400000 | PA      | $472368.13    | 0.00%             | 2028-06-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4920000 | PA      | $5657817.35   | 0.04%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       125000 | PA      | $148683.09    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $386090.04    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4257000 | PA      | $4806420.26   | 0.04%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      4380000 | PA      | $1166990.69   | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118824.43    | 0.00%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      8370000 | PA      | $9502601.39   | 0.07%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1162288.14   | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114024.29    | 0.00%             | 2032-03-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4275000 | PA      | $2991387.78   | 0.02%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1499604.27   | 0.01%             | 2030-03-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345842.83    | 0.00%             | 2031-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYMRISE AG                                                | Symrise AG                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $574605.61    | 0.00%             | 2032-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BSK 1818 AG                                               | BSK 1818 AG                                                                      | CUSIP: 000000000<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $113231.76    | 0.00%             | 2032-10-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      9840000 | PA      | $11700445.92  | 0.09%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CTCJ CO                                              | Ford Ctcj Co                                                                     | CUSIP: 34527ADF4<br>LEI: 549300BIUBSSCG5CXL88 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146609.98    | 0.00%             | 2029-04-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144608.05    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                                   | Lineage Europe Finco BV                                                          | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              |  | NL        |       400000 | PA      | $463628.16    | 0.00%             | 2031-11-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1341826.58   | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     21671000 | PA      | $16167313.12  | 0.12%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $684490.17    | 0.01%             | 2032-09-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1059403.83   | 0.01%             | 2027-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |       340000 | PA      | $336655.96    | 0.00%             | 2037-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1400000 | PA      | $1636808.73   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAX2<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $61454.90     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    135520000 | PA      | $19912690.64  | 0.15%             | 2028-02-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $690923.77    | 0.01%             | 2036-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       100000 | PA      | $65256.58     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $348985.88    | 0.00%             | 2035-09-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228170.40    | 0.00%             | 2032-11-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |       250000 | PA      | $241211.37    | 0.00%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL DE NAVARRA                                     | Caja Rural de Navarra SCC                                                        | CUSIP: 000000000<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $344150.55    | 0.00%             | 2033-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO DESIO DELLA BRIANZ                                  | Banco di Desio e della Brianza SpA                                               | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $233766.76    | 0.00%             | 2026-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $218085.10    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CW9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $394691.75    | 0.00%             | 2030-09-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      2420000 | PA      | $1325255.02   | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $242544.47    | 0.00%             | 2029-03-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1100000 | PA      | $1265947.83   | 0.01%             | 2030-05-14      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $571147.24    | 0.00%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                        | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $240502.92    | 0.00%             | 2031-06-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |       250000 | PA      | $237935.80    | 0.00%             | 2039-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       600000 | PA      | $697138.11    | 0.01%             | 2032-11-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $455954.85    | 0.00%             | 2031-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $371231.21    | 0.00%             | 2030-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       800000 | PA      | $1020536.63   | 0.01%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1770000 | PA      | $2041211.18   | 0.02%             | 2034-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |       300000 | PA      | $317966.96    | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $231395.48    | 0.00%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115869.05    | 0.00%             | 2033-04-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $670237.18    | 0.01%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $329730.04    | 0.00%             | 2029-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $560972.37    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATKINSREALIS GROUP INC                                    | AtkinsRealis Group Inc                                                           | CUSIP: 04764TAA2<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148288.45    | 0.00%             | 2031-06-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $351610.85    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $104821.94    | 0.00%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $692003.92    | 0.01%             | 2036-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |       300000 | PA      | $351339.12    | 0.00%             | 2029-04-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $266576.49    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2400000 | PA      | $2342087.80   | 0.02%             | 2049-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $226586.05    | 0.00%             | 2034-10-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       650000 | PA      | $885069.88    | 0.01%             | 2034-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6990000 | PA      | $2122828.64   | 0.02%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4033000 | PA      | $4518839.79   | 0.03%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $347502.13    | 0.00%             | 2029-01-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       912000 | PA      | $1024510.89   | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      3000000 | PA      | $459044.27    | 0.00%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |       200000 | PA      | $231109.10    | 0.00%             | 2030-03-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       100000 | PA      | $102443.81    | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     14639000 | PA      | $15999854.71  | 0.12%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      1800000 | PA      | $2063054.21   | 0.02%             | 2031-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3502450000 | PA      | $22131029.29  | 0.17%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       533000 | PA      | $625240.49    | 0.00%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5610000 | PA      | $6577705.20   | 0.05%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143568.05    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $582573.65    | 0.00%             | 2032-11-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| XUNTA DE GALICIA                                          | Xunta de Galicia                                                                 | CUSIP: 000000000<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | NUSS              | ES        |      1000000 | PA      | $1153527.66   | 0.01%             | 2032-04-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $676667.13    | 0.01%             | 2030-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       910000 | PA      | $1079777.35   | 0.01%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       300000 | PA      | $357449.85    | 0.00%             | 2028-07-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       250000 | PA      | $285959.44    | 0.00%             | 2027-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       425000 | PA      | $493084.33    | 0.00%             | 2032-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $109209.07    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |       400000 | PA      | $480047.33    | 0.00%             | 2029-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $568842.03    | 0.00%             | 2027-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1941600000 | PA      | $11480408.64  | 0.09%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    728800000 | PA      | $2354940.48   | 0.02%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1890000 | PA      | $1056010.18   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1016567.91   | 0.01%             | 2028-04-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      2885000 | PA      | $1490911.45   | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $420983.24    | 0.00%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1850000 | PA      | $2108441.62   | 0.02%             | 2027-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       450000 | PA      | $453469.29    | 0.00%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $572204.09    | 0.00%             | 2027-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       200000 | PA      | $211265.12    | 0.00%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    702300000 | PA      | $4544777.65   | 0.03%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $574135.45    | 0.00%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4136000 | PA      | $4745487.43   | 0.04%             | 2036-12-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $701653.06    | 0.01%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |       800000 | PA      | $878877.85    | 0.01%             | 2029-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     14860000 | PA      | $10669754.37  | 0.08%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    912700000 | PA      | $5682471.07   | 0.04%             | 2045-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $192377.00    | 0.00%             | 2037-02-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      8450000 | PA      | $814710.42    | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $317875.32    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $322443.34    | 0.00%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115871.92    | 0.00%             | 2030-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $560877.21    | 0.00%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       300000 | PA      | $350039.01    | 0.00%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $321766.26    | 0.00%             | 2031-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAQ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $220021.17    | 0.00%             | 2026-09-08      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1599200000 | PA      | $6929757.67   | 0.05%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     26800000 | PA      | $2007711.72   | 0.02%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     20581000 | PA      | $13637479.56  | 0.10%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                  | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $347646.98    | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $232521.41    | 0.00%             | 2036-03-12      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       400000 | PA      | $460462.88    | 0.00%             | 2035-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1595000 | PA      | $1747064.14   | 0.01%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RESA SA BELGIUM                                           | Resa SA/Belgium                                                                  | CUSIP: 000000000<br>LEI: 549300Y2TNSX5TN57R56 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $232504.25    | 0.00%             | 2031-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1475127.65   | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    163380000 | PA      | $24499592.77  | 0.19%             | 2028-09-13      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $227440.26    | 0.00%             | 2034-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                   | Tabcorp Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $420783.04    | 0.00%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                  | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $239235.27    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $219843.68    | 0.00%             | 2028-09-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFR9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $749430.56    | 0.01%             | 2032-11-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $829125.17    | 0.01%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1620000 | PA      | $1047902.79   | 0.01%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144190.09    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       550000 | PA      | $548444.15    | 0.00%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                  | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |       150000 | PA      | $94066.74     | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $661348.63    | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $70425.12     | 0.00%             | 2027-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $795656.40    | 0.01%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1035310.21   | 0.01%             | 2031-01-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $573533.52    | 0.00%             | 2031-01-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600600000 | PA      | $2265673.70   | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $584108.82    | 0.00%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |       850000 | PA      | $984050.63    | 0.01%             | 2041-02-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAG6<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $153733.79    | 0.00%             | 2034-05-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      9165000 | PA      | $9378319.09   | 0.07%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73232.91     | 0.00%             | 2030-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $229893.64    | 0.00%             | 2037-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                                      | Brambles Finance PLC                                                             | CUSIP: 000000000<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $402279.83    | 0.00%             | 2027-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       650000 | PA      | $763660.00    | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064164QM1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $454231.54    | 0.00%             | 2029-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |       800000 | PA      | $936211.05    | 0.01%             | 2031-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $453370.83    | 0.00%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $348791.88    | 0.00%             | 2029-03-16      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $449374.12    | 0.00%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $312150.08    | 0.00%             | 2042-07-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $366395.30    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       250000 | PA      | $284098.21    | 0.00%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $341613.16    | 0.00%             | 2035-09-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $391222.16    | 0.00%             | 2033-12-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $418515.33    | 0.00%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $342682.76    | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $580860.80    | 0.00%             | 2032-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      1500000 | PA      | $1871065.99   | 0.01%             | 2030-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $326914.39    | 0.00%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $538239.56    | 0.00%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      9927000 | PA      | $12307910.99  | 0.09%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    121780000 | PA      | $392748.62    | 0.00%             | 2029-11-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       900000 | PA      | $974232.47    | 0.01%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113946.37    | 0.00%             | 2032-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $457107.87    | 0.00%             | 2031-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       400000 | PA      | $474847.71    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152628.13    | 0.00%             | 2034-01-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $340737.83    | 0.00%             | 2035-02-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $92308.44     | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $50735.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229608.58    | 0.00%             | 2031-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FJ3<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $362267.46    | 0.00%             | 2035-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $932511.09    | 0.01%             | 2033-10-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       901000 | PA      | $497500.78    | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $568395.06    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  38116000000 | PA      | $2199955.82   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $135930.47    | 0.00%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $101539.54    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $589009.32    | 0.00%             | 2034-04-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1825000 | PA      | $1008444.06   | 0.01%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $468970.50    | 0.00%             | 2034-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                                  | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $197684.15    | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2690000 | PA      | $2030819.22   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     14389000 | PA      | $16860557.05  | 0.13%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $690009.38    | 0.01%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3920000 | PA      | $2054510.02   | 0.02%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1516560000 | PA      | $650667.33    | 0.00%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     53250000 | PA      | $337096.49    | 0.00%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2960000 | PA      | $2055713.17   | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      8170000 | PA      | $1257161.96   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $136018.41    | 0.00%             | 2031-10-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $229047.02    | 0.00%             | 2028-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $131146.44    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 000000000<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |       700000 | PA      | $940050.59    | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    100000000 | PA      | $68649.53     | 0.00%             | 2027-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       600000 | PA      | $689178.75    | 0.01%             | 2032-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113240.89    | 0.00%             | 2027-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5631000 | PA      | $6982346.29   | 0.05%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $495416.06    | 0.00%             | 2039-04-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       900000 | PA      | $623697.24    | 0.00%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $217086.85    | 0.00%             | 2031-03-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       516000 | PA      | $572289.24    | 0.00%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $631362.84    | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $226865.80    | 0.00%             | 2036-01-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1460905.27   | 0.01%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |       400000 | PA      | $468352.70    | 0.00%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       550000 | PA      | $641443.81    | 0.00%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $478669.35    | 0.00%             | 2027-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       250000 | PA      | $181279.85    | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $718318.83    | 0.01%             | 2028-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $345219.67    | 0.00%             | 2032-03-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       200000 | PA      | $141714.99    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       600000 | PA      | $688244.43    | 0.01%             | 2027-07-30      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $389237.57    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4330000 | PA      | $5813613.43   | 0.04%             | 2029-05-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       300000 | PA      | $348682.32    | 0.00%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $220275.67    | 0.00%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                      | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |       600000 | PA      | $402891.20    | 0.00%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     83400000 | PA      | $12519992.77  | 0.10%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |       199941 | PA      | $253450.89    | 0.00%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       640000 | PA      | $449391.33    | 0.00%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       300000 | PA      | $318971.81    | 0.00%             | 2029-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $671258.21    | 0.01%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $138537.34    | 0.00%             | 2035-11-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $385467.44    | 0.00%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXA HOME LOAN SFH                                         | AXA Home Loan SFH SA                                                             | CUSIP: 000000000<br>LEI: 969500AIOJG7FHMDYZ30 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $316383.03    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                      | Sydney Airport Finance Co. Pty. Ltd.                                             | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $723241.29    | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $339980.13    | 0.00%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116WDV2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146683.45    | 0.00%             | 2032-04-07      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       100000 | PA      | $119451.47    | 0.00%             | 2031-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1560000 | PA      | $1797356.01   | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4800000 | PA      | $1131462.74   | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| AMPOL LTD                                                 | Ampol Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $271840.32    | 0.00%             | 2055-10-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       200000 | PA      | $226306.67    | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $561643.54    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $343560.48    | 0.00%             | 2036-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147994.96    | 0.00%             | 2032-04-16      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6067000 | PA      | $6799039.25   | 0.05%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $546150.90    | 0.00%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1310000 | PA      | $1189278.36   | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $720012.93    | 0.01%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                      | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  46896000000 | PA      | $2749985.91   | 0.02%             | 2049-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LONDONMETRIC PROPERTY PL                                  | LondonMetric Property PLC                                                        | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | DBT              |  | GB        |       200000 | PA      | $264865.39    | 0.00%             | 2029-12-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $349178.53    | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $557215.51    | 0.00%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $575685.75    | 0.00%             | 2032-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $679840.19    | 0.01%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      7184000 | PA      | $8756207.77   | 0.07%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $591052.24    | 0.00%             | 2038-12-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $338571.36    | 0.00%             | 2034-01-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     15000000 | PA      | $2271206.57   | 0.02%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      2400000 | PA      | $2556869.52   | 0.02%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114996.83    | 0.00%             | 2035-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |       300000 | PA      | $258807.64    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $494790.91    | 0.00%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       450000 | PA      | $517015.81    | 0.00%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $738526.24    | 0.01%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    131750000 | PA      | $20672688.49  | 0.16%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $121298.75    | 0.00%             | 2031-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6416090000 | PA      | $4215049.59   | 0.03%             | 2028-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1812330000 | PA      | $1041392.64   | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       300000 | PA      | $229912.13    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       100000 | PA      | $82954.25     | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1377266.07   | 0.01%             | 2034-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $347710.22    | 0.00%             | 2028-08-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $455583.13    | 0.00%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |       522000 | PA      | $607400.01    | 0.00%             | 2032-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       925000 | PA      | $939775.12    | 0.01%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $501256.92    | 0.00%             | 2031-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6708000 | PA      | $3128939.50   | 0.02%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CBRE EUROPE LOGISTICS PA                                  | CBRE Europe Logistics Partners SCA SICAV-SIF                                     | CUSIP: 000000000<br>LEI: 529900ZG3L6Z4K64S041 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $113592.92    | 0.00%             | 2032-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     70280000 | PA      | $10253990.27  | 0.08%             | 2035-08-07      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $341919.59    | 0.00%             | 2028-04-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1271300000 | PA      | $7897741.84   | 0.06%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      1000000 | PA      | $707057.73    | 0.01%             | 2031-08-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       750000 | PA      | $707378.11    | 0.01%             | 2033-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      8530000 | PA      | $7386886.52   | 0.06%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $269070.81    | 0.00%             | 2035-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    720000000 | PA      | $4445345.72   | 0.03%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233454.84    | 0.00%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       420000 | PA      | $224508.69    | 0.00%             | 2050-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $430420.34    | 0.00%             | 2031-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                                      | Brambles Finance PLC                                                             | CUSIP: 000000000<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $121303.26    | 0.00%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $681466.15    | 0.01%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $838928.07    | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3020400000 | PA      | $19051325.94  | 0.15%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $225602.33    | 0.00%             | 2043-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $153077.84    | 0.00%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      1050000 | PA      | $1177430.02   | 0.01%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     54880000 | PA      | $1949599.58   | 0.01%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $284130.69    | 0.00%             | 2030-10-03      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       600000 | PA      | $682131.81    | 0.01%             | 2050-06-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAP6<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $145159.61    | 0.00%             | 2032-04-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PARAGON TREASURY PLC                                      | Paragon Treasury Plc                                                             | CUSIP: 000000000<br>LEI: 213800Q65UKPKCQBC252 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $94101.48     | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     27250000 | PA      | $5661965.85   | 0.04%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1033089.39   | 0.01%             | 2029-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8300000 | PA      | $2172789.59   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $330672.56    | 0.00%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISTITUTO PER IL CREDITO                                   | Istituto Per Il Credito Sportivo E Culturale SPA                                 | CUSIP: 000000000<br>LEI: 815600ACC18A758ADE66 | Long             | DBT              | NUSS              | IT        |       400000 | PA      | $468687.45    | 0.00%             | 2030-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                   | CGI Inc                                                                          | CUSIP: 12532HAH7<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74095.75     | 0.00%             | 2027-09-07      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SAARLAND                                                  | State of Saarland                                                                | CUSIP: 000000000<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $230108.26    | 0.00%             | 2035-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1177852.14   | 0.01%             | 2030-05-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $737899.74    | 0.01%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $354553.97    | 0.00%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $154388.38    | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $48827.39     | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $109213.60    | 0.00%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $592538.59    | 0.00%             | 2031-07-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      5160000 | PA      | $2887544.78   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    369400000 | PA      | $1690688.88   | 0.01%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     67106000 | PA      | $2218575.99   | 0.02%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |       205000 | PA      | $224166.60    | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    520250000 | PA      | $2088423.40   | 0.02%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      4000000 | PA      | $1012854.47   | 0.01%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       410000 | PA      | $356302.94    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                                                 | Metso Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |       125000 | PA      | $145900.89    | 0.00%             | 2032-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       250000 | PA      | $304538.06    | 0.00%             | 2031-04-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $327266.35    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |       200000 | PA      | $194020.83    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      1100000 | PA      | $1292530.92   | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       350000 | PA      | $402964.50    | 0.00%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       450000 | PA      | $517693.83    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1205000 | PA      | $1443247.42   | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       665000 | PA      | $467543.02    | 0.00%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      2190000 | PA      | $2343399.11   | 0.02%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $671352.05    | 0.01%             | 2042-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                  | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $228848.51    | 0.00%             | 2031-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       700000 | PA      | $823757.26    | 0.01%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      4240000 | PA      | $1178227.62   | 0.01%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $577581.15    | 0.00%             | 2030-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAQ0<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $362924.78    | 0.00%             | 2035-09-24      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      1300000 | PA      | $1510414.53   | 0.01%             | 2028-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE SA                                      | DH Europe Finance Sarl                                                           | CUSIP: 23290YAE6<br>LEI: 2221002WRBW5MJ8VL618 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $575909.34    | 0.00%             | 2027-06-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASPIRE DEFENCE FINANCE                                    | Aspire Defence Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |       297359 | PA      | $374891.30    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER NETWORKS                                    | Eastern Power Networks PLC                                                       | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $122684.77    | 0.00%             | 2042-02-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $242798.42    | 0.00%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $238446.35    | 0.00%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCT5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221601.73    | 0.00%             | 2032-08-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1782000 | PA      | $2044604.65   | 0.02%             | 2036-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     14235000 | PA      | $16237177.17  | 0.12%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ELECTRANET PTY LTD                                        | ElectraNet Pty Ltd                                                               | CUSIP: 000000000<br>LEI: 254900N5QT0J6DLN1Z66 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $140250.34    | 0.00%             | 2031-07-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1550000 | PA      | $1808886.25   | 0.01%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $152361.73    | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       150000 | PA      | $103182.84    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       390000 | PA      | $438061.26    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116319.83    | 0.00%             | 2030-04-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $170015.05    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |       300000 | PA      | $402866.46    | 0.00%             | 2028-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEKABANK DEUTSCHE GIRO                                    | DekaBank Deutsche Girozentrale                                                   | CUSIP: 000000000<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $926738.18    | 0.01%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $230596.34    | 0.00%             | 2032-02-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $477841.80    | 0.00%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $319932.68    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $471900.60    | 0.00%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $272473.45    | 0.00%             | 2032-10-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $817251.81    | 0.01%             | 2029-03-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1095965.45   | 0.01%             | 2028-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     87521000 | PA      | $20488985.06  | 0.16%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       900000 | PA      | $1098452.34   | 0.01%             | 2034-04-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $222504.12    | 0.00%             | 2053-01-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $468137.31    | 0.00%             | 2029-09-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      4040000 | PA      | $4665496.33   | 0.04%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $546304.30    | 0.00%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1097785.92   | 0.01%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118853.79    | 0.00%             | 2032-01-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $61840.23     | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  40000000000 | PA      | $2338532.57   | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAL3<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151878.07    | 0.00%             | 2033-02-07      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5650000 | PA      | $7418643.39   | 0.06%             | 2033-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    510150000 | PA      | $1935573.46   | 0.01%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $288042.93    | 0.00%             | 2027-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2969000 | PA      | $3294932.67   | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                               | Stantec Inc                                                                      | CUSIP: 85472NAE9<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73546.55     | 0.00%             | 2032-06-10      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $94845.85     | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $261613.34    | 0.00%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       900000 | PA      | $643597.61    | 0.00%             | 2026-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118946.49    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1522537.78   | 0.01%             | 2032-09-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6800000 | PA      | $7965755.59   | 0.06%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       760000 | PA      | $888193.81    | 0.01%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |       190000 | PA      | $214903.95    | 0.00%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $137226.04    | 0.00%             | 2040-04-17      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $604343.29    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $348722.78    | 0.00%             | 2035-03-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1990000 | PA      | $2042354.02   | 0.02%             | 2031-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146577.04    | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |       600000 | PA      | $375635.21    | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      5454000 | PA      | $5931601.25   | 0.05%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      1000000 | PA      | $1164355.28   | 0.01%             | 2032-05-28      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                 | Timken Co/The                                                                    | CUSIP: 000000000<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |       200000 | PA      | $234023.37    | 0.00%             | 2034-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $664446.75    | 0.01%             | 2030-10-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116346.04    | 0.00%             | 2030-08-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $475055.67    | 0.00%             | 2036-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       941000 | PA      | $1093796.92   | 0.01%             | 2038-06-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $162820.01    | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      3000000 | PA      | $313498.59    | 0.00%             | 2029-07-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $350843.47    | 0.00%             | 2029-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $215908.32    | 0.00%             | 2052-12-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $576108.99    | 0.00%             | 2033-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348460.21    | 0.00%             | 2029-11-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      1250000 | PA      | $1438702.25   | 0.01%             | 2035-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      1530000 | PA      | $1520019.53   | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $143454.65    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3325000 | PA      | $2421309.48   | 0.02%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       700000 | PA      | $820075.15    | 0.01%             | 2029-10-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $479553.85    | 0.00%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TATRA BANKA AS                                            | Tatra Banka as                                                                   | CUSIP: 000000000<br>LEI: 3157002JBFAI478MD587 | Long             | DBT              | CORP              | SK        |       300000 | PA      | $345546.13    | 0.00%             | 2031-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       370000 | PA      | $258402.63    | 0.00%             | 2049-06-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      1500000 | PA      | $1915032.78   | 0.01%             | 2027-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    990700000 | PA      | $6255530.39   | 0.05%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1079885.16   | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2150000 | PA      | $2510654.79   | 0.02%             | 2029-04-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       300000 | PA      | $326615.43    | 0.00%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      2250000 | PA      | $2593671.19   | 0.02%             | 2030-11-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       300000 | PA      | $307288.22    | 0.00%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $337552.51    | 0.00%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $515644.20    | 0.00%             | 2032-11-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $942283.98    | 0.01%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $686759.82    | 0.01%             | 2033-03-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |        75000 | PA      | $77718.07     | 0.00%             | 2031-09-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68334ZAA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1093407.25   | 0.01%             | 2036-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $230836.10    | 0.00%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $921914.14    | 0.01%             | 2029-07-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NIE FINANCE PLC                                           | NIE Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138009A8DWW2RUSXJ76 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $257757.46    | 0.00%             | 2041-09-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $141797.13    | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $51691.46     | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1348000 | PA      | $1519330.53   | 0.01%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $436061.31    | 0.00%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALGAS RETI SPA                                          | Italgas Reti SpA                                                                 | CUSIP: 000000000<br>LEI: 815600E731A5016E3080 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $484743.87    | 0.00%             | 2033-06-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                               | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       125000 | PA      | $149965.03    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229495.89    | 0.00%             | 2055-09-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1380000 | PA      | $1562267.46   | 0.01%             | 2036-06-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2759000 | PA      | $3381980.58   | 0.03%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1080350000 | PA      | $6145795.61   | 0.05%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $208923.06    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1300000 | PA      | $1371950.31   | 0.01%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $461151.93    | 0.00%             | 2035-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1900000 | PA      | $1967367.46   | 0.02%             | 2030-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $335860.97    | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       550000 | PA      | $632819.20    | 0.00%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $140046.18    | 0.00%             | 2056-02-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1400000 | PA      | $1478206.01   | 0.01%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $527179.26    | 0.00%             | 2030-01-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     64400000 | PA      | $10270525.74  | 0.08%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                  | LYB International Finance II BV                                                  | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $105641.99    | 0.00%             | 2031-09-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ISLE OF MAN                                               | Isle of Man Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |       150000 | PA      | $84624.39     | 0.00%             | 2051-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       450000 | PA      | $515515.39    | 0.00%             | 2037-09-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       670000 | PA      | $588345.58    | 0.00%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1900000 | PA      | $1641099.86   | 0.01%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $328661.99    | 0.00%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1210000 | PA      | $1251251.72   | 0.01%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      4080000 | PA      | $2485596.44   | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       300000 | PA      | $348548.37    | 0.00%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7310000 | PA      | $8624839.71   | 0.07%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $542681.95    | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $752369.34    | 0.01%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $294624.36    | 0.00%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1600000 | PA      | $1594266.42   | 0.01%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $510703.84    | 0.00%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $821278.80    | 0.01%             | 2033-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72624.95     | 0.00%             | 2030-04-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $428447.23    | 0.00%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3870000 | PA      | $2232636.28   | 0.02%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $685931.91    | 0.01%             | 2033-02-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      6851000 | PA      | $4552004.00   | 0.03%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     18830000 | PA      | $20288833.66  | 0.16%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6300000 | PA      | $7376745.13   | 0.06%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       286000 | PA      | $205290.27    | 0.00%             | 2026-06-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $567772.21    | 0.00%             | 2027-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       750000 | PA      | $876452.57    | 0.01%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $1029121.91   | 0.01%             | 2034-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AVENUE LIVING 2014 LP                                     | Avenue Living 2014 LP                                                            | CUSIP: 05358VAC2<br>LEI: 549300W4UISI0PGDF380 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146121.37    | 0.00%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       650000 | PA      | $601831.59    | 0.00%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $535955.99    | 0.00%             | 2044-09-02      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MCAP COMMERCIAL LP                                        | MCAP Commercial LP                                                               | CUSIP: 55279QAG5<br>LEI: 549300CKH5PUNM6UC808 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144476.27    | 0.00%             | 2031-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1308300000 | PA      | $5721568.40   | 0.04%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $577525.41    | 0.00%             | 2033-01-22      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1738680.74   | 0.01%             | 2031-03-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $286285.14    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     42670000 | PA      | $49172666.95  | 0.38%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAC7<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148679.96    | 0.00%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    592250000 | PA      | $1944972.80   | 0.01%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $298097.09    | 0.00%             | 2034-03-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $1265638.46   | 0.01%             | 2034-10-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNALKREDIT AUSTRIA A                                  | Kommunalkredit Austria AG                                                        | CUSIP: 000000000<br>LEI: 549300IEVCBWVV97WC81 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $234742.64    | 0.00%             | 2031-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $548485.28    | 0.00%             | 2029-03-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $825537.29    | 0.01%             | 2033-07-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10364230000 | PA      | $5066218.49   | 0.04%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1214843.08   | 0.01%             | 2031-03-22      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2475000 | PA      | $1986217.82   | 0.02%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       235000 | PA      | $270405.51    | 0.00%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $813970.07    | 0.01%             | 2035-02-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    777700000 | PA      | $4802788.67   | 0.04%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4300000000 | PA      | $2854485.80   | 0.02%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     45481000 | PA      | $1402277.70   | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       300000 | PA      | $297414.83    | 0.00%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       400000 | PA      | $453309.95    | 0.00%             | 2035-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116506.34    | 0.00%             | 2054-08-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $176514.48    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $226557.97    | 0.00%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |       650000 | PA      | $680292.10    | 0.01%             | 2034-02-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $353804.02    | 0.00%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |       300000 | PA      | $333987.16    | 0.00%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFFINITY WATER FIN PLC                                    | Affinity Water Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800SN9HLGE6532G57 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $131493.41    | 0.00%             | 2040-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                         | Robert Bosch GmbH                                                                | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $683520.75    | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  60396000000 | PA      | $3458752.23   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117826.99    | 0.00%             | 2036-04-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KOMERCNI BANKA AS                                         | Komercni Banka AS                                                                | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | DBT              | CORP              | CZ        |       300000 | PA      | $351894.12    | 0.00%             | 2031-10-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $150661.34    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72815.65     | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       650000 | PA      | $750017.89    | 0.01%             | 2027-06-14      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $585457.33    | 0.00%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       600000 | PA      | $430446.82    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER NETWORKS                                    | Eastern Power Networks PLC                                                       | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $251372.29    | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RL FINANCE NO 4 PLC                                       | RL Finance Bonds NO 4 PLC                                                        | CUSIP: 000000000<br>LEI: 21380094SBEIOBDS8O41 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $329356.41    | 0.00%             | 2049-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $702694.54    | 0.01%             | 2038-11-26      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                | Nasdaq Inc                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       300000 | PA      | $320595.13    | 0.00%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1175851.35   | 0.01%             | 2030-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $234752.07    | 0.00%             | 2037-02-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460972.42    | 0.00%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       800000 | PA      | $956325.35    | 0.01%             | 2030-11-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AU5<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $220780.45    | 0.00%             | 2035-06-16      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $706409.75    | 0.01%             | 2029-03-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1740000 | PA      | $1980972.38   | 0.02%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $232520.87    | 0.00%             | 2035-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      1160000 | PA      | $1330481.96   | 0.01%             | 2027-10-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10131900 | PA      | $11101677.83  | 0.08%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     14910000 | PA      | $1012052.01   | 0.01%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       600000 | PA      | $701238.65    | 0.01%             | 2030-03-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $174405.48    | 0.00%             | 2030-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $218736.20    | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1160000 | PA      | $1204759.36   | 0.01%             | 2030-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $463667.50    | 0.00%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $344977.14    | 0.00%             | 2035-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000000 | PA      | $1066532.93   | 0.01%             | 2027-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $141758.34    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $374611.95    | 0.00%             | 2032-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3274940000 | PA      | $2127877.85   | 0.02%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAH4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $353079.83    | 0.00%             | 2029-09-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       225000 | PA      | $259571.11    | 0.00%             | 2032-03-04      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       450000 | PA      | $521996.04    | 0.00%             | 2034-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       640000 | PA      | $506632.31    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIVEWEST TREASURY PLC                                     | LiveWest Treasury PLC                                                            | CUSIP: 000000000<br>LEI: 2138003KE7A61PG6CK49 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $54046.45     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16000000 | PA      | $4064682.06   | 0.03%             | 2028-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAJ2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147213.68    | 0.00%             | 2026-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       300000 | PA      | $310612.60    | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       250000 | PA      | $291764.45    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       650000 | PA      | $706440.30    | 0.01%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1835757.34   | 0.01%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $129958.02    | 0.00%             | 2036-01-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $348027.85    | 0.00%             | 2029-11-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYZ1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       300000 | PA      | $214736.10    | 0.00%             | 2037-03-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $666840.34    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCS1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $219935.66    | 0.00%             | 2029-08-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    139770000 | PA      | $20464255.30  | 0.16%             | 2035-09-05      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       700000 | PA      | $780408.95    | 0.01%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFP3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $148203.31    | 0.00%             | 2032-05-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      1100000 | PA      | $1275339.31   | 0.01%             | 2029-09-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $96583.92     | 0.00%             | 2036-10-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     63900000 | PA      | $10221837.26  | 0.08%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       400000 | PA      | $471152.59    | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $261358.74    | 0.00%             | 2050-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2129000 | PA      | $1622285.01   | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1075000 | PA      | $1165240.62   | 0.01%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     37420000 | PA      | $5564195.00   | 0.04%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $138379.75    | 0.00%             | 2030-06-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       600000 | PA      | $691823.02    | 0.01%             | 2034-04-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $959083.72    | 0.01%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2925000 | PA      | $2863722.08   | 0.02%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    581950000 | PA      | $1903683.11   | 0.01%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $215099.16    | 0.00%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1263000 | PA      | $1476611.53   | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $577014.55    | 0.00%             | 2033-12-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      3718000 | PA      | $4684138.17   | 0.04%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       920000 | PA      | $1065027.66   | 0.01%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      7671000 | PA      | $7935723.65   | 0.06%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                       | Whitbread Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $727915.37    | 0.01%             | 2032-05-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       800000 | PA      | $1044264.02   | 0.01%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $213433.09    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAT4<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147029.45    | 0.00%             | 2031-07-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       320000 | PA      | $355006.67    | 0.00%             | 2030-10-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $232649.14    | 0.00%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $350472.63    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $324794.18    | 0.00%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       352000 | PA      | $420796.72    | 0.00%             | 2034-11-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     51350000 | PA      | $8032527.21   | 0.06%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $707357.79    | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      2650000 | PA      | $1826378.89   | 0.01%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $354322.40    | 0.00%             | 2033-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $337876.18    | 0.00%             | 2031-01-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6150000 | PA      | $6214360.56   | 0.05%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $703924.44    | 0.01%             | 2034-05-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $367982.30    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LANDSHYPOTEK BANK AB                                      | Landshypotek Bank AB                                                             | CUSIP: 000000000<br>LEI: 5493004WUGGU2BQI7F14 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $211573.09    | 0.00%             | 2030-12-16      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $695783.38    | 0.01%             | 2032-09-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $154500.72    | 0.00%             | 2053-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74891.27     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCH5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $153587.25    | 0.00%             | 2032-10-27      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $346602.46    | 0.00%             | 2032-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHQ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $597553.89    | 0.00%             | 2031-03-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $976720.13    | 0.01%             | 2030-11-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                                 | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $250423.93    | 0.00%             | 2044-11-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116256.39    | 0.00%             | 2032-06-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $190484.75    | 0.00%             | 2036-04-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      3640000 | PA      | $3814991.94   | 0.03%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $571203.17    | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $563076.36    | 0.00%             | 2035-07-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $228244.49    | 0.00%             | 2029-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAE9<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $118048.37    | 0.00%             | 2053-10-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $377988.85    | 0.00%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $230119.23    | 0.00%             | 2032-05-16      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $681355.20    | 0.01%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $2183876.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118571.95    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1031708.86   | 0.01%             | 2034-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $115420.45    | 0.00%             | 2030-02-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     10850000 | PA      | $12498948.81  | 0.10%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $253251.46    | 0.00%             | 2034-07-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $596549.92    | 0.00%             | 2032-06-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |        60000 | PA      | $43159.36     | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145388.09    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NOVERCO INC                                               | Noverco Inc                                                                      | CUSIP: 670018AC4<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $71585.71     | 0.00%             | 2056-01-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       200000 | PA      | $219694.32    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       700000 | PA      | $811521.48    | 0.01%             | 2027-12-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $667983.07    | 0.01%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $810739.32    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       410000 | PA      | $479127.40    | 0.00%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $874506.69    | 0.01%             | 2032-09-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3136894.81   | 0.02%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       461000 | PA      | $536747.62    | 0.00%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1300000 | PA      | $1399892.47   | 0.01%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELLEVIO AB                                                | Ellevio AB                                                                       | CUSIP: 000000000<br>LEI: 635400VVAMAJWNK9IT79 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $231935.79    | 0.00%             | 2035-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      3620000 | PA      | $4343268.26   | 0.03%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $515525.20    | 0.00%             | 2037-05-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       400000 | PA      | $416399.22    | 0.00%             | 2032-05-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $342769.06    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1291964.24   | 0.01%             | 2032-08-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $335655.68    | 0.00%             | 2035-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $270209.24    | 0.00%             | 2030-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1042863.44   | 0.01%             | 2032-04-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $219054.30    | 0.00%             | 2055-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1210000 | PA      | $1042375.87   | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       300000 | PA      | $366646.26    | 0.00%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $236195.05    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     21330000 | PA      | $5397633.49   | 0.04%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       300000 | PA      | $351656.11    | 0.00%             | 2032-09-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                      | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1200000 | PA      | $971893.09    | 0.01%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTOLIV INC                                               | Autoliv Inc                                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |       300000 | PA      | $342827.25    | 0.00%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $348547.60    | 0.00%             | 2034-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $242859.74    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $212798.13    | 0.00%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOTHAER ALLG VERSICHERUN                                  | Gothaer Allgemeine Versicherung AG                                               | CUSIP: 000000000<br>LEI: 5299003C59ODEKQIR849 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119423.32    | 0.00%             | 2045-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                       | Avery Dennison Corp                                                              | CUSIP: 000000000<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |       500000 | PA      | $572150.03    | 0.00%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    541710000 | PA      | $1676527.36   | 0.01%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CF8<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145653.06    | 0.00%             | 2028-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1705000 | PA      | $1966776.07   | 0.02%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $299483.22    | 0.00%             | 2028-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1813850000 | PA      | $10629357.61  | 0.08%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     64108000 | PA      | $3698246.13   | 0.03%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BROADGATE FINANCING PLC                                   | Broadgate Financing PLC                                                          | CUSIP: 000000000<br>LEI: 213800FFPA11956QDF26 | Long             | ABS-CBDO         | CORP              | GB        |       105000 | PA      | $136970.98    | 0.00%             | 2033-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2680000 | PA      | $3117657.27   | 0.02%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |       600000 | PA      | $812183.70    | 0.01%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 69448TAF8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       300000 | PA      | $217442.05    | 0.00%             | 2033-01-24      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $289751.08    | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |       225000 | PA      | $262191.84    | 0.00%             | 2028-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $344974.97    | 0.00%             | 2036-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       150000 | PA      | $171678.98    | 0.00%             | 2027-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      1150000 | PA      | $1347029.72   | 0.01%             | 2030-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      1300000 | PA      | $1498613.43   | 0.01%             | 2030-02-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       800000 | PA      | $898445.34    | 0.01%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                                         | bcIMC Realty Corp                                                                | CUSIP: 07329VAR1<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73555.56     | 0.00%             | 2027-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2871000 | PA      | $2877014.85   | 0.02%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $167462.08    | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       200000 | PA      | $140165.29    | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $344479.81    | 0.00%             | 2041-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     20444000 | PA      | $21639622.12  | 0.17%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $816116.30    | 0.01%             | 2027-09-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1147764.91   | 0.01%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                   | Plenary PCL Health HIEP LP                                                       | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       300000 | PA      | $214118.47    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                                    | DBS Bank Ltd/Australia                                                           | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |       300000 | PA      | $213212.07    | 0.00%             | 2031-02-13      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      1682000 | PA      | $1952115.21   | 0.01%             | 2036-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       240000 | PA      | $204439.55    | 0.00%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $399557.94    | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $315227.95    | 0.00%             | 2030-03-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $332731.80    | 0.00%             | 2028-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID NORTH                                  | Northern Powergrid Northeast PLC                                                 | CUSIP: 000000000<br>LEI: 21380072EMKFDZSTLD28 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $207502.59    | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       160000 | PA      | $165577.21    | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                      | Computershare US Inc                                                             | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |       500000 | PA      | $507919.25    | 0.00%             | 2031-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     26630000 | PA      | $7112912.83   | 0.05%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       200000 | PA      | $198715.43    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    150850000 | PA      | $22381416.04  | 0.17%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $350696.41    | 0.00%             | 2031-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2004000 | PA      | $1609943.22   | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $661300.78    | 0.01%             | 2042-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXCHANGE INCOME CORP                                      | Exchange Income Corp                                                             | CUSIP: 301283AQ0<br>LEI: 549300G7SUZKHS2N8C38 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146147.16    | 0.00%             | 2031-03-13      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $465923.17    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $15280087.51  | 0.12%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       900000 | PA      | $1042970.66   | 0.01%             | 2030-11-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |       900000 | PA      | $1187776.27   | 0.01%             | 2033-12-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2792250000 | PA      | $15956986.85  | 0.12%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBK SCHL-HOL                                   | Investitionsbank Schleswig-Holstein                                              | CUSIP: 000000000<br>LEI: 52990063ADNRF9GBTQ30 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1121041.98   | 0.01%             | 2035-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $353423.63    | 0.00%             | 2034-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $567806.79    | 0.00%             | 2027-11-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $350898.59    | 0.00%             | 2026-07-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                  | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |       430000 | PA      | $519535.96    | 0.00%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $363932.61    | 0.00%             | 2034-06-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $117874.41    | 0.00%             | 2030-01-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      3725000 | PA      | $4524220.91   | 0.03%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $231582.30    | 0.00%             | 2032-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |       425000 | PA      | $456289.44    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $463860.04    | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |       200000 | PA      | $146754.60    | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $340582.62    | 0.00%             | 2035-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       400000 | PA      | $240941.09    | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $353533.72    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       600000 | PA      | $545951.71    | 0.00%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1282785.74   | 0.01%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     40918000 | PA      | $1382809.12   | 0.01%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      1150000 | PA      | $1336866.27   | 0.01%             | 2032-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                          | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $424595.45    | 0.00%             | 2028-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1540000 | PA      | $1086611.13   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VERBUND AG                                                | Verbund AG                                                                       | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | DBT              | CORP              | AT        |       700000 | PA      | $820056.19    | 0.01%             | 2031-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $443818.48    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $562830.78    | 0.00%             | 2028-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $68965.20     | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2010000 | PA      | $2050153.69   | 0.02%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121BN4<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144173.50    | 0.00%             | 2031-02-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SUPERMARKET INCOME REIT                                   | Supermarket Income Reit PLC                                                      | CUSIP: 000000000<br>LEI: 2138007FOINJKAM7L537 | Long             | DBT              |  | GB        |       100000 | PA      | $132741.52    | 0.00%             | 2031-07-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      1421000 | PA      | $1644598.29   | 0.01%             | 2036-01-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $211872.22    | 0.00%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $826159.75    | 0.01%             | 2029-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     42000000 | PA      | $2207253.72   | 0.02%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     18140000 | PA      | $11069311.04  | 0.08%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5855000 | PA      | $5091967.21   | 0.04%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      5202000 | PA      | $5801982.20   | 0.04%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1035503.22   | 0.01%             | 2028-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $341733.48    | 0.00%             | 2035-04-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       500000 | PA      | $528750.88    | 0.00%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $704613.99    | 0.01%             | 2036-05-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       180000 | PA      | $210420.61    | 0.00%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       950000 | PA      | $658665.87    | 0.01%             | 2034-12-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $470711.75    | 0.00%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |       200000 | PA      | $232759.76    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |       295000 | PA      | $429110.22    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      3994000 | PA      | $4946464.81   | 0.04%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      3320000 | PA      | $1943455.17   | 0.01%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $24224.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      2200000 | PA      | $2454171.89   | 0.02%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $439786.36    | 0.00%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2390520000 | PA      | $1367658.01   | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $351307.89    | 0.00%             | 2029-10-16      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1605000 | PA      | $1250045.18   | 0.01%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6165000 | PA      | $1334536.71   | 0.01%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    252300000 | PA      | $1083550.12   | 0.01%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     64910000 | PA      | $1931246.94   | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2450000 | PA      | $2694222.74   | 0.02%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPARKASSE PFORZHEIM CALW                                  | Sparkasse Pforzheim Calw                                                         | CUSIP: 000000000<br>LEI: 529900JB2S6CH38UQ526 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231519.30    | 0.00%             | 2028-08-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       600000 | PA      | $670442.04    | 0.01%             | 2028-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     48000000 | PA      | $7545212.20   | 0.06%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 000000000<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |       200000 | PA      | $270630.86    | 0.00%             | 2029-12-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2660000 | PA      | $1669553.38   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $982342.04    | 0.01%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       100000 | PA      | $106982.90    | 0.00%             | 2033-07-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $565740.39    | 0.00%             | 2035-10-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GREAT ROLLING STOCK LTD                                   | Great Rolling Stock Co PLC/The                                                   | CUSIP: 000000000<br>LEI: 21380012DN57CMIGJT65 | Long             | DBT              | CORP              | GB        |       210400 | PA      | $299148.52    | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       470000 | PA      | $388112.60    | 0.00%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $623867.15    | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $344055.62    | 0.00%             | 2038-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $212085.29    | 0.00%             | 2029-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WPB4<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $149036.78    | 0.00%             | 2027-05-19      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      4490000 | PA      | $5345535.28   | 0.04%             | 2033-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $222813.10    | 0.00%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $143485.89    | 0.00%             | 2029-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10666000 | PA      | $11869705.51  | 0.09%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117990.45    | 0.00%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $349630.05    | 0.00%             | 2030-03-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $184795.91    | 0.00%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       300000 | PA      | $318192.24    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       800000 | PA      | $924968.21    | 0.01%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4218000 | PA      | $4530626.79   | 0.03%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |       207000 | PA      | $242460.42    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $75330.67     | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                | Visa, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       600000 | PA      | $683337.36    | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5088000 | PA      | $1375571.98   | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $481014.96    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |       300000 | PA      | $348945.78    | 0.00%             | 2034-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       375000 | PA      | $269316.00    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6610000 | PA      | $1947380.58   | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     13343000 | PA      | $13471586.52  | 0.10%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2571000 | PA      | $1739562.45   | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1914420.73   | 0.01%             | 2028-03-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       600000 | PA      | $666712.94    | 0.01%             | 2045-07-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $756068.56    | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1480560.52   | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |       200000 | PA      | $147542.22    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $584065.70    | 0.00%             | 2029-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |            1 | NC      | $42401.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1155041.38   | 0.01%             | 2030-01-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $121659.46    | 0.00%             | 2048-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   5508000000 | PA      | $335189.42    | 0.00%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3300000 | PA      | $1843827.31   | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       750000 | PA      | $850546.85    | 0.01%             | 2032-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1138238.41   | 0.01%             | 2033-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      1920000 | PA      | $1422965.02   | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     12080000 | PA      | $8181937.63   | 0.06%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $516185.62    | 0.00%             | 2028-09-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UTMOST GROUP                                              | Utmost Group PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004N53RFLL6JDQ41 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $489782.96    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $806440.81    | 0.01%             | 2030-08-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |       840000 | PA      | $983449.23    | 0.01%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     29450000 | PA      | $4563188.95   | 0.03%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $225667.54    | 0.00%             | 2029-06-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       650000 | PA      | $736829.49    | 0.01%             | 2034-11-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       830000 | PA      | $1056218.79   | 0.01%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2260000 | PA      | $2697528.90   | 0.02%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $221355.87    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1000000 | PA      | $1176698.21   | 0.01%             | 2030-07-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/LUX                                   | Industrial & Commercial Bank of China Ltd/Luxembourg                             | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |       200000 | PA      | $236286.90    | 0.00%             | 2026-10-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1512078.42   | 0.01%             | 2034-08-08      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $578666.80    | 0.00%             | 2036-03-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                                  | United Overseas Bank Ltd/Sydney                                                  | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       400000 | PA      | $283775.97    | 0.00%             | 2031-01-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $370220.48    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6648000 | PA      | $3808406.00   | 0.03%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       225000 | PA      | $260092.26    | 0.00%             | 2036-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       750000 | PA      | $655952.26    | 0.01%             | 2035-09-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $299800.51    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EF5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $148246.23    | 0.00%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $208678.74    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $547049.87    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $201267.67    | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $124248.21    | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       400000 | PA      | $228745.70    | 0.00%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    385800000 | PA      | $56296585.92  | 0.43%             | 2031-12-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-147121.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      2200000 | PA      | $1479513.13   | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UNI OF SOUTHAMPTON                                        | University of Southampton                                                        | CUSIP: 000000000<br>LEI: 213800DI973E8F5COR26 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $61362.46     | 0.00%             | 2057-04-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1190977.23   | 0.01%             | 2030-02-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAL1<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $141479.08    | 0.00%             | 2055-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $116888.13    | 0.00%             | 2026-07-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $231887.84    | 0.00%             | 2034-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |       450000 | PA      | $520556.84    | 0.00%             | 2030-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $810903.91    | 0.01%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $699492.02    | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $579680.85    | 0.00%             | 2028-09-08      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| AL SYDBANK                                                | AL Sydbank                                                                       | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $232099.32    | 0.00%             | 2029-12-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       170000 | PA      | $132022.84    | 0.00%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     12070000 | PA      | $12699873.74  | 0.10%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       175000 | PA      | $202894.99    | 0.00%             | 2034-02-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $608992.43    | 0.00%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $251153.99    | 0.00%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       584000 | PA      | $533729.17    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      2850000 | PA      | $1944541.69   | 0.01%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $287771.03    | 0.00%             | 2034-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $453747.21    | 0.00%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $576946.64    | 0.00%             | 2038-03-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1195488.57   | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      2058000 | PA      | $1412606.66   | 0.01%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233921.41    | 0.00%             | 2030-11-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       500000 | PA      | $613693.79    | 0.00%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       850000 | PA      | $1147538.19   | 0.01%             | 2029-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $366648.71    | 0.00%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       400000 | PA      | $399762.20    | 0.00%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2170000 | PA      | $2483654.92   | 0.02%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                                  | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $193915.90    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       475000 | PA      | $439782.16    | 0.00%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      8440000 | PA      | $5719326.35   | 0.04%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3500000000 | PA      | $2413633.67   | 0.02%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $439677.15    | 0.00%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $505396.24    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |       500000 | PA      | $583687.09    | 0.00%             | 2029-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $261770.49    | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       500000 | PA      | $550272.15    | 0.00%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       300000 | PA      | $219809.77    | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     24270000 | PA      | $4506481.54   | 0.03%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       350000 | PA      | $254824.93    | 0.00%             | 2028-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KZ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $148334.83    | 0.00%             | 2036-06-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                  | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $344337.50    | 0.00%             | 2033-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     15000000 | PA      | $2352062.48   | 0.02%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                    | Unilever Capital Corp.                                                           | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |       300000 | PA      | $350357.24    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       776000 | PA      | $870974.47    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1138500000 | PA      | $5128328.91   | 0.04%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $378841.47    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $224965.42    | 0.00%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $305388.13    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $518182.56    | 0.00%             | 2032-11-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BROMFORD FLAGSHIP LTD                                     | Bromford Flagship Livewest Ltd                                                   | CUSIP: 000000000<br>LEI: 213800GKFIZBLASN3454 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $167572.83    | 0.00%             | 2048-05-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBY8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $380071.19    | 0.00%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       900000 | PA      | $1053355.34   | 0.01%             | 2033-01-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       900000 | PA      | $930625.13    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $583058.19    | 0.00%             | 2031-02-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CAMBRIDGE                                   | Chancellor Masters & Scholars of The University of Cambridge/The                 | CUSIP: 000000000<br>LEI: 549300BHKNQHVK7MQW57 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $117098.98    | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3180000 | PA      | $3230110.39   | 0.02%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       300000 | PA      | $343869.21    | 0.00%             | 2030-11-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $115885.79    | 0.00%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      8780000 | PA      | $2257493.21   | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2750000 | PA      | $3165374.87   | 0.02%             | 2033-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       150000 | PA      | $147990.12    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       400000 | PA      | $422103.26    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                          | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $115765.72    | 0.00%             | 2030-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       760000 | PA      | $467465.81    | 0.00%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $226660.70    | 0.00%             | 2028-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $894923.18    | 0.01%             | 2035-12-03      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $621349.19    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $116416.98    | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $340180.11    | 0.00%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $337740.97    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1050000 | PA      | $1057962.25   | 0.01%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $719690.46    | 0.01%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                          | Mastercard, Inc.                                                                 | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       500000 | PA      | $553955.29    | 0.00%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1161966.73   | 0.01%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $591231.30    | 0.00%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      1600000 | PA      | $429584.91    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $336086.85    | 0.00%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       700000 | PA      | $804929.12    | 0.01%             | 2032-11-26      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $263247.66    | 0.00%             | 2030-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       700000 | PA      | $800506.31    | 0.01%             | 2028-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $541863.83    | 0.00%             | 2031-10-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2334850000 | PA      | $14377969.02  | 0.11%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      9330000 | PA      | $6382200.59   | 0.05%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1409668.43   | 0.01%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BZ4<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144790.45    | 0.00%             | 2035-08-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1084093.83   | 0.01%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STANDARD LIFE PLC                                         | Standard Life PLC                                                                | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $133886.40    | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GUINNESS PARTNERSHIP LTD                                  | Guinness Partnership Ltd/The                                                     | CUSIP: 000000000<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $112838.80    | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2091950000 | PA      | $12166731.89  | 0.09%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $577813.30    | 0.00%             | 2030-01-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $237171.91    | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1020350000 | PA      | $6406874.21   | 0.05%             | 2030-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       550000 | PA      | $406963.58    | 0.00%             | 2038-02-10      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118767.42    | 0.00%             | 2030-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| H&R REAL ESTATE INVESTME                                  | H&R Real Estate Investment Trust                                                 | CUSIP: 403925BC3<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              |  | CA        |       200000 | PA      | $147227.49    | 0.00%             | 2026-06-02      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                    | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBM5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73523.58     | 0.00%             | 2036-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $498642.11    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     16269000 | PA      | $8262687.16   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       225000 | PA      | $258745.58    | 0.00%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      1340000 | PA      | $1576187.28   | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1030643.65   | 0.01%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $368184.17    | 0.00%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      2000000 | PA      | $2293848.57   | 0.02%             | 2036-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1294500000 | PA      | $4177234.04   | 0.03%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       250000 | PA      | $245910.31    | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $561904.43    | 0.00%             | 2028-10-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       600000 | PA      | $693888.17    | 0.01%             | 2033-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       300000 | PA      | $352717.53    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |       150000 | PA      | $176021.83    | 0.00%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1060000 | PA      | $1211875.26   | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                      | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $223037.01    | 0.00%             | 2028-02-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $227213.99    | 0.00%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $349544.89    | 0.00%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $472383.19    | 0.00%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2290350000 | PA      | $12926973.86  | 0.10%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       350000 | PA      | $376898.10    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $313577.66    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $227576.44    | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     21560000 | PA      | $24455145.02  | 0.19%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115408.75    | 0.00%             | 2038-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      1200000 | PA      | $1403578.45   | 0.01%             | 2030-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6140520000 | PA      | $4026987.96   | 0.03%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $804467.44    | 0.01%             | 2032-03-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $500296.99    | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JUNTA DE CASTILLA Y LEON                                  | Junta de Castilla y Leon                                                         | CUSIP: 000000000<br>LEI: 959800Y87BK35RUBP092 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $346370.45    | 0.00%             | 2032-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       375000 | PA      | $434672.23    | 0.00%             | 2028-05-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $217531.00    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       850000 | PA      | $954772.63    | 0.01%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $341891.17    | 0.00%             | 2034-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1450000 | PA      | $1695451.66   | 0.01%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       400000 | PA      | $515114.42    | 0.00%             | 2051-03-03      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $134457.19    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     64550000 | PA      | $9470672.41   | 0.07%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $917215.49    | 0.01%             | 2032-06-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1700000 | PA      | $1862691.45   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1170670000 | PA      | $775064.01    | 0.01%             | 2028-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       327000 | PA      | $368567.83    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                  | Stoneweg Ereit Lux Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |       150000 | PA      | $175783.36    | 0.00%             | 2031-01-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1467540000 | PA      | $788690.31    | 0.01%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $338751.35    | 0.00%             | 2035-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $934333.24    | 0.01%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1283276.69   | 0.01%             | 2030-05-13      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |       200000 | PA      | $146625.81    | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    160000000 | PA      | $112139.36    | 0.00%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $210545.15    | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       300000 | PA      | $344371.59    | 0.00%             | 2032-05-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       100000 | PA      | $105440.91    | 0.00%             | 2032-06-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $826171.77    | 0.01%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1704100000 | PA      | $10612347.05  | 0.08%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $348180.29    | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       350000 | PA      | $349431.98    | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONAL FINANCIAL                                  | First National Financial Corp                                                    | CUSIP: 33564PAK9<br>LEI: 549300L96UOMCR0MJU30 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $224172.45    | 0.00%             | 2032-10-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $149068.72    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       293000 | PA      | $346521.16    | 0.00%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    594450000 | PA      | $2691764.15   | 0.02%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $352849.82    | 0.00%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       870000 | PA      | $826724.63    | 0.01%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1764200000 | PA      | $10009801.02  | 0.08%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2411000 | PA      | $2257393.81   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GP5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $733100.24    | 0.01%             | 2034-12-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $335659.67    | 0.00%             | 2028-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3870000 | PA      | $2816568.96   | 0.02%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      3300000 | PA      | $2122258.27   | 0.02%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $450673.66    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                        | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $446060.43    | 0.00%             | 2028-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $346691.95    | 0.00%             | 2034-03-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $344698.85    | 0.00%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2511000 | PA      | $3022532.49   | 0.02%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |       500000 | PA      | $511635.89    | 0.00%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $581182.60    | 0.00%             | 2053-04-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                 | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $475287.03    | 0.00%             | 2031-10-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $282572.81    | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BS0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $214582.12    | 0.00%             | 2054-11-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1123710.19   | 0.01%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                             | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $227996.99    | 0.00%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       750000 | PA      | $779125.24    | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $260590.66    | 0.00%             | 2041-12-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $574818.64    | 0.00%             | 2030-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     17482000 | PA      | $21642859.40  | 0.17%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       225000 | PA      | $262235.06    | 0.00%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       400000 | PA      | $449352.45    | 0.00%             | 2027-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       500000 | PA      | $572765.61    | 0.00%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OSLO KOMMUNE                                              | City of Oslo Norway                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |     25000000 | PA      | $2621982.61   | 0.02%             | 2035-10-23      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 649922AA9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $146573.86    | 0.00%             | 2032-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $920993.68    | 0.01%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       300000 | PA      | $396701.13    | 0.00%             | 2056-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      1150000 | PA      | $1272725.54   | 0.01%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230677.50    | 0.00%             | 2035-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231091.71    | 0.00%             | 2038-04-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BERTELSMANN SE & CO KGAA                                  | Bertelsmann SE & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $337059.96    | 0.00%             | 2033-10-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $311650.09    | 0.00%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $677306.44    | 0.01%             | 2036-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |       377000 | PA      | $467889.06    | 0.00%             | 2043-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       750000 | PA      | $900619.87    | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       220000 | PA      | $158959.91    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151897.43    | 0.00%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $354227.31    | 0.00%             | 2029-07-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     13630000 | PA      | $2915794.53   | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       400000 | PA      | $422763.41    | 0.00%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MIRVAC GROUP FINANCE LTD                                  | Mirvac Group Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300IZVATGO3EBSH35 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $139029.76    | 0.00%             | 2036-03-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $817725.53    | 0.01%             | 2035-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $310343.89    | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $268979.75    | 0.00%             | 2028-10-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $578358.77    | 0.00%             | 2030-07-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-3266941.43  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $697852.63    | 0.01%             | 2029-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $342432.73    | 0.00%             | 2036-04-30      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $228659.55    | 0.00%             | 2032-11-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |      6000000 | PA      | $933026.36    | 0.01%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       190000 | PA      | $198114.59    | 0.00%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $135959.92    | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    483600000 | PA      | $3034990.72   | 0.02%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       980000 | PA      | $1157687.23   | 0.01%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $516052.05    | 0.00%             | 2032-07-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $237977.41    | 0.00%             | 2036-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $517380.28    | 0.00%             | 2034-12-06      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2138000 | PA      | $2346462.09   | 0.02%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASER                                   | SIG Combibloc PurchaseCo Sarl                                                    | CUSIP: 000000000<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $117476.96    | 0.00%             | 2031-04-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $552454.69    | 0.00%             | 2045-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17910000 | PA      | $4604231.05   | 0.04%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      4820000 | PA      | $6001094.44   | 0.05%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       800000 | PA      | $899044.85    | 0.01%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $256176.99    | 0.00%             | 2036-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $68972.78     | 0.00%             | 2041-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       680000 | PA      | $752683.30    | 0.01%             | 2028-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $345417.39    | 0.00%             | 2027-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1530000 | PA      | $591525.60    | 0.00%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $141884.29    | 0.00%             | 2031-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $450711.67    | 0.00%             | 2035-06-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     12030000 | PA      | $2925841.72   | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       896000 | PA      | $899766.34    | 0.01%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2271000 | PA      | $1559169.09   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $409440.58    | 0.00%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $573664.86    | 0.00%             | 2032-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      3521760 | PA      | $2713474.91   | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $378499.67    | 0.00%             | 2033-01-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1100000 | PA      | $1109964.92   | 0.01%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     23439000 | PA      | $26105548.51  | 0.20%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    833850000 | PA      | $5178913.69   | 0.04%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144716.47    | 0.00%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $228860.50    | 0.00%             | 2031-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |       350000 | PA      | $246039.94    | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLEY FIN SERV PTY LTD                                   | Worley Financial Services Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300XG4PYDO7ACB905 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $141682.31    | 0.00%             | 2032-05-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2750000 | PA      | $2829916.80   | 0.02%             | 2045-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SILFIN NV                                                 | Silfin NV                                                                        | CUSIP: 000000000<br>LEI: 213800WDGKCVWZAN1N02 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $466649.44    | 0.00%             | 2032-05-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     18520000 | PA      | $21292517.31  | 0.16%             | 2033-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $141645.46    | 0.00%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       100000 | PA      | $83259.49     | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       454000 | PA      | $474209.86    | 0.00%             | 2030-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       700000 | PA      | $838606.27    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     62000000 | PA      | $9713544.21   | 0.07%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      1740000 | PA      | $1140192.42   | 0.01%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $424124.82    | 0.00%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       300000 | PA      | $343305.19    | 0.00%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |       440000 | PA      | $507305.29    | 0.00%             | 2029-10-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       250000 | PA      | $295420.92    | 0.00%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $349784.28    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $375736.91    | 0.00%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       400000 | PA      | $460398.18    | 0.00%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $114528.60    | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       170000 | PA      | $180449.14    | 0.00%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $263905.17    | 0.00%             | 2052-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $343042.93    | 0.00%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      3600000 | PA      | $2476433.93   | 0.02%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $137672.23    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       700000 | PA      | $897895.25    | 0.01%             | 2038-12-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $459019.42    | 0.00%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       550000 | PA      | $613745.26    | 0.00%             | 2037-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230886.60    | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $347722.74    | 0.00%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $211833.68    | 0.00%             | 2031-07-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      1000000 | PA      | $1128607.02   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       600000 | PA      | $692653.99    | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       250000 | PA      | $248195.58    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $229759.97    | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $192785.83    | 0.00%             | 2034-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $558147.41    | 0.00%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $818540.84    | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |        50000 | PA      | $31326.90     | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114634.31    | 0.00%             | 2033-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       420000 | PA      | $261532.58    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-63801070.97 | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       450000 | PA      | $482181.72    | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |       150000 | PA      | $183322.07    | 0.00%             | 2029-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10569000 | PA      | $14238588.29  | 0.11%             | 2029-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                     | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $137244.30    | 0.00%             | 2030-10-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $470149.48    | 0.00%             | 2028-11-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     10899000 | PA      | $13042078.62  | 0.10%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143061.60    | 0.00%             | 2029-12-11      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $952360.97    | 0.01%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $562954.43    | 0.00%             | 2036-03-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |       400000 | PA      | $293106.37    | 0.00%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117130.64    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8704000 | PA      | $5089040.49   | 0.04%             | 2054-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-330795.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $236054.86    | 0.00%             | 2027-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115338.30    | 0.00%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $481465.61    | 0.00%             | 2029-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $433773.67    | 0.00%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       525000 | PA      | $414572.67    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       872179 | PA      | $1099547.53   | 0.01%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       200000 | PA      | $108795.85    | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     49660000 | PA      | $8928901.14   | 0.07%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $456683.98    | 0.00%             | 2033-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $337289.71    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       700000 | PA      | $806044.53    | 0.01%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       850000 | PA      | $924331.11    | 0.01%             | 2030-09-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |       700000 | PA      | $800112.08    | 0.01%             | 2032-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $346840.39    | 0.00%             | 2031-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |       382000 | PA      | $451622.41    | 0.00%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      5350000 | PA      | $3074731.71   | 0.02%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    592600000 | PA      | $3014431.68   | 0.02%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145422.75    | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $333137.81    | 0.00%             | 2040-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       210000 | PA      | $281912.28    | 0.00%             | 2026-10-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       900000 | PA      | $1004241.19   | 0.01%             | 2029-01-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $381457.25    | 0.00%             | 2033-11-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       600000 | PA      | $699445.52    | 0.01%             | 2030-01-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IDS FINANCING PLC                                         | IDS Financing PLC                                                                | CUSIP: 000000000<br>LEI: 2549003WF29F1G7TM942 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $681471.94    | 0.01%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SWEDEN                                         | Sweden Government International Bond                                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     25190000 | PA      | $2460887.61   | 0.02%             | 2030-09-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       535000 | PA      | $631357.58    | 0.00%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                           | SpareBank 1 SMN                                                                  | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $666658.96    | 0.01%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1450000 | PA      | $751636.57    | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1171872.66   | 0.01%             | 2029-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $362702.96    | 0.00%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       550000 | PA      | $566421.24    | 0.00%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $205086.72    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229717.68    | 0.00%             | 2027-05-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $228783.17    | 0.00%             | 2032-02-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       475000 | PA      | $535572.44    | 0.00%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $698458.82    | 0.01%             | 2032-02-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-2961.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119794.58    | 0.00%             | 2035-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       500000 | PA      | $601031.05    | 0.00%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $105976.31    | 0.00%             | 2044-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1437350000 | PA      | $8886989.94   | 0.07%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $536684.96    | 0.00%             | 2033-08-02      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $462054.67    | 0.00%             | 2029-09-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $663604.44    | 0.01%             | 2050-06-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $467134.66    | 0.00%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $321362.40    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AF4<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147149.89    | 0.00%             | 2026-08-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3685000 | PA      | $4693758.62   | 0.04%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1098000 | PA      | $847705.20    | 0.01%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  41912000000 | PA      | $2520242.87   | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |       600000 | PA      | $693311.95    | 0.01%             | 2030-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COLOPLAST FINANCE BV                                      | Coloplast Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900WUKMUUP16A4F62 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $570698.02    | 0.00%             | 2030-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145521.69    | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AENA SME SA                                               | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |       800000 | PA      | $970396.90    | 0.01%             | 2030-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11970000 | PA      | $14915083.82  | 0.11%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $687371.06    | 0.01%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                              | Kookmin Bank                                                                     | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |       500000 | PA      | $576964.21    | 0.00%             | 2029-09-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       425000 | PA      | $475492.74    | 0.00%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                        | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |       700000 | PA      | $804394.92    | 0.01%             | 2030-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $580079.97    | 0.00%             | 2027-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       225000 | PA      | $264049.77    | 0.00%             | 2032-04-16      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AT4<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221477.70    | 0.00%             | 2032-03-26      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE                                        | Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | CUSIP: 000000000<br>LEI: 969500QISBFB1NW4SX83 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $920753.76    | 0.01%             | 2052-06-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1050000 | PA      | $478491.49    | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       450000 | PA      | $517095.89    | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $233021.37    | 0.00%             | 2037-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |      1600000 | PA      | $247959.61    | 0.00%             | 2027-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $537188.17    | 0.00%             | 2029-01-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $106840.75    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $366868.48    | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    647000000 | PA      | $2498762.81   | 0.02%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1550000 | PA      | $1768519.39   | 0.01%             | 2041-03-11      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $348118.56    | 0.00%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       610000 | PA      | $708948.75    | 0.01%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  50166000000 | PA      | $3069813.20   | 0.02%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EASYJET FINCO BV                                          | easyJet FinCo BV                                                                 | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $513815.65    | 0.00%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $140978.02    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $502234.99    | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $115494.85    | 0.00%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     24190000 | PA      | $26778640.84  | 0.20%             | 2029-06-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      1000000 | PA      | $1098984.89   | 0.01%             | 2029-09-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $882255.84    | 0.01%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANDVIK AB                                                | Sandvik AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | DBT              | CORP              | SE        |       900000 | PA      | $986246.46    | 0.01%             | 2028-11-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146787.37    | 0.00%             | 2029-12-12      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      5960000 | PA      | $5928556.22   | 0.05%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $888205.93    | 0.01%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $667447.69    | 0.01%             | 2035-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $663750.61    | 0.01%             | 2026-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |       200000 | PA      | $233007.74    | 0.00%             | 2030-03-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6710000 | PA      | $1759644.27   | 0.01%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      6707000 | PA      | $7655626.81   | 0.06%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       700000 | PA      | $797513.75    | 0.01%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6000000000 | PA      | $4037112.34   | 0.03%             | 2027-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       275000 | PA      | $316385.12    | 0.00%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3940000 | PA      | $2961057.81   | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $301136.08    | 0.00%             | 2029-12-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      2650000 | PA      | $3090419.00   | 0.02%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1986000 | PA      | $2272873.74   | 0.02%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       300000 | PA      | $340701.03    | 0.00%             | 2038-03-04      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $207105.40    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       200000 | PA      | $233741.82    | 0.00%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $347717.26    | 0.00%             | 2028-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      1550000 | PA      | $1792933.03   | 0.01%             | 2032-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228181.43    | 0.00%             | 2036-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2105750000 | PA      | $12019718.65  | 0.09%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346951.41    | 0.00%             | 2030-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                       | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |       700000 | PA      | $772881.43    | 0.01%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      4711000 | PA      | $1433693.96   | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2010450000 | PA      | $12479206.86  | 0.10%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       450000 | PA      | $429239.50    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $153561.48    | 0.00%             | 2028-08-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       472000 | PA      | $405497.89    | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1139800000 | PA      | $7051444.50   | 0.05%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       200000 | PA      | $219383.17    | 0.00%             | 2038-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $530689.10    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       925000 | PA      | $900651.29    | 0.01%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2470000 | PA      | $2816702.49   | 0.02%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $640564.85    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146747.80    | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232013.67    | 0.00%             | 2033-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $283070.57    | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 000000000<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115927.06    | 0.00%             | 2028-09-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      3300000 | PA      | $2387959.27   | 0.02%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |       920000 | PA      | $1095866.91   | 0.01%             | 2033-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      1430000 | PA      | $1630793.54   | 0.01%             | 2027-06-17      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ING BANK (AUSTRALIA) LTD                                  | ING Bank Australia Ltd                                                           | CUSIP: 000000000<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |       250000 | PA      | $177645.81    | 0.00%             | 2031-02-13      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4680000 | PA      | $4385352.84   | 0.03%             | 2048-02-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                    | Sirius Real Estate Ltd                                                           | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |       100000 | PA      | $115242.29    | 0.00%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $802263.49    | 0.01%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8603000 | PA      | $10051377.76  | 0.08%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $309886.08    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      6960000 | PA      | $4293776.15   | 0.03%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       325000 | PA      | $372980.55    | 0.00%             | 2035-02-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     19000000 | PA      | $2986710.81   | 0.02%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     10823000 | PA      | $10113122.11  | 0.08%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $398800.11    | 0.00%             | 2038-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       600000 | PA      | $679828.25    | 0.01%             | 2040-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DK1<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $222878.60    | 0.00%             | 2028-02-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230890.25    | 0.00%             | 2032-02-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD LONDON                                       | DBS Bank Ltd/London                                                              | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |       300000 | PA      | $349674.45    | 0.00%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co Cie Credit Ford Du Canada                                  | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $307511.41    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $470895.64    | 0.00%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       200000 | PA      | $216610.69    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $350030.39    | 0.00%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       500000 | PA      | $427147.35    | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE LTD                                             | Hydro One Ltd                                                                    | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143936.13    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       400000 | PA      | $394276.62    | 0.00%             | 2033-11-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231036.59    | 0.00%             | 2029-06-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $-20051593.42 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $476310.86    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2550000 | PA      | $2974029.02   | 0.02%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115783.49    | 0.00%             | 2032-07-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $345943.61    | 0.00%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      2050000 | PA      | $2081223.55   | 0.02%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150838.14    | 0.00%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |       200000 | PA      | $250702.34    | 0.00%             | 2029-06-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $407860.55    | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       175000 | PA      | $198285.83    | 0.00%             | 2035-04-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAG8<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |       100000 | PA      | $73576.14     | 0.00%             | 2035-02-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $616612.05    | 0.00%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    166760000 | PA      | $25275972.05  | 0.19%             | 2034-07-04      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $344881.61    | 0.00%             | 2032-10-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $579369.25    | 0.00%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARDIFF UNIVERSITY                                        | Cardiff University                                                               | CUSIP: 000000000<br>LEI: 549300OORZW54UVPSL54 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $341380.05    | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $671315.47    | 0.01%             | 2029-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $581837.65    | 0.00%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $511468.53    | 0.00%             | 2032-02-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $349245.48    | 0.00%             | 2031-11-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |       375000 | PA      | $438796.84    | 0.00%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       330000 | PA      | $350304.61    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $351746.98    | 0.00%             | 2035-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |       200000 | PA      | $234785.65    | 0.00%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $524425.83    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229197.61    | 0.00%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $224801.19    | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $231697.73    | 0.00%             | 2038-04-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | ABS-O            | CORP              | GB        |       575000 | PA      | $790302.02    | 0.01%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       900000 | PA      | $1035537.44   | 0.01%             | 2030-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $342220.78    | 0.00%             | 2034-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       600000 | PA      | $806821.97    | 0.01%             | 2028-04-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      7971000 | PA      | $8234121.04   | 0.06%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING SA                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $437817.83    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $571597.06    | 0.00%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                  | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $115376.65    | 0.00%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $232057.94    | 0.00%             | 2036-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $282333.82    | 0.00%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                                  | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $223781.44    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SAS                                                           | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $462242.72    | 0.00%             | 2030-12-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    838550000 | PA      | $4876931.44   | 0.04%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |       450000 | PA      | $524221.03    | 0.00%             | 2028-07-02      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-59048.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $228984.95    | 0.00%             | 2032-04-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $771135.15    | 0.01%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $593075.13    | 0.00%             | 2033-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       250000 | PA      | $292620.77    | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     29268000 | PA      | $39872100.09  | 0.31%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    185340000 | PA      | $33324255.67  | 0.26%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $459118.51    | 0.00%             | 2032-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |       500000 | PA      | $520835.57    | 0.00%             | 2030-07-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    141006000 | PA      | $7766161.76   | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $1056659.18   | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4000000000 | PA      | $2693079.75   | 0.02%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1813244.07   | 0.01%             | 2030-09-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      5600000 | PA      | $3961361.10   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $134068.91    | 0.00%             | 2028-10-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2573000 | PA      | $2950239.60   | 0.02%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      2000000 | PA      | $2313244.87   | 0.02%             | 2029-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     14160000 | PA      | $16070898.93  | 0.12%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      1200000 | PA      | $1353417.75   | 0.01%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       900000 | PA      | $1001606.52   | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $577817.79    | 0.00%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       630000 | PA      | $344853.83    | 0.00%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       455000 | PA      | $532298.44    | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       600000 | PA      | $702871.43    | 0.01%             | 2029-07-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116257.35    | 0.00%             | 2028-12-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $110462.58    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $909689.12    | 0.01%             | 2038-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       375000 | PA      | $434869.28    | 0.00%             | 2029-11-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1011706.00   | 0.01%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1001000 | PA      | $796735.56    | 0.01%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER BANK                                   | Santander Consumer Bank AG                                                       | CUSIP: 000000000<br>LEI: 5299002CRNX7K6KOL397 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $419152.93    | 0.00%             | 2030-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $647337.39    | 0.00%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $136577.00    | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $181827.74    | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $365466.90    | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       250000 | PA      | $286818.53    | 0.00%             | 2038-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $575022.05    | 0.00%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |       100000 | PA      | $117640.25    | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE BANK                                            | Equitable Bank                                                                   | CUSIP: 000000000<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $692126.18    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $229629.04    | 0.00%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       300000 | PA      | $287924.55    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $577393.22    | 0.00%             | 2038-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     61440000 | PA      | $2987666.65   | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $354301.20    | 0.00%             | 2029-08-27      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       600000 | PA      | $428400.16    | 0.00%             | 2041-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $689816.32    | 0.01%             | 2028-01-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $345901.87    | 0.00%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       200000 | PA      | $230416.33    | 0.00%             | 2034-02-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       310000 | PA      | $189029.41    | 0.00%             | 2030-11-27      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCC5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $238553.39    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $452544.16    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |        50000 | PA      | $46752.56     | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       175000 | PA      | $206155.72    | 0.00%             | 2033-04-08      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-22072.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $234457.74    | 0.00%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      3736900 | PA      | $3911299.51   | 0.03%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346836.27    | 0.00%             | 2028-11-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $232080.76    | 0.00%             | 2036-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       132000 | PA      | $153177.13    | 0.00%             | 2026-11-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GQ3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $438521.05    | 0.00%             | 2030-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    308950000 | PA      | $46042980.83  | 0.35%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      2400000 | PA      | $1360610.40   | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       325000 | PA      | $380011.74    | 0.00%             | 2033-04-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MM43<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $110746.29    | 0.00%             | 2030-09-26      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $686575.61    | 0.01%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $315877.44    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       500000 | PA      | $646419.99    | 0.00%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       850000 | PA      | $973243.74    | 0.01%             | 2037-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $331408.92    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      5300000 | PA      | $6140329.44   | 0.05%             | 2029-06-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    121370000 | PA      | $21243424.32  | 0.16%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $790957.19    | 0.01%             | 2034-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    128600000 | PA      | $19377965.29  | 0.15%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       350000 | PA      | $467558.79    | 0.00%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAZALGETTE FINANCE PLC                                    | Bazalgette Finance Plc                                                           | CUSIP: 000000000<br>LEI: 213800ZGSE4AQTG77U19 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $533414.53    | 0.00%             | 2033-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $940515.78    | 0.01%             | 2037-05-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     20080000 | PA      | $2059182.01   | 0.02%             | 2034-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $516272.16    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SAECHSISCHE AUFBAU-FOERD                                  | Saechsische Aufbaubank-Foerderbank                                               | CUSIP: 000000000<br>LEI: 2Z7LGN9CRR5I5UEPSJ79 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $231241.65    | 0.00%             | 2031-03-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1168720.51   | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       250000 | PA      | $288366.98    | 0.00%             | 2034-01-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       650000 | PA      | $924536.21    | 0.01%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      1200000 | PA      | $1256505.39   | 0.01%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $75603.17     | 0.00%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       100000 | PA      | $109969.45    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     17172000 | PA      | $21851536.03  | 0.17%             | 2029-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $597295.43    | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $240307.50    | 0.00%             | 2033-08-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $667099.81    | 0.01%             | 2036-05-31      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $441824.27    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    203900000 | PA      | $1313266.18   | 0.01%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       750000 | PA      | $731974.56    | 0.01%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $202518.85    | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAC7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |       100000 | PA      | $77693.02     | 0.00%             | 2032-06-12      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |       450000 | PA      | $529452.01    | 0.00%             | 2027-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                  | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |       850000 | PA      | $924981.97    | 0.01%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5270000 | PA      | $2458185.92   | 0.02%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4700000 | PA      | $4458293.13   | 0.03%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GN1<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $363027.50    | 0.00%             | 2036-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $465280.70    | 0.00%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $348190.02    | 0.00%             | 2030-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $310631.63    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $240745.28    | 0.00%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $367957.42    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $775814.66    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $112718.96    | 0.00%             | 2028-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      1000000 | PA      | $1158642.04   | 0.01%             | 2031-01-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAL1<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $240581.59    | 0.00%             | 2033-02-14      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $327968.86    | 0.00%             | 2029-08-09      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    948700000 | PA      | $2478696.31   | 0.02%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $158884.21    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $536883.26    | 0.00%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK MILLENNIUM SA                                        | Bank Millennium SA                                                               | CUSIP: 000000000<br>LEI: 259400OFDZ9KPZEO8K78 | Long             | DBT              | CORP              | PL        |       400000 | PA      | $483991.50    | 0.00%             | 2029-09-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      7090000 | PA      | $8049495.04   | 0.06%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       175000 | PA      | $205105.36    | 0.00%             | 2032-04-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    554250000 | PA      | $3475723.89   | 0.03%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1117486.56   | 0.01%             | 2028-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       650000 | PA      | $749291.27    | 0.01%             | 2031-02-03      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $690106.04    | 0.01%             | 2031-02-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $1131400.17   | 0.01%             | 2033-04-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $447456.41    | 0.00%             | 2040-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6761240000 | PA      | $4443993.47   | 0.03%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2417000 | PA      | $2773421.54   | 0.02%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      4299000 | PA      | $4500276.95   | 0.03%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $476981.67    | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $382657.07    | 0.00%             | 2041-03-01      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $347871.19    | 0.00%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1590000 | PA      | $1829673.89   | 0.01%             | 2033-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $114427.82    | 0.00%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      3000000 | PA      | $3466795.98   | 0.03%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      4500000 | PA      | $187437.53    | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     53050000 | PA      | $1655410.07   | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $575768.90    | 0.00%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $236941.90    | 0.00%             | 2031-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $1147177.49   | 0.01%             | 2036-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $664549.33    | 0.01%             | 2031-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4136000 | PA      | $3082949.78   | 0.02%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     15622000 | PA      | $7889695.52   | 0.06%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $681777.41    | 0.01%             | 2034-11-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                 | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |        50000 | PA      | $62181.81     | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $204802.13    | 0.00%             | 2034-08-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAQ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $111194.01    | 0.00%             | 2027-10-04      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1156932.62   | 0.01%             | 2030-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSUR TRAV                                       | Mutuelle Assurance Travailleur Mutualiste SAM                                    | CUSIP: 000000000<br>LEI: 969500TGV20DWSIW1W82 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $239647.73    | 0.00%             | 2036-02-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926QY3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $440455.83    | 0.00%             | 2029-06-12      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $282939.11    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $117355.81    | 0.00%             | 2030-07-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AGT7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $110287.90    | 0.00%             | 2026-06-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      9000000 | PA      | $1364666.48   | 0.01%             | 2027-08-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    561750000 | PA      | $2704029.65   | 0.02%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1220000 | PA      | $1226209.17   | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |       750000 | PA      | $863787.17    | 0.01%             | 2032-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1500000 | PA      | $1067276.64   | 0.01%             | 2031-02-12      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      2100000 | PA      | $2410875.26   | 0.02%             | 2040-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       550000 | PA      | $500811.09    | 0.00%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $266523.24    | 0.00%             | 2032-07-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                   | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |      1000000 | PA      | $1127717.78   | 0.01%             | 2030-05-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      2629000 | PA      | $1686120.71   | 0.01%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       300000 | PA      | $316289.81    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $348459.90    | 0.00%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       200000 | PA      | $229756.21    | 0.00%             | 2030-11-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOURMALINE OIL CORP                                       | Tourmaline Oil Corp                                                              | CUSIP: 89156VAD8<br>LEI: 894500I7AXG91VB3PM28 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147211.51    | 0.00%             | 2031-03-16      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $222971.48    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       675000 | PA      | $775774.49    | 0.01%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       550000 | PA      | $636035.36    | 0.00%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      3320000 | PA      | $2244616.29   | 0.02%             | 2029-03-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136933.20    | 0.00%             | 2029-11-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1343710 | PA      | $1290269.28   | 0.01%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $228088.39    | 0.00%             | 2034-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $497795.05    | 0.00%             | 2030-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       400000 | PA      | $466555.40    | 0.00%             | 2030-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $534347.40    | 0.00%             | 2028-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY COLLEGE LONDO                                  | University College London                                                        | CUSIP: 000000000<br>LEI: 549300LJ07V1C502IZ32 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $47405.01     | 0.00%             | 2061-06-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       100000 | PA      | $136399.29    | 0.00%             | 2028-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $705117.52    | 0.01%             | 2030-08-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $344508.66    | 0.00%             | 2033-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       175000 | PA      | $200660.84    | 0.00%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8570000 | PA      | $10047215.00  | 0.08%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $348224.50    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       350000 | PA      | $404654.32    | 0.00%             | 2029-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230129.24    | 0.00%             | 2027-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       390000 | PA      | $146045.94    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144316.79    | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114753.12    | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1115371.97   | 0.01%             | 2028-02-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $493763.17    | 0.00%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                  | Tyco Electronics Group SA                                                        | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $571166.37    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $538105.46    | 0.00%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $233459.77    | 0.00%             | 2031-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $334194.37    | 0.00%             | 2028-09-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |       900000 | PA      | $1039332.43   | 0.01%             | 2030-07-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |       650000 | PA      | $453277.39    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $667310.75    | 0.01%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAV5<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $217743.21    | 0.00%             | 2032-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                             | OSB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $221225.03    | 0.00%             | 2030-01-16      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRISBANE AIRPORT CORP                                     | Brisbane Airport Corp Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $228146.53    | 0.00%             | 2035-11-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $428802.10    | 0.00%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $97238.74     | 0.00%             | 2033-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $231296.57    | 0.00%             | 2030-07-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $116698.65    | 0.00%             | 2026-08-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $455494.10    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       700000 | PA      | $806795.84    | 0.01%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1550000 | PA      | $1103329.09   | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $541642.13    | 0.00%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                 | Bertelsmann SE & Co. KGaA                                                        | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $470758.72    | 0.00%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115257.32    | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $146749.83    | 0.00%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $346792.34    | 0.00%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |       100000 | PA      | $113859.48    | 0.00%             | 2035-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     11203000 | PA      | $8489365.36   | 0.06%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |       650000 | PA      | $763497.61    | 0.01%             | 2028-10-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1420000 | PA      | $1861535.39   | 0.01%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    364550000 | PA      | $1144088.21   | 0.01%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       550000 | PA      | $651816.52    | 0.00%             | 2027-09-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAQ5<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $786438.62    | 0.01%             | 2036-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 000000000<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       200000 | PA      | $231638.94    | 0.00%             | 2028-08-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    136450000 | PA      | $727676.17    | 0.01%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $631081.67    | 0.00%             | 2029-11-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $456701.08    | 0.00%             | 2037-02-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       400000 | PA      | $464848.89    | 0.00%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $401284.99    | 0.00%             | 2031-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $754067.48    | 0.01%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114546.52    | 0.00%             | 2033-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $641647.12    | 0.00%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1450000 | PA      | $1635591.74   | 0.01%             | 2040-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    114500000 | PA      | $17882614.57  | 0.14%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $701867.25    | 0.01%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2403000 | PA      | $1471089.03   | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1180000 | PA      | $911259.43    | 0.01%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       500000 | PA      | $582352.32    | 0.00%             | 2032-05-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                        | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |       175000 | PA      | $201187.05    | 0.00%             | 2033-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $412340.03    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $76715.20     | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-675712.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1050000 | PA      | $1410945.12   | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |       900000 | PA      | $1063427.97   | 0.01%             | 2028-05-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $349594.50    | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $210090.85    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $461135.46    | 0.00%             | 2031-03-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505FU3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       100000 | PA      | $72294.41     | 0.00%             | 2029-04-04      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       400000 | PA      | $331097.49    | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  39000000000 | PA      | $2229608.46   | 0.02%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $596476.21    | 0.00%             | 2032-01-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145899.41    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $468012.30    | 0.00%             | 2030-02-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72902.38     | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      1000000 | PA      | $1182519.25   | 0.01%             | 2030-07-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                                           | Knorr-Bremse AG                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $234332.99    | 0.00%             | 2032-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                        | Segro Capital Sarl                                                               | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              |  | LU        |       300000 | PA      | $298108.36    | 0.00%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $348090.18    | 0.00%             | 2031-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       900000 | PA      | $1036561.91   | 0.01%             | 2032-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150594.28    | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $210963.22    | 0.00%             | 2031-07-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      8660000 | PA      | $10049670.50  | 0.08%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2590000 | PA      | $3008907.74   | 0.02%             | 2033-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       800000 | PA      | $1001429.11   | 0.01%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $458309.52    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy Finance BV                                 | Siemens Energy Finance BV                                                        | CUSIP: 000000000<br>LEI: 529900GXHPSHYHBLHP23 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $480292.19    | 0.00%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       800000 | PA      | $928696.15    | 0.01%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $571339.55    | 0.00%             | 2032-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       700000 | PA      | $699909.39    | 0.01%             | 2031-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       341000 | PA      | $400250.10    | 0.00%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $116777.60    | 0.00%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    835750000 | PA      | $4670930.17   | 0.04%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RLB OBEROESTERREICH                                       | Raiffeisenlandesbank Oberoesterreich AG                                          | CUSIP: 000000000<br>LEI: I6SS27Q1Q3385V753S50 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $181734.07    | 0.00%             | 2035-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $364546.24    | 0.00%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |        60000 | PA      | $45587.01     | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     12122000 | PA      | $16722122.74  | 0.13%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AH5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $159327.00    | 0.00%             | 2051-09-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $106262.33    | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       518000 | PA      | $732996.64    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $117182.91    | 0.00%             | 2033-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1100000 | PA      | $1485849.62   | 0.01%             | 2028-10-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $351951.53    | 0.00%             | 2026-12-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1101595.14   | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCE4<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $71765.41     | 0.00%             | 2055-10-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $233165.16    | 0.00%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $113312.38    | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |       100000 | PA      | $126330.69    | 0.00%             | 2029-12-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                       | Canadian Government Bond                                                         | CUSIP: 135087U44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     17700000 | PA      | $12916229.27  | 0.10%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $620145.98    | 0.00%             | 2031-02-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $895431.46    | 0.01%             | 2030-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       330000 | PA      | $380185.57    | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAZ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $255359.31    | 0.00%             | 2027-03-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    579480000 | PA      | $1667631.05   | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $433970.80    | 0.00%             | 2033-05-23      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    108460000 | PA      | $16865003.31  | 0.13%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1453000 | PA      | $1693959.78   | 0.01%             | 2028-07-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $207712.53    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $140460.26    | 0.00%             | 2041-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    141050000 | PA      | $5024429.16   | 0.04%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6460000 | PA      | $7654777.59   | 0.06%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      3545000 | PA      | $3376161.64   | 0.03%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3061000 | PA      | $3410833.98   | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $420925.11    | 0.00%             | 2030-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       630000 | PA      | $404970.83    | 0.00%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2240000000 | PA      | $2643119.24   | 0.02%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1199146.80   | 0.01%             | 2027-11-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430XFZ0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147839.81    | 0.00%             | 2032-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $463667.33    | 0.00%             | 2029-03-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       870000 | PA      | $977781.31    | 0.01%             | 2028-09-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229545.08    | 0.00%             | 2027-03-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $397823.75    | 0.00%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $873824.56    | 0.01%             | 2048-11-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $231496.73    | 0.00%             | 2027-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5500000 | PA      | $6389180.15   | 0.05%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       750000 | PA      | $521979.39    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $201647.80    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WOHNEN SE                                        | Deutsche Wohnen SE                                                               | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $755654.17    | 0.01%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $409134.14    | 0.00%             | 2036-07-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $115876.28    | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    203090000 | PA      | $30109942.44  | 0.23%             | 2029-10-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     56610000 | PA      | $2262788.87   | 0.02%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH WIDOWS LTD                                       | Scottish Widows Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $270729.05    | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       300000 | PA      | $308275.20    | 0.00%             | 2033-03-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      2150000 | PA      | $1469218.83   | 0.01%             | 2035-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NERVAL SAS                                                | Nerval SAS                                                                       | CUSIP: 000000000<br>LEI: 969500J6JIKQCN6GP325 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $220480.81    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       100000 | PA      | $114745.86    | 0.00%             | 2033-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $543219.37    | 0.00%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $638515.50    | 0.00%             | 2031-04-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       800000 | PA      | $816181.99    | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       100000 | PA      | $111872.32    | 0.00%             | 2035-03-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1292050000 | PA      | $5875730.48   | 0.04%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1520000 | PA      | $1271970.68   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |       296000 | PA      | $272497.15    | 0.00%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       200000 | PA      | $229896.62    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      5000000 | PA      | $6043348.16   | 0.05%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       650000 | PA      | $585694.97    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2524000 | PA      | $1981271.94   | 0.02%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $540733.84    | 0.00%             | 2029-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       860000 | PA      | $948194.18    | 0.01%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                         | IGM Financial Inc                                                                | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $128384.33    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152377.82    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $220213.57    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      1060000 | PA      | $1212429.51   | 0.01%             | 2028-05-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1078920000 | PA      | $2755521.74   | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $357816.45    | 0.00%             | 2030-01-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                           | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      1260000 | PA      | $1310490.44   | 0.01%             | 2033-02-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MINI MALL STORG PRP TRST                                  | Mini Mall Storage Properties Trust                                               | CUSIP: 60359AAD0<br>LEI: 54930035T7JXDXKB8I80 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73271.77     | 0.00%             | 2028-01-30      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       300000 | PA      | $342631.62    | 0.00%             | 2056-02-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $1173495.54   | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                             | TMX Group Ltd                                                                    | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $308444.27    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $301842.07    | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     13000000 | PA      | $2077912.13   | 0.02%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       600000 | PA      | $659810.29    | 0.01%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIRELLI & C SPA                                           | Pirelli & C SpA                                                                  | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | DBT              | CORP              | IT        |       450000 | PA      | $533024.72    | 0.00%             | 2029-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |       853000 | PA      | $986898.82    | 0.01%             | 2027-02-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY WM                                        | National Grid Electricity Distribution West Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $961319.07    | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $108509.88    | 0.00%             | 2030-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                    | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      2120000 | PA      | $1466419.27   | 0.01%             | 2035-06-18      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     37430000 | PA      | $9115721.24   | 0.07%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118930.11    | 0.00%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $1764907.83   | 0.01%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    467640000 | PA      | $1324765.69   | 0.01%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $329065.99    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    494300000 | PA      | $2505823.78   | 0.02%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCC9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $149315.18    | 0.00%             | 2030-02-22      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5690000 | PA      | $1562805.00   | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       750000 | PA      | $856967.02    | 0.01%             | 2035-01-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                         | Pension Insurance Corp PLC                                                       | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |       863000 | PA      | $1155098.44   | 0.01%             | 2030-09-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $977871.00    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1550000 | PA      | $1538350.81   | 0.01%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $470843.71    | 0.00%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $83913.69     | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $222167.99    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $133788.31    | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       100000 | PA      | $114915.67    | 0.00%             | 2033-02-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $125349.58    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1290000 | PA      | $1492024.40   | 0.01%             | 2041-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      2000000 | PA      | $2299420.48   | 0.02%             | 2036-01-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145270.41    | 0.00%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |       500000 | PA      | $581555.59    | 0.00%             | 2029-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $709658.28    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $262061.05    | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $2643364.38   | 0.02%             | 2036-01-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $463608.62    | 0.00%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                                        | Vesteda Finance BV                                                               | CUSIP: 000000000<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $413997.54    | 0.00%             | 2032-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       899000 | PA      | $1030425.42   | 0.01%             | 2029-07-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  36752000000 | PA      | $2078381.23   | 0.02%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1025834.61   | 0.01%             | 2034-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       800000 | PA      | $753949.39    | 0.01%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $178381.62    | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORP                                        | Redeia Corp SA                                                                   | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $117454.41    | 0.00%             | 2032-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-944392.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     11170000 | PA      | $1755833.76   | 0.01%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCV0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73600.28     | 0.00%             | 2055-08-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $388491.53    | 0.00%             | 2036-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      2000000 | PA      | $2333883.57   | 0.02%             | 2033-09-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAQ2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       188000 | PA      | $142416.50    | 0.00%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1160000 | PA      | $1285765.33   | 0.01%             | 2029-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $228650.88    | 0.00%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    535100000 | PA      | $3392558.34   | 0.03%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7963055.54   | 0.06%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HEMSO FASTIGHETS AB                                       | Hemso Fastighets AB                                                              | CUSIP: 000000000<br>LEI: 549300VOTS5OZ82UTG69 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $114970.27    | 0.00%             | 2058-02-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     14240000 | PA      | $19311904.30  | 0.15%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     22050000 | PA      | $912782.05    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $340706.01    | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $516369.62    | 0.00%             | 2031-05-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       775000 | PA      | $910102.32    | 0.01%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $226676.38    | 0.00%             | 2035-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1550000 | PA      | $1460247.56   | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AR5<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145298.16    | 0.00%             | 2032-12-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FINGRID OYJ                                               | Fingrid Oyj                                                                      | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $347050.09    | 0.00%             | 2029-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       400000 | PA      | $458834.48    | 0.00%             | 2033-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1146633.20   | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $114133.11    | 0.00%             | 2036-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRIDIUM GROUP SARL                                       | Viridium Group Sarl                                                              | CUSIP: 000000000<br>LEI: 529900KV8TZ3U89I6O72 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $333367.59    | 0.00%             | 2035-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4160000 | PA      | $4906397.48   | 0.04%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                                  | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $385768.34    | 0.00%             | 2041-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ISLANDSBANKI                                              | Islandsbanki HF                                                                  | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | DBT              | CORP              | IS        |       100000 | PA      | $114654.98    | 0.00%             | 2032-11-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $529009.72    | 0.00%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231936.74    | 0.00%             | 2049-05-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      7292000 | PA      | $8447200.25   | 0.06%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $355063.37    | 0.00%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       970000 | PA      | $1288228.11   | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $73281.39     | 0.00%             | 2033-06-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       750000 | PA      | $893968.09    | 0.01%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       200000 | PA      | $212997.07    | 0.00%             | 2030-03-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $355548.53    | 0.00%             | 2036-03-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONS FINAN AUTH                                  | First Nations Finance Authority                                                  | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $370639.50    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BE3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $154080.10    | 0.00%             | 2028-09-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1086390.23   | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $467332.22    | 0.00%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3861000 | PA      | $2082357.47   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    136440000 | PA      | $20960693.01  | 0.16%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     10682000 | PA      | $3313643.66   | 0.03%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2317350000 | PA      | $14540858.43  | 0.11%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $99576.12     | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     14220000 | PA      | $678916.48    | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $989681.91    | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $470911.32    | 0.00%             | 2029-11-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $314415.58    | 0.00%             | 2030-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $279948.63    | 0.00%             | 2035-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                                   | Ontario Electricity Financial Corp                                               | CUSIP: 683078GG8<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $222701.51    | 0.00%             | 2026-06-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1297950000 | PA      | $8211010.03   | 0.06%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AJ6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $75554.46     | 0.00%             | 2029-02-13      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $119463.88    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1100000 | PA      | $1242676.59   | 0.01%             | 2034-09-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       526000 | PA      | $599677.57    | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    952750000 | PA      | $5380377.37   | 0.04%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $506266.86    | 0.00%             | 2042-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $351254.22    | 0.00%             | 2037-05-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $446317.58    | 0.00%             | 2029-06-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114668.61    | 0.00%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4630000 | PA      | $2635124.51   | 0.02%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $484214.49    | 0.00%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $77655.35     | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $604455.78    | 0.00%             | 2034-04-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $504422.65    | 0.00%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |       500000 | PA      | $491355.01    | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1031699.46   | 0.01%             | 2037-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1000000 | PA      | $237110.58    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $588984.76    | 0.00%             | 2044-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $312186.94    | 0.00%             | 2032-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       500000 | PA      | $641254.01    | 0.00%             | 2041-11-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       700000 | PA      | $808534.83    | 0.01%             | 2033-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       180000 | PA      | $161460.16    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HAMBURGER SPARKASSE                                       | Hamburger Sparkasse AG                                                           | CUSIP: 000000000<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $461643.59    | 0.00%             | 2033-02-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $164.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       550000 | PA      | $618248.99    | 0.00%             | 2028-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $341133.70    | 0.00%             | 2034-03-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     18100000 | PA      | $2815157.72   | 0.02%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1556484.64   | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $327196.36    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $365308.17    | 0.00%             | 2054-07-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $446655.77    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1100000 | PA      | $1189026.79   | 0.01%             | 2029-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $257509.33    | 0.00%             | 2036-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $951440.88    | 0.01%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $349888.68    | 0.00%             | 2034-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $622142.17    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |       350000 | PA      | $407727.53    | 0.00%             | 2026-12-04      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $442722.49    | 0.00%             | 2028-10-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $231300.47    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       500000 | PA      | $576077.37    | 0.00%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |       700000 | PA      | $811169.17    | 0.01%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6780000 | PA      | $8092586.71   | 0.06%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $12730474.91  | 0.10%             | 2028-01-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086TY0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143070.26    | 0.00%             | 2028-07-31      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1155103.26   | 0.01%             | 2029-10-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145623.01    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1720000 | PA      | $1871785.12   | 0.01%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       500000 | PA      | $553891.00    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       300000 | PA      | $305772.17    | 0.00%             | 2031-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                      | Maple Parent Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |       250000 | PA      | $292977.26    | 0.00%             | 2032-03-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     24150000 | PA      | $1002129.89   | 0.01%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1189000 | PA      | $1267501.43   | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       550000 | PA      | $402897.55    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       400000 | PA      | $294197.01    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       200000 | PA      | $229042.96    | 0.00%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4591000 | PA      | $4121864.81   | 0.03%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $455165.98    | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     19820000 | PA      | $5236566.48   | 0.04%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |       150000 | PA      | $170845.54    | 0.00%             | 2055-09-02      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       150000 | PA      | $176552.89    | 0.00%             | 2029-04-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1253163.68   | 0.01%             | 2028-12-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6230000 | PA      | $7064998.40   | 0.05%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $738094.26    | 0.01%             | 2032-01-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      3480000 | PA      | $2689614.22   | 0.02%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $168316.42    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1647582.81   | 0.01%             | 2031-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       950000 | PA      | $1071622.34   | 0.01%             | 2028-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $191490.71    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2394590000 | PA      | $1488798.44   | 0.01%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1950000 | PA      | $1851921.03   | 0.01%             | 2036-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $259300.75    | 0.00%             | 2028-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $333683.16    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1800000 | PA      | $1317498.11   | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $184848.23    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       521000 | PA      | $544225.12    | 0.00%             | 2045-08-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $508369.65    | 0.00%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                              | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $324743.79    | 0.00%             | 2029-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      1000000 | PA      | $1193954.79   | 0.01%             | 2028-12-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1299000 | PA      | $1590229.00   | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      5040000 | PA      | $2556031.63   | 0.02%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                                       | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $137221.33    | 0.00%             | 2031-09-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $584459.36    | 0.00%             | 2029-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                  | Port of Newcastle Investments Financing Pty Ltd                                  | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $211265.76    | 0.00%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    781350000 | PA      | $4084429.60   | 0.03%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $206820.35    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     41420000 | PA      | $1189856.97   | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $1218000.95   | 0.01%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $144654.48    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PEARSON FUNDING PLC                                       | Pearson Funding PLC                                                              | CUSIP: 000000000<br>LEI: 2138001ZJKQ5U81RMY52 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $128600.18    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5856530000 | PA      | $3506929.10   | 0.03%             | 2052-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EL2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $306271.97    | 0.00%             | 2029-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $461959.00    | 0.00%             | 2032-05-06      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $401882.32    | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       125000 | PA      | $79944.07     | 0.00%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $118171.52    | 0.00%             | 2043-01-18      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                 | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       300000 | PA      | $343719.03    | 0.00%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       583000 | PA      | $686085.44    | 0.01%             | 2056-01-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                              | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $233184.86    | 0.00%             | 2032-10-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5771000 | PA      | $6840574.11   | 0.05%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $289151.32    | 0.00%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $230204.56    | 0.00%             | 2036-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BMW CANADA INC                                            | BMW Canada Inc                                                                   | CUSIP: 05590HBN6<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72929.11     | 0.00%             | 2030-02-04      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| OMNICOM CAPITAL HOLDINGS                                  | Omnicom Capital Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $420470.74    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $455533.75    | 0.00%             | 2034-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       500000 | PA      | $578422.20    | 0.00%             | 2028-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                | Dover Corp                                                                       | CUSIP: 000000000<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |       300000 | PA      | $343984.85    | 0.00%             | 2033-11-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     17703000 | PA      | $14530486.63  | 0.11%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $511517.68    | 0.00%             | 2036-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $175917.20    | 0.00%             | 2027-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $101932.88    | 0.00%             | 2031-12-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     64600000 | PA      | $11344078.01  | 0.09%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      5060000 | PA      | $4031486.50   | 0.03%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      4450000 | PA      | $3044237.63   | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       850000 | PA      | $920770.57    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |       550000 | PA      | $735794.49    | 0.01%             | 2028-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3966010000 | PA      | $2666688.89   | 0.02%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $237874.20    | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1320852.83   | 0.01%             | 2030-03-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1510000 | PA      | $1079681.63   | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       780000 | PA      | $783120.16    | 0.01%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       950000 | PA      | $1203485.81   | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $481241.32    | 0.00%             | 2054-09-04      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $807915.35    | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1760000 | PA      | $1211888.08   | 0.01%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEKABANK DEUTSCHE GIRO                                    | DekaBank Deutsche Girozentrale                                                   | CUSIP: 000000000<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $589556.34    | 0.00%             | 2029-02-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |       300000 | PA      | $339993.29    | 0.00%             | 2036-10-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       750000 | PA      | $866417.12    | 0.01%             | 2035-08-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $234274.36    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $559000.10    | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      1000000 | PA      | $1171512.54   | 0.01%             | 2029-08-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                      | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |       650000 | PA      | $738661.22    | 0.01%             | 2028-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11097000 | PA      | $12667629.83  | 0.10%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRD0<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $153583.37    | 0.00%             | 2033-12-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |       200000 | PA      | $140419.50    | 0.00%             | 2030-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                   | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $231974.58    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                            | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $239890.24    | 0.00%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1109337.31   | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $443268.46    | 0.00%             | 2028-10-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3500000 | PA      | $674328.94    | 0.01%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1444774.76   | 0.01%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1175763.11   | 0.01%             | 2041-04-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $587580.08    | 0.00%             | 2031-04-08      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PKO BANK HIPOTECZNY                                       | PKO Bank Hipoteczny SA                                                           | CUSIP: 000000000<br>LEI: 259400ALN6AM4REPEA16 | Long             | DBT              | CORP              | PL        |       400000 | PA      | $460390.45    | 0.00%             | 2029-06-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $521437.87    | 0.00%             | 2030-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    575100000 | PA      | $2148797.46   | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1028909.93   | 0.01%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      6749000 | PA      | $8093586.08   | 0.06%             | 2039-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  17839930000 | PA      | $8318128.01   | 0.06%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    858800000 | PA      | $4584554.22   | 0.04%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      1000000 | PA      | $1158555.03   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    639950000 | PA      | $2949120.39   | 0.02%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      5780000 | PA      | $6211549.11   | 0.05%             | 2030-10-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                                          | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114138.96    | 0.00%             | 2028-04-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $573425.09    | 0.00%             | 2046-02-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     10000000 | PA      | $1471461.85   | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221773.75    | 0.00%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       650000 | PA      | $751823.18    | 0.01%             | 2032-03-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $582670.82    | 0.00%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       450000 | PA      | $473253.94    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1300000 | PA      | $1350239.37   | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       650000 | PA      | $392248.62    | 0.00%             | 2031-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1226348.03  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      7997000 | PA      | $9147687.60   | 0.07%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $738750.67    | 0.01%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARVAL SERVICE LEASE SA/F                                  | Arval Service Lease SA/France                                                    | CUSIP: 000000000<br>LEI: 969500UCL6ROAHVXQV60 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1311241.05   | 0.01%             | 2027-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1338086.43   | 0.01%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $678391.65    | 0.01%             | 2030-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $227082.65    | 0.00%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10695000 | PA      | $14185798.09  | 0.11%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        50000 | PA      | $37323.28     | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |       500000 | PA      | $619059.70    | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      1286000 | PA      | $1432593.39   | 0.01%             | 2029-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $353064.54    | 0.00%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $304289.91    | 0.00%             | 2034-04-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      2580000 | PA      | $1066519.00   | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $335895.14    | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FC8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $145083.84    | 0.00%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     11420000 | PA      | $7458084.84   | 0.06%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIZEN TREASURY PLC                                      | Citizen Treasury PLC                                                             | CUSIP: 000000000<br>LEI: 213800U87S2B5BF1RO21 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $247723.57    | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115571.43    | 0.00%             | 2031-01-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAQ7<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144809.27    | 0.00%             | 2031-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $569343.40    | 0.00%             | 2035-01-29      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $224434.04    | 0.00%             | 2038-06-23      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $313517.60    | 0.00%             | 2030-08-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      7020000 | PA      | $7624893.99   | 0.06%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QH88<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $367995.07    | 0.00%             | 2030-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      7650000 | PA      | $4994161.69   | 0.04%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                  | MassMutual Global Funding II                                                     | CUSIP: 57629W7N4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |       200000 | PA      | $147113.81    | 0.00%             | 2032-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      2030000 | PA      | $1104031.75   | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $346564.45    | 0.00%             | 2031-10-08      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7365000 | PA      | $9944221.97   | 0.08%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                    | EWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900L64X6KZZW19R71 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $286529.95    | 0.00%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119621.13    | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3521840.25   | 0.03%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1788350000 | PA      | $6861981.03   | 0.05%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136196.04    | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       950000 | PA      | $985030.58    | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |       500000 | PA      | $573134.56    | 0.00%             | 2031-11-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       300000 | PA      | $347793.57    | 0.00%             | 2029-07-23      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       200000 | PA      | $198715.43    | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $497366.20    | 0.00%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1200000 | PA      | $1230208.04   | 0.01%             | 2030-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                           | Mitsubishi Corp                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $340297.88    | 0.00%             | 2034-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       800000 | PA      | $962488.78    | 0.01%             | 2033-04-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2442000 | PA      | $2087432.11   | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1600000 | PA      | $1887921.34   | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       300000 | PA      | $347196.75    | 0.00%             | 2032-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $217848.74    | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | Illinois Tool Works Inc                                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       850000 | PA      | $991191.01    | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     40000000 | PA      | $1263557.11   | 0.01%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $232243.45    | 0.00%             | 2026-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       900000 | PA      | $1038353.18   | 0.01%             | 2028-10-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       300000 | PA      | $344568.88    | 0.00%             | 2038-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $116966.07    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     30000000 | PA      | $3246413.28   | 0.02%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       590000 | PA      | $671130.61    | 0.01%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $519403.41    | 0.00%             | 2029-01-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230734.28    | 0.00%             | 2038-01-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1740000 | PA      | $1988821.46   | 0.02%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4113770000 | PA      | $2634394.63   | 0.02%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |       450000 | PA      | $488667.74    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       225000 | PA      | $258296.71    | 0.00%             | 2035-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARION BANKI HF                                            | Arion Banki HF                                                                   | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |       200000 | PA      | $229081.40    | 0.00%             | 2031-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $571235.18    | 0.00%             | 2037-02-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $273559.63    | 0.00%             | 2036-03-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $184249.14    | 0.00%             | 2051-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3460000 | PA      | $2511535.28   | 0.02%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |       300000 | PA      | $319009.31    | 0.00%             | 2029-09-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $334587.83    | 0.00%             | 2046-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $819255.92    | 0.01%             | 2027-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                      | Robert Bosch Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300VQST07EL5DYC58 | Long             | DBT              | CORP              | US        |       500000 | PA      | $578632.50    | 0.00%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $591881.24    | 0.00%             | 2032-11-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                             | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       775000 | PA      | $906889.35    | 0.01%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       150000 | PA      | $166605.85    | 0.00%             | 2036-10-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $223724.62    | 0.00%             | 2028-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $462774.05    | 0.00%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $236653.76    | 0.00%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346611.87    | 0.00%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $234940.51    | 0.00%             | 2031-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBR4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $130860.54    | 0.00%             | 2045-12-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $676898.23    | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $215330.24    | 0.00%             | 2037-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345916.12    | 0.00%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN SYDNEY UNI                                        | Western Sydney University                                                        | CUSIP: 000000000<br>LEI: 984500CS3N0AK68BAB93 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $409255.64    | 0.00%             | 2032-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1283757.74   | 0.01%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       500000 | PA      | $671664.62    | 0.01%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $494391.81    | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $236557.49    | 0.00%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $237961.53    | 0.00%             | 2028-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      1900000 | PA      | $1933545.53   | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       800000 | PA      | $912395.43    | 0.01%             | 2035-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $585365.03    | 0.00%             | 2026-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $194484.02    | 0.00%             | 2031-11-25      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $234343.81    | 0.00%             | 2026-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1560000 | PA      | $972889.19    | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4280000 | PA      | $5022034.83   | 0.04%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $226956.95    | 0.00%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       700000 | PA      | $789352.71    | 0.01%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       950000 | PA      | $666918.20    | 0.01%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGIR SEC                                               | Energir SEC                                                                      | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $140827.29    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $825336.69    | 0.01%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229582.03    | 0.00%             | 2032-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     18200000 | PA      | $579411.21    | 0.00%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                     | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |       200000 | PA      | $144701.03    | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $231229.48    | 0.00%             | 2031-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $316200.71    | 0.00%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $879565.47    | 0.01%             | 2033-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4000000 | PA      | $2933252.31   | 0.02%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      2590000 | PA      | $1842912.76   | 0.01%             | 2029-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $347352.47    | 0.00%             | 2031-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       400000 | PA      | $226191.12    | 0.00%             | 2050-05-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $787940.28    | 0.01%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |       100000 | PA      | $92380.54     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $461521.37    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      9673000 | PA      | $8871644.66   | 0.07%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $461619.94    | 0.00%             | 2027-03-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $340501.21    | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CRH FIN UK PLC                                            | Crh Finance UK PLC                                                               | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $394933.22    | 0.00%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CROMBIE REAL ESTATE INV                                   | Crombie Real Estate Investment Trust                                             | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              |  | CA        |       400000 | PA      | $297723.48    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $350499.26    | 0.00%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      1250000 | PA      | $694074.31    | 0.01%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $441279.33    | 0.00%             | 2042-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $302805.69    | 0.00%             | 2032-07-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    909550000 | PA      | $5041584.15   | 0.04%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      1170000 | PA      | $1438095.42   | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FAIRSTONE BANK OF CANADA                                  | Fairstone Bank of Canada                                                         | CUSIP: 305939AB6<br>LEI: 894500E7T4VPWVBNGQ73 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $290108.46    | 0.00%             | 2029-02-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $819978.89    | 0.01%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $604696.41    | 0.00%             | 2030-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5421200000 | PA      | $3623269.36   | 0.03%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5736000 | PA      | $6541693.65   | 0.05%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $211396.25    | 0.00%             | 2032-10-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $367499.06    | 0.00%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       350000 | PA      | $395773.68    | 0.00%             | 2033-05-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $552033.13    | 0.00%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |       250000 | PA      | $264065.97    | 0.00%             | 2030-04-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  18000000000 | PA      | $1144628.15   | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152266.32    | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1270907.92   | 0.01%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $588747.28    | 0.00%             | 2029-06-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |       230000 | PA      | $248843.39    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BL7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146090.64    | 0.00%             | 2028-11-20      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY/TRUS                                  | BCI QuadReal Realty / BCI Quadreal Realty Trust                                  | CUSIP: 07337EAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $137345.79    | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235041.48    | 0.00%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $223428.03    | 0.00%             | 2045-11-14      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1400000 | PA      | $1209292.52   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       480000 | PA      | $355114.44    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $280447.89    | 0.00%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $582327.03    | 0.00%             | 2031-02-07      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |       200000 | PA      | $245364.04    | 0.00%             | 2028-06-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $132535.68    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $130053.87    | 0.00%             | 2032-12-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $287451.87    | 0.00%             | 2032-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $233227.25    | 0.00%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $460358.86    | 0.00%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       300000 | PA      | $348071.94    | 0.00%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2260000 | PA      | $2592364.93   | 0.02%             | 2046-05-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      6720000 | PA      | $7007078.59   | 0.05%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY NL                                  | Reckitt Benckiser Treasury Services Nederland BV                                 | CUSIP: 000000000<br>LEI: 54930007FVPKN1NNHV37 | Long             | DBT              | CORP              | NL        |       416000 | PA      | $441926.82    | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAM0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |        50000 | PA      | $37411.75     | 0.00%             | 2040-04-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKM4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      4500000 | PA      | $3292845.51   | 0.03%             | 2031-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000000 | PA      | $904022.65    | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $200499.00    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |       400000 | PA      | $472268.56    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345478.89    | 0.00%             | 2034-01-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                          | REWE International Finance BV                                                    | CUSIP: 000000000<br>LEI: 5299003XLG8J4YTHLX44 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232120.95    | 0.00%             | 2028-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $347097.80    | 0.00%             | 2035-08-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     17000000 | PA      | $2634098.88   | 0.02%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6361000 | PA      | $8171244.98   | 0.06%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $101072.87    | 0.00%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       620000 | PA      | $546816.50    | 0.00%             | 2049-04-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $350783.49    | 0.00%             | 2034-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1680000 | PA      | $1961391.19   | 0.02%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                  | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $116167.51    | 0.00%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-591374.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      8627000 | PA      | $9155744.63   | 0.07%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $116972.77    | 0.00%             | 2030-03-11      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $918228.47    | 0.01%             | 2030-12-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAS2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152695.10    | 0.00%             | 2033-06-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $894527.42    | 0.01%             | 2028-07-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $729856.47    | 0.01%             | 2035-01-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                                  | Global Switch Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |       610000 | PA      | $707038.78    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                                   | Lloyds Bank Corporate Markets PLC                                                | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $996736.42    | 0.01%             | 2030-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     70500000 | PA      | $10204262.32  | 0.08%             | 2030-01-06      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                     | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230956.54    | 0.00%             | 2029-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                                           | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $596571.72    | 0.00%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HANN BETEILIGUNG NDS                                      | Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | CUSIP: 000000000<br>LEI: 391200ZYVJJCJO6H7178 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $445639.86    | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $133524.78    | 0.00%             | 2031-07-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $341119.94    | 0.00%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $229922.09    | 0.00%             | 2032-11-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $576943.87    | 0.00%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $818355.92    | 0.01%             | 2027-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       724000 | PA      | $840019.99    | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-1005751.80  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                         | ARC Resources Ltd                                                                | CUSIP: 00208DAC5<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147744.88    | 0.00%             | 2028-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $200245.48    | 0.00%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $474358.57    | 0.00%             | 2029-11-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       350000 | PA      | $473237.16    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $214880.92    | 0.00%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STATKRAFT AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      1000000 | PA      | $1093600.39   | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       123000 | PA      | $111653.52    | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |       250000 | PA      | $288914.54    | 0.00%             | 2027-01-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      2650000 | PA      | $2916021.91   | 0.02%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1270257.72   | 0.01%             | 2030-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCR9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150313.06    | 0.00%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    411100000 | PA      | $2562195.62   | 0.02%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $183846.98    | 0.00%             | 2034-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $737353.55    | 0.01%             | 2031-05-10      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $2310237.00   | 0.02%             | 2031-01-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1389982.79   | 0.01%             | 2031-08-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $589051.25    | 0.00%             | 2030-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9570000 | PA      | $2417216.24   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1045599.24   | 0.01%             | 2031-01-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       850000 | PA      | $880528.43    | 0.01%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $430601.23    | 0.00%             | 2036-05-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    705900000 | PA      | $3620546.11   | 0.03%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $232654.42    | 0.00%             | 2028-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1157916.18   | 0.01%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $344125.66    | 0.00%             | 2033-02-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $137133.42    | 0.00%             | 2035-10-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2700000 | PA      | $3442453.63   | 0.03%             | 2027-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    198730000 | PA      | $34285525.48  | 0.26%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       655000 | PA      | $747583.57    | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $346470.66    | 0.00%             | 2037-02-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAY5<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $294142.29    | 0.00%             | 2035-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $683080.41    | 0.01%             | 2028-09-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $142134.29    | 0.00%             | 2039-11-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASER                                   | SIG COMBIBLOC PURCHASER                                                          | CUSIP: 000000000<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $117041.38    | 0.00%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      2980000 | PA      | $3400311.04   | 0.03%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116104.20    | 0.00%             | 2026-11-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $581668.06    | 0.00%             | 2031-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114490.62    | 0.00%             | 2032-12-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $343669.56    | 0.00%             | 2032-09-07      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      3242000 | PA      | $2816213.88   | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6840000 | PA      | $1884164.83   | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MAPFRE SA                                                 | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $458575.79    | 0.00%             | 2036-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       750000 | PA      | $870654.23    | 0.01%             | 2027-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      2458000 | PA      | $1593512.06   | 0.01%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |       600000 | PA      | $685572.57    | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      2430000 | PA      | $2880823.28   | 0.02%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CJ0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144531.57    | 0.00%             | 2031-02-24      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $233429.96    | 0.00%             | 2030-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $559400.58    | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5819400 | PA      | $6599018.53   | 0.05%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      8576000 | PA      | $2617655.38   | 0.02%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                   | Corebridge Global Funding                                                        | CUSIP: 21874FAA3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |       300000 | PA      | $218360.08    | 0.00%             | 2031-01-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    800300000 | PA      | $4954893.86   | 0.04%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $690439.14    | 0.01%             | 2033-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       650000 | PA      | $623464.95    | 0.00%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $400738.42    | 0.00%             | 2027-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $579148.27    | 0.00%             | 2028-07-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231844.74    | 0.00%             | 2038-01-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |       880000 | PA      | $794315.42    | 0.01%             | 2034-10-10      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1225000 | PA      | $1418399.63   | 0.01%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230419.42    | 0.00%             | 2029-12-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GR7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1100000 | PA      | $797724.54    | 0.01%             | 2036-06-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |       350000 | PA      | $427047.27    | 0.00%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $102590.96    | 0.00%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       435000 | PA      | $461495.71    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       200000 | PA      | $217478.95    | 0.00%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAK5<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |       500000 | PA      | $362907.87    | 0.00%             | 2030-10-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    585350000 | PA      | $2749538.56   | 0.02%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      2500000 | PA      | $1705951.85   | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $439557.82    | 0.00%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                          | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $863656.65    | 0.01%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CDP RETI SPA                                              | CDP Reti SpA                                                                     | CUSIP: 000000000<br>LEI: 815600255BB6E0437F67 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $236451.54    | 0.00%             | 2031-09-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $561276.91    | 0.00%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GK7<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $147327.64    | 0.00%             | 2026-08-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $488351.82    | 0.00%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229531.74    | 0.00%             | 2030-10-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $702682.19    | 0.01%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    472650000 | PA      | $1796782.32   | 0.01%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1231650000 | PA      | $3139700.42   | 0.02%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       450000 | PA      | $526213.82    | 0.00%             | 2028-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $1130922.27   | 0.01%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $154397.50    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368MJ21<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $361923.43    | 0.00%             | 2032-03-03      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     16490000 | PA      | $4431554.30   | 0.03%             | 2027-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       675000 | PA      | $754315.04    | 0.01%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co Cie Credit Ford Du Canada                                  | CUSIP: 34527ADB3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $295093.60    | 0.00%             | 2028-01-10      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $596816.75    | 0.00%             | 2028-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1163000 | PA      | $1157164.81   | 0.01%             | 2035-03-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $96963.78     | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $460075.37    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    401300000 | PA      | $2495688.40   | 0.02%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LCR FINANCE PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |       200000 | PA      | $248437.08    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZES0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146220.17    | 0.00%             | 2028-12-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $738128.10    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     47600000 | PA      | $7245346.20   | 0.06%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| EDENRED SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348508.35    | 0.00%             | 2032-08-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000000 | PA      | $671960.33    | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1231192.43   | 0.01%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       370000 | PA      | $263239.85    | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $141849.83    | 0.00%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117924.74    | 0.00%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR NEW ZEALAND LTD                                       | Air New Zealand Ltd                                                              | CUSIP: 000000000<br>LEI: 2549005EEIR2FNT5R792 | Long             | DBT              | CORP              | NZ        |       300000 | PA      | $204720.54    | 0.00%             | 2032-09-30      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1521559.64   | 0.01%             | 2029-03-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |      5000000 | PA      | $794922.85    | 0.01%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $568756.89    | 0.00%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7750000 | PA      | $9045456.27   | 0.07%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $109608.30    | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345391.86    | 0.00%             | 2029-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                 | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |       500000 | PA      | $585538.16    | 0.00%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $455001.81    | 0.00%             | 2027-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $238212.09    | 0.00%             | 2034-04-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG                                                | DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main                | CUSIP: 000000000<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116155.89    | 0.00%             | 2036-01-02      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $119827.09    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $149190.25    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1050000 | PA      | $1322471.59   | 0.01%             | 2029-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $1010707.82   | 0.01%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANIMA HOLDING SPA                                         | Anima Holding SpA                                                                | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $226219.12    | 0.00%             | 2028-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL EURO FUNDING                                   | GE Capital European Funding Unlimited Co                                         | CUSIP: 000000000<br>LEI: YHZHHIVHTKEV7XROHS46 | Long             | DBT              | CORP              | IE        |        50000 | PA      | $59465.52     | 0.00%             | 2027-02-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |       500000 | PA      | $591692.31    | 0.00%             | 2028-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2100000 | PA      | $2416659.83   | 0.02%             | 2029-12-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     14007000 | PA      | $1480668.61   | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1565250000 | PA      | $9685776.30   | 0.07%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1346591.72   | 0.01%             | 2029-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER P/L                                      | GAIF Bond Issuer Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $139157.31    | 0.00%             | 2030-06-03      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $977581.49    | 0.01%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $688851.80    | 0.01%             | 2034-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    848150000 | PA      | $2808966.62   | 0.02%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       300000 | PA      | $347419.41    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       345000 | PA      | $376743.62    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |       300000 | PA      | $344219.89    | 0.00%             | 2031-03-04      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      3510000 | PA      | $3018840.45   | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $226079.99    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       492000 | PA      | $573440.79    | 0.00%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     21391000 | PA      | $14673422.72  | 0.11%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       975000 | PA      | $1118286.01   | 0.01%             | 2039-02-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2234500000 | PA      | $13997154.35  | 0.11%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $463054.78    | 0.00%             | 2032-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-86768.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       700000 | PA      | $764343.83    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 000000000<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       200000 | PA      | $233034.18    | 0.00%             | 2031-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       600000 | PA      | $707580.78    | 0.01%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $383813.60    | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119992.38    | 0.00%             | 2031-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                                  | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $472809.41    | 0.00%             | 2032-11-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $339011.96    | 0.00%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SILFIN NV                                                 | Silfin NV                                                                        | CUSIP: 000000000<br>LEI: 213800WDGKCVWZAN1N02 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $244288.84    | 0.00%             | 2030-07-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1422464.25   | 0.01%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $347955.43    | 0.00%             | 2027-04-06      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1098831.85   | 0.01%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PEARSON FUNDING PLC                                       | Pearson Funding PLC                                                              | CUSIP: 000000000<br>LEI: 2138001ZJKQ5U81RMY52 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134910.22    | 0.00%             | 2036-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74441.91     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       350000 | PA      | $299377.61    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $584029.68    | 0.00%             | 2030-06-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3979890000 | PA      | $2152256.68   | 0.02%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    316580000 | PA      | $50642085.11  | 0.39%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                       | Permanent TSB Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |       650000 | PA      | $778775.68    | 0.01%             | 2030-07-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                   | ICG PLC                                                                          | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $330042.87    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |       850000 | PA      | $983361.81    | 0.01%             | 2030-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NZ BANK                                       | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       550000 | PA      | $635315.00    | 0.00%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1353737.67   | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MBANK SA                                                  | mBank SA                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |       100000 | PA      | $115189.56    | 0.00%             | 2032-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $224833.28    | 0.00%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $282141.29    | 0.00%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       700000 | PA      | $806413.37    | 0.01%             | 2034-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $578428.64    | 0.00%             | 2037-08-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1115480.80   | 0.01%             | 2028-01-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     56400000 | PA      | $8302843.02   | 0.06%             | 2027-04-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     24850000 | PA      | $2520155.64   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   9000000000 | PA      | $525231.58    | 0.00%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                        | Publicis Groupe SA                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231495.49    | 0.00%             | 2029-06-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229848.92    | 0.00%             | 2037-10-03      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $101768.33    | 0.00%             | 2031-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |       325000 | PA      | $379494.51    | 0.00%             | 2026-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8420000 | PA      | $4181624.90   | 0.03%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     23025000 | PA      | $3139784.31   | 0.02%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |       300000 | PA      | $327087.15    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $679748.96    | 0.01%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $687556.37    | 0.01%             | 2030-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       100000 | PA      | $117250.64    | 0.00%             | 2027-03-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       300000 | PA      | $359107.89    | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       300000 | PA      | $355930.99    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $587595.45    | 0.00%             | 2029-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       600000 | PA      | $696820.40    | 0.01%             | 2036-04-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $150081.85    | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $749427.76    | 0.01%             | 2028-10-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116561.34    | 0.00%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $461755.35    | 0.00%             | 2031-03-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       320000 | PA      | $216514.96    | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $134329.31    | 0.00%             | 2036-10-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       400000 | PA      | $280967.45    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       650000 | PA      | $780867.80    | 0.01%             | 2030-03-13      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     15310000 | PA      | $1624213.08   | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $567517.38    | 0.00%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $339844.38    | 0.00%             | 2027-07-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                      | Omnicom Finance Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $522563.00    | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $108008.52    | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $632359.23    | 0.00%             | 2027-06-09      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       949000 | PA      | $1069335.23   | 0.01%             | 2027-11-08      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       325000 | PA      | $383287.89    | 0.00%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2788000 | PA      | $2313836.21   | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $231452.00    | 0.00%             | 2031-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $668391.44    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $348489.96    | 0.00%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $467122.50    | 0.00%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $826871.80    | 0.01%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1803150000 | PA      | $10671957.82  | 0.08%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      1500000 | PA      | $1741267.33   | 0.01%             | 2047-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |       225000 | PA      | $260716.08    | 0.00%             | 2028-11-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $568375.18    | 0.00%             | 2033-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231276.13    | 0.00%             | 2030-11-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2640080.17  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $166937.58    | 0.00%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $229957.54    | 0.00%             | 2046-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $723211.14    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  33419000000 | PA      | $1970420.79   | 0.02%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      4960000 | PA      | $5591669.00   | 0.04%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $966968.35    | 0.01%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       900000 | PA      | $1049402.79   | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $464784.81    | 0.00%             | 2033-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $483121.34    | 0.00%             | 2032-09-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                      | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       400000 | PA      | $467188.16    | 0.00%             | 2033-10-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      5829000 | PA      | $5930850.88   | 0.05%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $610775.16    | 0.00%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       750000 | PA      | $996004.00    | 0.01%             | 2039-07-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1620000 | PA      | $1545579.16   | 0.01%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $248432.84    | 0.00%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                        | PPG Industries Inc                                                               | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       300000 | PA      | $344308.21    | 0.00%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $687401.66    | 0.01%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-16654476.27 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119926.61    | 0.00%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       850000 | PA      | $963967.10    | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       700000 | PA      | $933563.26    | 0.01%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       725000 | PA      | $838993.58    | 0.01%             | 2037-01-23      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $76735.12     | 0.00%             | 2040-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $342858.53    | 0.00%             | 2036-06-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $328089.71    | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       794000 | PA      | $913541.08    | 0.01%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     20055000 | PA      | $14470497.56  | 0.11%             | 2031-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       800000 | PA      | $920494.05    | 0.01%             | 2027-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2010000 | PA      | $1438466.30   | 0.01%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      2100000 | PA      | $2471090.91   | 0.02%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net A/S                                                                      | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $240035.34    | 0.00%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1800000 | PA      | $1247566.03   | 0.01%             | 2034-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $327101.94    | 0.00%             | 2031-03-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX CANADA FIN                                        | Equinix Canada Financing Ltd                                                     | CUSIP: 29447JAA6<br>LEI: 254900DGPGEREHLMKF94 | Long             | DBT              |  | CA        |       300000 | PA      | $215829.76    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $115750.80    | 0.00%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $268101.59    | 0.00%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LEEDS                                       | University of Leeds                                                              | CUSIP: 000000000<br>LEI: 213800S82DDTUZA6T344 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $204671.97    | 0.00%             | 2050-12-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |       150000 | PA      | $174338.84    | 0.00%             | 2026-10-07      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $592962.81    | 0.00%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      1550000 | PA      | $1763123.57   | 0.01%             | 2034-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $343169.51    | 0.00%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $134219.16    | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $325400.10    | 0.00%             | 2044-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       670000 | PA      | $680187.20    | 0.01%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $60409.14     | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $895582.37    | 0.01%             | 2028-12-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $223929.07    | 0.00%             | 2033-05-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1471000 | PA      | $1698350.60   | 0.01%             | 2028-11-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $230254.59    | 0.00%             | 2033-02-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       600000 | PA      | $791193.47    | 0.01%             | 2027-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $381976.80    | 0.00%             | 2030-03-14      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $233567.47    | 0.00%             | 2030-04-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       910000 | PA      | $779156.16    | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |        50000 | PA      | $40148.72     | 0.00%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |       790000 | PA      | $862149.80    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                             | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $433994.81    | 0.00%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       700000 | PA      | $765621.77    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1367000 | PA      | $1527262.69   | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BK9<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150421.69    | 0.00%             | 2029-11-19      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    459500000 | PA      | $66583227.32  | 0.51%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    105880000 | PA      | $16812356.21  | 0.13%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BABCOCK INTL GROUP PLC                                    | Babcock International Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $487263.55    | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $540358.41    | 0.00%             | 2028-02-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1045000 | PA      | $211119.92    | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $711980.89    | 0.01%             | 2028-11-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       850000 | PA      | $1043759.18   | 0.01%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    353100000 | PA      | $2253571.40   | 0.02%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1212860.22   | 0.01%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NORFINA LTD                                               | Norfina Ltd                                                                      | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $209273.69    | 0.00%             | 2030-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $714886.04    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1264746.63   | 0.01%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430XMW9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $364142.01    | 0.00%             | 2031-07-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       400000 | PA      | $463933.46    | 0.00%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       456000 | PA      | $520085.93    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $114144.77    | 0.00%             | 2031-10-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      8480000 | PA      | $9873367.75   | 0.08%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       525000 | PA      | $641724.24    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $580919.88    | 0.00%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAE3<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |       100000 | PA      | $74918.92     | 0.00%             | 2033-06-13      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $218419.91    | 0.00%             | 2037-09-13      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1290000 | PA      | $1492000.06   | 0.01%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      1150000 | PA      | $1339072.63   | 0.01%             | 2029-02-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $707728.41    | 0.01%             | 2028-06-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1157589.73   | 0.01%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $594079.32    | 0.00%             | 2027-07-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      2896000 | PA      | $1512909.28   | 0.01%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $576699.86    | 0.00%             | 2030-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      1000000 | PA      | $1182744.96   | 0.01%             | 2027-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |       110000 | PA      | $126882.86    | 0.00%             | 2049-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       500000 | PA      | $562588.86    | 0.00%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $237812.95    | 0.00%             | 2032-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5000000 | PA      | $1264847.73   | 0.01%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       300000 | PA      | $348121.17    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    682000000 | PA      | $3148449.13   | 0.02%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                  | Hyundai Capital Services Inc                                                     | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |       100000 | PA      | $115836.49    | 0.00%             | 2029-01-21      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $232140.00    | 0.00%             | 2035-04-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $506768.02    | 0.00%             | 2036-03-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3900000 | PA      | $2905837.79   | 0.02%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     13451000 | PA      | $18056819.47  | 0.14%             | 2034-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-226305.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       300000 | PA      | $337363.75    | 0.00%             | 2037-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      1250000 | PA      | $1433832.81   | 0.01%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     14126020 | PA      | $15752052.46  | 0.12%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       250000 | PA      | $216674.44    | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      3215000 | PA      | $3512355.36   | 0.03%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FOXCONN SINGAPORE PTE                                     | Foxconn Singapore Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 3003001GX1DM54M7IA09 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $226833.50    | 0.00%             | 2031-11-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |       350000 | PA      | $416864.54    | 0.00%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $751707.84    | 0.01%             | 2029-12-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $809443.14    | 0.01%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      5204000 | PA      | $5964734.49   | 0.05%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229829.37    | 0.00%             | 2027-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $284799.69    | 0.00%             | 2033-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $351651.86    | 0.00%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |       850000 | PA      | $856529.51    | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $585951.40    | 0.00%             | 2031-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       975000 | PA      | $843193.02    | 0.01%             | 2035-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 92340VAC1<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $117464.85    | 0.00%             | 2034-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAN6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151682.78    | 0.00%             | 2054-09-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $942262.03    | 0.01%             | 2028-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AU1<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73152.03     | 0.00%             | 2055-12-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $111734.81    | 0.00%             | 2035-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $279656.91    | 0.00%             | 2034-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       650000 | PA      | $665487.67    | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113982.83    | 0.00%             | 2035-11-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $283962.30    | 0.00%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-125218.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                       | Repsol International Finance BV                                                  | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $681733.95    | 0.01%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LUXEMBOURG                                  | Bank of China Ltd/Luxembourg                                                     | CUSIP: 000000000<br>LEI: 529900JQUPIQW0D5RA73 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $354552.35    | 0.00%             | 2026-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $707993.65    | 0.01%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1176205.27   | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       900000 | PA      | $1134469.18   | 0.01%             | 2034-09-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $209340.28    | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       350000 | PA      | $384372.61    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       280000 | PA      | $409991.69    | 0.00%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $64200.80     | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3127715.32   | 0.02%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118091.41    | 0.00%             | 2031-02-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3700000 | PA      | $933364.66    | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      1300000 | PA      | $1567673.42   | 0.01%             | 2029-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1438577.60   | 0.01%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      4070000 | PA      | $4684525.85   | 0.04%             | 2057-05-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $459403.46    | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $116483.65    | 0.00%             | 2034-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345950.94    | 0.00%             | 2032-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       870000 | PA      | $633411.29    | 0.00%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $57720.68     | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $154963.71    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $576336.57    | 0.00%             | 2027-05-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150683.62    | 0.00%             | 2030-02-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS FINA                                  | Vestas Wind Systems Finance BV                                                   | CUSIP: 000000000<br>LEI: 635400M3RVFQU3M7HW17 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $308550.52    | 0.00%             | 2034-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      3400000 | PA      | $2003375.36   | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $582803.34    | 0.00%             | 2026-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       400000 | PA      | $514875.14    | 0.00%             | 2027-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-82864.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     32050000 | PA      | $207811.08    | 0.00%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $225779.47    | 0.00%             | 2035-09-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                         | CI Financial Corp                                                                | CUSIP: 000000000<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $825879.96    | 0.01%             | 2031-12-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8420000 | PA      | $1927236.03   | 0.01%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114624.94    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $668418.38    | 0.01%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       450000 | PA      | $475572.77    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       460000 | PA      | $478620.91    | 0.00%             | 2031-07-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOVEREIGN NETWORK GROUP                                   | Sovereign Network Group                                                          | CUSIP: 000000000<br>LEI: 213800ECH34CSY2OI660 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $132928.86    | 0.00%             | 2040-09-16      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $531777.47    | 0.00%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $617115.49    | 0.00%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1000000 | PA      | $1173096.15   | 0.01%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $278911.75    | 0.00%             | 2055-06-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LTD                                     | Lendlease Finance Ltd                                                            | CUSIP: 000000000<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $63331.22     | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       825000 | PA      | $949338.45    | 0.01%             | 2045-09-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       575000 | PA      | $351206.24    | 0.00%             | 2051-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |       600000 | PA      | $691992.21    | 0.01%             | 2029-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $436361.17    | 0.00%             | 2028-12-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |       500000 | PA      | $575984.29    | 0.00%             | 2029-09-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $339012.10    | 0.00%             | 2036-03-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $565497.20    | 0.00%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $578874.40    | 0.00%             | 2031-02-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $256849.81    | 0.00%             | 2050-07-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      2295000 | PA      | $1996541.10   | 0.02%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $112729.33    | 0.00%             | 2056-02-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $239827.94    | 0.00%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |       200000 | PA      | $31757.38     | 0.00%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $1154521.46   | 0.01%             | 2031-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115766.88    | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229528.86    | 0.00%             | 2036-01-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     61380000 | PA      | $1886029.56   | 0.01%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       200000 | PA      | $206422.63    | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2700000 | PA      | $632042.50    | 0.00%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4919000 | PA      | $4072532.64   | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3506000 | PA      | $3939793.39   | 0.03%             | 2056-10-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                                  | Tesco Property Finance 3 PLC                                                     | CUSIP: 000000000<br>LEI: 213800HCQGDQGFP75D78 | Long             | ABS-CBDO         | CORP              | GB        |       675380 | PA      | $900182.05    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2610000 | PA      | $1940755.98   | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $355232.83    | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $326170.29    | 0.00%             | 2029-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       700000 | PA      | $819627.42    | 0.01%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |       800000 | PA      | $948433.94    | 0.01%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $1063062.08   | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  54056000000 | PA      | $3239318.76   | 0.02%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $203589.01    | 0.00%             | 2033-09-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2010000000 | PA      | $2294032.29   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     14925000 | PA      | $17247113.30  | 0.13%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       600000 | PA      | $685353.67    | 0.01%             | 2040-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1665000 | PA      | $1873507.36   | 0.01%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $210858.57    | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VICTORIA POWER NETWORKS                                   | Victoria Power Networks Finance Pty Ltd                                          | CUSIP: 000000000<br>LEI: 254900YISQHUZHEC9B94 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $271870.57    | 0.00%             | 2032-04-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      1000000 | PA      | $1195391.72   | 0.01%             | 2029-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     26060000 | PA      | $808034.85    | 0.01%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| RAIFFEISENBANK AS                                         | Raiffeisenbank AS                                                                | CUSIP: 000000000<br>LEI: 31570010000000004460 | Long             | DBT              | CORP              | CZ        |       300000 | PA      | $361157.42    | 0.00%             | 2030-06-05      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $233349.61    | 0.00%             | 2032-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8495000 | PA      | $2333265.94   | 0.02%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $192250.59    | 0.00%             | 2033-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HANN BETEILIGUNG NDS                                      | Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | CUSIP: 000000000<br>LEI: 391200ZYVJJCJO6H7178 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $89127.97     | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      1400000 | PA      | $1581489.63   | 0.01%             | 2050-10-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $576447.55    | 0.00%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $240833.93    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OEBB-INFRASTRUKTUR AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |       475000 | PA      | $547421.01    | 0.00%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $466798.18    | 0.00%             | 2026-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $886853.87    | 0.01%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $234361.07    | 0.00%             | 2031-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $344743.06    | 0.00%             | 2030-09-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAP UK PLC                                  | Mitsubishi HC Capital UK PLC                                                     | CUSIP: 000000000<br>LEI: 549300P4PHVCL0EZU771 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $348567.37    | 0.00%             | 2028-11-26      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $598181.04    | 0.00%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       500000 | PA      | $353090.71    | 0.00%             | 2055-06-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $319059.73    | 0.00%             | 2052-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      3000000 | PA      | $2036620.44   | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |       600000 | PA      | $691361.29    | 0.01%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                              | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       400000 | PA      | $398976.21    | 0.00%             | 2032-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                        | Bank of Cyprus Pcl                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |       100000 | PA      | $119844.49    | 0.00%             | 2029-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $117093.40    | 0.00%             | 2030-10-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       250000 | PA      | $289652.14    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $324913.14    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       550000 | PA      | $587346.52    | 0.00%             | 2029-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $77432.47     | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                        | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $218582.21    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       300000 | PA      | $301626.92    | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $480005.47    | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      2999000 | PA      | $3413074.57   | 0.03%             | 2033-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $222722.09    | 0.00%             | 2045-07-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $100753.07    | 0.00%             | 2031-04-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                      | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $116840.34    | 0.00%             | 2033-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HK GOVT INFRA BOND PROG                                   | Hong Kong Government Infrastructure Bond Programme                               | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      8800000 | PA      | $1145297.06   | 0.01%             | 2035-07-24      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |       900000 | PA      | $1060135.58   | 0.01%             | 2029-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $407169.52    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     79920000 | PA      | $252991.70    | 0.00%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OPB FINANCE TRUST                                         | OPB Finance Trust                                                                | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       400000 | PA      | $294597.20    | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $531045.36    | 0.00%             | 2026-12-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $348955.21    | 0.00%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $69433.95     | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |       375000 | PA      | $434043.46    | 0.00%             | 2031-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $341461.51    | 0.00%             | 2034-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |       800000 | PA      | $575888.47    | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $450069.14    | 0.00%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       100000 | PA      | $122251.00    | 0.00%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $225302.99    | 0.00%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                  | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |       700000 | PA      | $483124.05    | 0.00%             | 2055-11-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       300000 | PA      | $356239.50    | 0.00%             | 2035-11-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $230247.51    | 0.00%             | 2032-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     17960000 | PA      | $5244856.70   | 0.04%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $830128.39    | 0.01%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      2170000 | PA      | $1173497.60   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |       600000 | PA      | $714871.59    | 0.01%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    374200000 | PA      | $1464450.96   | 0.01%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       600000 | PA      | $719888.68    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     13000000 | PA      | $622272.12    | 0.00%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $551104.47    | 0.00%             | 2029-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |        50000 | PA      | $38072.68     | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $530488.20    | 0.00%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $112082.97    | 0.00%             | 2039-03-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |       500000 | PA      | $572058.59    | 0.00%             | 2030-10-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $130641.65    | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      2700000 | PA      | $466139.24    | 0.00%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       450000 | PA      | $488022.37    | 0.00%             | 2029-05-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     12130000 | PA      | $14143720.97  | 0.11%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     66520000 | PA      | $10402781.16  | 0.08%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  88431000000 | PA      | $5068018.41   | 0.04%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |       400000 | PA      | $486323.01    | 0.00%             | 2032-06-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $216790.30    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    264650000 | PA      | $967584.78    | 0.01%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $230609.08    | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $567706.58    | 0.00%             | 2034-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |       125000 | PA      | $146210.57    | 0.00%             | 2029-05-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $512470.38    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $126589.68    | 0.00%             | 2041-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $86689.35     | 0.00%             | 2036-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  27269000000 | PA      | $1662148.94   | 0.01%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       800000 | PA      | $900457.79    | 0.01%             | 2035-10-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $773175.54    | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-215404.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $592951.01    | 0.00%             | 2032-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9380000 | PA      | $2403355.08   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $227022.52    | 0.00%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348316.82    | 0.00%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $146912.14    | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $934961.35    | 0.01%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $153944.01    | 0.00%             | 2036-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    432300000 | PA      | $1778952.07   | 0.01%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $562397.51    | 0.00%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1754000 | PA      | $2063158.04   | 0.02%             | 2028-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1137150000 | PA      | $5447169.82   | 0.04%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $225786.55    | 0.00%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CA AUTOBANK SPA IE                                        | CA Auto Bank SPA/Ireland                                                         | CUSIP: 000000000<br>LEI: 635400TMJSFWVKAJSI97 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $115722.46    | 0.00%             | 2029-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $283375.55    | 0.00%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       750000 | PA      | $862200.71    | 0.01%             | 2032-07-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115294.74    | 0.00%             | 2029-09-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $268152.29    | 0.00%             | 2029-10-09      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       375000 | PA      | $412900.45    | 0.00%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |       350000 | PA      | $379812.65    | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     25000000 | PA      | $3938002.28   | 0.03%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                              | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $355387.90    | 0.00%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    646100000 | PA      | $2799380.75   | 0.02%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $187010.22    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      1000000 | PA      | $1110839.77   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $306830.36    | 0.00%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $186545.46    | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $70145.86     | 0.00%             | 2040-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                | TDC Net AS                                                                       | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       300000 | PA      | $383913.10    | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1600000 | PA      | $1690798.92   | 0.01%             | 2031-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       275000 | PA      | $210953.24    | 0.00%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IMMOBILIARE GRANDE DIST                                   | Immobiliare Grande Distribuzione SIIQ SpA                                        | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | DBT              |  | IT        |       100000 | PA      | $117673.73    | 0.00%             | 2030-11-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $308939.32    | 0.00%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PEEL (REG. MUNIC. OF)                                     | Regional Municipality of Peel Ontario                                            | CUSIP: 705464JM8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $145531.70    | 0.00%             | 2035-06-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $578851.69    | 0.00%             | 2030-01-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAH2<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146990.66    | 0.00%             | 2026-06-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1250000 | PA      | $1416629.31   | 0.01%             | 2034-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 374825AL1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74463.58     | 0.00%             | 2031-11-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                                        | Contact Energy Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $114709.01    | 0.00%             | 2032-11-03      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      1600000 | PA      | $1878030.53   | 0.01%             | 2031-04-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |       320000 | PA      | $364740.35    | 0.00%             | 2027-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAK4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $148462.52    | 0.00%             | 2037-08-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $349266.26    | 0.00%             | 2031-03-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       650000 | PA      | $691927.21    | 0.01%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       500000 | PA      | $518444.96    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2556000 | PA      | $2923112.26   | 0.02%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     57415000 | PA      | $1555166.21   | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAD7<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151637.88    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346381.47    | 0.00%             | 2031-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ CA FIN INC                                  | Mercedes-Benz Finance Canada Inc                                                 | CUSIP: 58769CAA0<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $295660.51    | 0.00%             | 2026-06-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6360000 | PA      | $7065270.04   | 0.05%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |       450000 | PA      | $542032.46    | 0.00%             | 2031-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228705.09    | 0.00%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $993006.66    | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAW3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $70286.82     | 0.00%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $442693.96    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       300000 | PA      | $345023.95    | 0.00%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                         | Korea International Bond                                                         | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |       600000 | PA      | $697423.94    | 0.01%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                              | Danaher Corp                                                                     | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       225000 | PA      | $263903.18    | 0.00%             | 2038-04-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  16937710000 | PA      | $9100920.39   | 0.07%             | 2055-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       380000 | PA      | $423392.52    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1062768.80   | 0.01%             | 2030-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       450000 | PA      | $529872.97    | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1610000 | PA      | $1708269.99   | 0.01%             | 2029-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $230747.91    | 0.00%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       500000 | PA      | $584202.42    | 0.00%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      1600000 | PA      | $1824876.63   | 0.01%             | 2032-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      7561000 | PA      | $8371652.88   | 0.06%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $331655.43    | 0.00%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       600000 | PA      | $701431.49    | 0.01%             | 2029-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $592223.39    | 0.00%             | 2033-05-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $288883.07    | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FRESHWATER FINANCE PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $122811.87    | 0.00%             | 2035-04-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCX6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143721.63    | 0.00%             | 2056-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       850000 | PA      | $1004594.93   | 0.01%             | 2027-10-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $93802.57     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |            1 | NC      | $111742.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      4400000 | PA      | $2574148.93   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4340000 | PA      | $5511022.00   | 0.04%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      3000000 | PA      | $517932.49    | 0.00%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       500000 | PA      | $592453.02    | 0.00%             | 2032-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $705383.01    | 0.01%             | 2030-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |       250000 | PA      | $338398.96    | 0.00%             | 2029-03-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |       125000 | PA      | $147758.01    | 0.00%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     18640000 | PA      | $24664634.31  | 0.19%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  17554530000 | PA      | $10845779.94  | 0.08%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $587797.93    | 0.00%             | 2035-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    388350000 | PA      | $2416673.44   | 0.02%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $572415.78    | 0.00%             | 2037-10-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                               | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117107.66    | 0.00%             | 2035-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $414603.03    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $113090.75    | 0.00%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      7460000 | PA      | $8621418.03   | 0.07%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      1200000 | PA      | $857485.72    | 0.01%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $462589.75    | 0.00%             | 2037-06-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $461543.06    | 0.00%             | 2037-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                              | CUSIP: 000000000<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       400000 | PA      | $542424.99    | 0.00%             | 2028-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1021000 | PA      | $1016672.93   | 0.01%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1341399.87   | 0.01%             | 2030-12-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1750000 | PA      | $2007925.77   | 0.02%             | 2027-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $228794.03    | 0.00%             | 2027-09-27      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $577679.99    | 0.00%             | 2027-02-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1132600000 | PA      | $7125190.98   | 0.05%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $230916.02    | 0.00%             | 2036-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $395603.79    | 0.00%             | 2033-11-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |       400000 | PA      | $401228.31    | 0.00%             | 2031-11-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                                      | Westcoast Energy Inc                                                             | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $140671.28    | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $977258.15    | 0.01%             | 2030-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       685000 | PA      | $563445.31    | 0.00%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $226025.49    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $229440.77    | 0.00%             | 2031-11-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       500000 | PA      | $581041.54    | 0.00%             | 2029-02-17      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       200000 | PA      | $230584.34    | 0.00%             | 2034-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      3000000 | PA      | $3444883.36   | 0.03%             | 2032-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |       500000 | PA      | $573411.79    | 0.00%             | 2034-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |       100000 | PA      | $100492.77    | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       600000 | PA      | $691845.88    | 0.01%             | 2028-10-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $240836.30    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6210000 | PA      | $4243364.80   | 0.03%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $336889.96    | 0.00%             | 2029-04-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      1000000 | PA      | $1179538.05   | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $615360.90    | 0.00%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $331982.28    | 0.00%             | 2030-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74930.91     | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       730000 | PA      | $782092.93    | 0.01%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |       700000 | PA      | $791647.16    | 0.01%             | 2035-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $458439.50    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       500000 | PA      | $524575.34    | 0.00%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITY OF WINNIPEG                                          | City of Winnipeg Canada                                                          | CUSIP: 975026HD0<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $211285.26    | 0.00%             | 2064-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     95000000 | PA      | $14137856.45  | 0.11%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $234186.48    | 0.00%             | 2035-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $236976.02    | 0.00%             | 2056-05-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $584635.76    | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      3057340 | PA      | $2203814.76   | 0.02%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                                           | Knorr-Bremse AG                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |       150000 | PA      | $175139.05    | 0.00%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $337704.38    | 0.00%             | 2045-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       100000 | PA      | $130371.48    | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $204323.47    | 0.00%             | 2035-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $829990.55    | 0.01%             | 2028-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $715254.82    | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1530433.69   | 0.01%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $227688.04    | 0.00%             | 2031-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                      | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $117466.72    | 0.00%             | 2029-11-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $257809.48    | 0.00%             | 2036-09-12      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $348412.43    | 0.00%             | 2038-01-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $213339.29    | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      5568000 | PA      | $1887472.36   | 0.01%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $336037.17    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134948.46    | 0.00%             | 2032-06-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  82023000000 | PA      | $4846590.57   | 0.04%             | 2040-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                            | CUSIP: 000000000<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       500000 | PA      | $589814.45    | 0.00%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3300000 | PA      | $903839.85    | 0.01%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER AUSGLEICHSZ                                  | KAF Kaerntner Ausgleichszahlungs-Fonds                                           | CUSIP: 000000000<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |       450000 | PA      | $431561.82    | 0.00%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |       500000 | PA      | $577614.52    | 0.00%             | 2030-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $112107.50    | 0.00%             | 2037-01-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALKREDIT AUSTRIA A                                  | Kommunalkredit Austria AG                                                        | CUSIP: 000000000<br>LEI: 549300IEVCBWVV97WC81 | Long             | DBT              | CORP              | AT        |       700000 | PA      | $816209.59    | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                    | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       560000 | PA      | $636728.89    | 0.00%             | 2030-11-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMVEST RCF CUSTODIAN BV                                   | Amvest RCF Custodian BV                                                          | CUSIP: 000000000<br>LEI: 72450023I38I1JFQ9376 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235194.09    | 0.00%             | 2030-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $923101.12    | 0.01%             | 2027-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     59900000 | PA      | $9316461.19   | 0.07%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAA3<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $148092.35    | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $237018.33    | 0.00%             | 2030-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    371450000 | PA      | $1955175.57   | 0.01%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |       800000 | PA      | $911704.34    | 0.01%             | 2027-07-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $113871.37    | 0.00%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $349909.45    | 0.00%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      3648000 | PA      | $4212653.56   | 0.03%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1355000 | PA      | $1545058.32   | 0.01%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |       610000 | PA      | $877997.81    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |       100000 | PA      | $114722.61    | 0.00%             | 2032-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6890000 | PA      | $6919417.44   | 0.05%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $330788.89    | 0.00%             | 2039-10-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1146550000 | PA      | $5265176.65   | 0.04%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $266601.27    | 0.00%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $82008.75     | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1610000 | PA      | $1172423.54   | 0.01%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $116199.68    | 0.00%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                    | Booking Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       200000 | PA      | $238391.49    | 0.00%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $106326.76    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    331550000 | PA      | $1049542.02   | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235093.16    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     27560000 | PA      | $1370101.06   | 0.01%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $501189.53    | 0.00%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3960000 | PA      | $2489632.45   | 0.02%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116874.16    | 0.00%             | 2036-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $232938.22    | 0.00%             | 2046-02-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $227105.42    | 0.00%             | 2027-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $461593.30    | 0.00%             | 2029-10-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       572000 | PA      | $631287.66    | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $235624.13    | 0.00%             | 2026-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      1200000 | PA      | $1389221.67   | 0.01%             | 2046-01-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $265411.51    | 0.00%             | 2029-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $442479.57    | 0.00%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       510000 | PA      | $563164.07    | 0.00%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     17149000 | PA      | $17830520.65  | 0.14%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $529052.15    | 0.00%             | 2027-05-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANMARKS SKIBSKREDIT AS                                   | Danmarks Skibskredit A/S                                                         | CUSIP: 000000000<br>LEI: 549300T70JXFWEXCK295 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $231801.45    | 0.00%             | 2031-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $580827.07    | 0.00%             | 2033-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $922335.01    | 0.01%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $580950.64    | 0.00%             | 2030-05-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       800000 | PA      | $1001158.41   | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8891270 | PA      | $11541217.97  | 0.09%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $587009.13    | 0.00%             | 2028-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1008835.06   | 0.01%             | 2028-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCV4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $215245.25    | 0.00%             | 2055-08-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TATRA BANKA AS                                            | Tatra Banka as                                                                   | CUSIP: 000000000<br>LEI: 3157002JBFAI478MD587 | Long             | DBT              | CORP              | SK        |       400000 | PA      | $482405.23    | 0.00%             | 2030-04-29      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7080000 | PA      | $1832229.70   | 0.01%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       850000 | PA      | $966964.25    | 0.01%             | 2038-09-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $113276.13    | 0.00%             | 2035-10-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6649000 | PA      | $7665955.29   | 0.06%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      5000000 | PA      | $3610699.53   | 0.03%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       300000 | PA      | $337979.22    | 0.00%             | 2037-07-28      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1700000 | PA      | $1829087.85   | 0.01%             | 2029-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       750000 | PA      | $870211.71    | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1400000 | PA      | $1009778.72   | 0.01%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $719151.84    | 0.01%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     10272000 | PA      | $11863221.88  | 0.09%             | 2036-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       920000 | PA      | $670102.76    | 0.01%             | 2028-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $684089.27    | 0.01%             | 2028-04-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $310088.11    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       300000 | PA      | $340875.07    | 0.00%             | 2032-08-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       150000 | PA      | $98752.33     | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      1000000 | PA      | $1148946.02   | 0.01%             | 2030-06-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $230227.91    | 0.00%             | 2035-01-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3900000 | PA      | $2871836.54   | 0.02%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2303950000 | PA      | $13899453.02  | 0.11%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232579.40    | 0.00%             | 2027-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 000000000<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       200000 | PA      | $229657.35    | 0.00%             | 2031-06-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIVAUDAN)                                       | Argentum Netherlands BV for Givaudan SA                                          | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $553974.05    | 0.00%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       600000 | PA      | $720967.78    | 0.01%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $581532.58    | 0.00%             | 2027-11-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $799388.38    | 0.01%             | 2037-10-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4872000 | PA      | $5329996.01   | 0.04%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NETWORK FINANCE CO PTY L                                  | Network Finance Co Pty Ltd                                                       | CUSIP: 000000000<br>LEI: 213800XV6ZAOWZ2IIS63 | Long             | DBT              | CORP              | AU        |       125000 | PA      | $143443.42    | 0.00%             | 2033-09-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      3405000 | PA      | $4476772.89   | 0.03%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       300000 | PA      | $300777.71    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    407550000 | PA      | $2060690.23   | 0.02%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAR7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $176607.83    | 0.00%             | 2036-11-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       308000 | PA      | $361253.26    | 0.00%             | 2026-05-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ALTRAD INVESTMENT AUTHOR                                  | Altrad Investment Authority SAS                                                  | CUSIP: 000000000<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $587959.23    | 0.00%             | 2032-06-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 000000000<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1306169.49   | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $146417.92    | 0.00%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $588447.11    | 0.00%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      8767000 | PA      | $9949028.80   | 0.08%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       450000 | PA      | $334391.82    | 0.00%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $180206.13    | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145046.02    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    420000000 | PA      | $2611305.97   | 0.02%             | 2030-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAX8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $208029.73    | 0.00%             | 2039-03-03      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      7900000 | PA      | $9093467.97   | 0.07%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 62895ZAQ3<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $56504.11     | 0.00%             | 2050-09-29      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $406307.67    | 0.00%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $117333.95    | 0.00%             | 2036-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $114189.78    | 0.00%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6240000 | PA      | $3817789.94   | 0.03%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $359863.06    | 0.00%             | 2042-01-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $142580.90    | 0.00%             | 2041-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $397144.61    | 0.00%             | 2034-03-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115572.96    | 0.00%             | 2036-01-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231269.97    | 0.00%             | 2034-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $93049.79     | 0.00%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2750000 | PA      | $2051594.81   | 0.02%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      2000000 | PA      | $69729.97     | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1179681.27   | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086SY1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143330.12    | 0.00%             | 2033-01-28      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-60816.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                                         | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       700000 | PA      | $800180.28    | 0.01%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $933911.29    | 0.01%             | 2033-05-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                             | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $229836.40    | 0.00%             | 2031-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $456898.61    | 0.00%             | 2028-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $552526.28    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LEASYS SPA                                                | Leasys SpA                                                                       | CUSIP: 000000000<br>LEI: 5493009CCXH3RNCA7U43 | Long             | DBT              | CORP              | IT        |       900000 | PA      | $1057576.38   | 0.01%             | 2029-01-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       400000 | PA      | $452483.78    | 0.00%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6498000 | PA      | $6538817.05   | 0.05%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-2712148.01  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $381126.61    | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $601172.50    | 0.00%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |       340000 | PA      | $371788.50    | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       521000 | PA      | $356048.48    | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4800000 | PA      | $4895889.41   | 0.04%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3000000000 | PA      | $2002751.13   | 0.02%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                             | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |       100000 | PA      | $130203.43    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      9093000 | PA      | $10244133.10  | 0.08%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     17300000 | PA      | $2640264.85   | 0.02%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      1200000 | PA      | $715091.23    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $232313.23    | 0.00%             | 2034-06-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $401939.53    | 0.00%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $261644.98    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $426468.49    | 0.00%             | 2030-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     72900000 | PA      | $11450902.94  | 0.09%             | 2033-10-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $652986.14    | 0.00%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $567041.37    | 0.00%             | 2027-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $348337.70    | 0.00%             | 2030-03-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $470573.77    | 0.00%             | 2029-02-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                  | Sagax AB                                                                         | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $116684.58    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      2250000 | PA      | $2578719.29   | 0.02%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       550000 | PA      | $497165.12    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1948654.99   | 0.01%             | 2029-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       711000 | PA      | $792433.66    | 0.01%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1314197.35   | 0.01%             | 2032-02-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       289000 | PA      | $367054.34    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231002.68    | 0.00%             | 2030-05-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCC6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $143549.35    | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1782963.22   | 0.01%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $115770.55    | 0.00%             | 2035-09-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $343811.27    | 0.00%             | 2034-05-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |       200000 | PA      | $236111.92    | 0.00%             | 2032-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229256.01    | 0.00%             | 2031-07-14      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1100000 | PA      | $1247440.85   | 0.01%             | 2035-02-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $382751.42    | 0.00%             | 2036-03-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $333433.74    | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                       | Nestle Capital Corp                                                              | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |       100000 | PA      | $127999.45    | 0.00%             | 2036-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $708488.43    | 0.01%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1337333.32   | 0.01%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $228642.83    | 0.00%             | 2035-08-26      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $1147125.02   | 0.01%             | 2040-09-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       200000 | PA      | $230464.75    | 0.00%             | 2032-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $721722.30    | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1283050000 | PA      | $5757040.64   | 0.04%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AC7<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $408456.23    | 0.00%             | 2030-09-11      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       570000 | PA      | $414369.25    | 0.00%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1515750.37   | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QQT2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72855.06     | 0.00%             | 2032-01-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      1620000 | PA      | $1233751.12   | 0.01%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $224603.19    | 0.00%             | 2034-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1160000 | PA      | $852358.18    | 0.01%             | 2026-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $584939.19    | 0.00%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $573213.05    | 0.00%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                        | National Grid Electricity Distribution East Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $357460.25    | 0.00%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     14100000 | PA      | $3758908.53   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114194.68    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $112678.55    | 0.00%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $362019.48    | 0.00%             | 2035-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1520279.23   | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1161050000 | PA      | $4440644.51   | 0.03%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $231688.15    | 0.00%             | 2034-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     66930000 | PA      | $11379876.37  | 0.09%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |        25000 | PA      | $17387.35     | 0.00%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      7787000 | PA      | $4659480.25   | 0.04%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       250000 | PA      | $286529.78    | 0.00%             | 2032-03-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $346974.74    | 0.00%             | 2029-10-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                                     | Optus Finance Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |      1050000 | PA      | $1145431.46   | 0.01%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $452181.67    | 0.00%             | 2028-05-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      3860000 | PA      | $2841909.89   | 0.02%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $217437.51    | 0.00%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $105308.17    | 0.00%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $128110.82    | 0.00%             | 2036-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       800000 | PA      | $920941.81    | 0.01%             | 2032-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1620000 | PA      | $1695092.52   | 0.01%             | 2032-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      2621000 | PA      | $2471886.94   | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $123366.29    | 0.00%             | 2029-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZURICH                                          | Canton of Zurich                                                                 | CUSIP: 000000000<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | NUSS              | CH        |       300000 | PA      | $364924.50    | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |       600000 | PA      | $690992.20    | 0.01%             | 2030-12-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2903000 | PA      | $3826398.66   | 0.03%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $574802.86    | 0.00%             | 2035-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                                     | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147350.04    | 0.00%             | 2055-12-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $113111.49    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       300000 | PA      | $338656.35    | 0.00%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                        | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |       100000 | PA      | $115302.03    | 0.00%             | 2032-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1830000 | PA      | $1050617.15   | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1507063.69   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      1630000 | PA      | $1908278.84   | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $540710.75    | 0.00%             | 2026-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     64506000 | PA      | $9856537.06   | 0.08%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KA2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       400000 | PA      | $286667.60    | 0.00%             | 2028-03-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |       957000 | PA      | $1002511.36   | 0.01%             | 2033-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $307031.19    | 0.00%             | 2055-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6590000 | PA      | $7853326.49   | 0.06%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      1400000 | PA      | $1066910.95   | 0.01%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       300000 | PA      | $339820.67    | 0.00%             | 2037-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119621.13    | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $590161.13    | 0.00%             | 2029-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $366426.61    | 0.00%             | 2030-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       700000 | PA      | $798951.54    | 0.01%             | 2056-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      7000000 | PA      | $1094989.10   | 0.01%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       619000 | PA      | $742789.52    | 0.01%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $698052.20    | 0.01%             | 2031-11-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228288.53    | 0.00%             | 2032-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE IBERIA S                                  | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $231116.46    | 0.00%             | 2035-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $879838.40    | 0.01%             | 2035-06-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345231.05    | 0.00%             | 2030-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $582067.62    | 0.00%             | 2030-10-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $343644.98    | 0.00%             | 2034-05-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $167934.72    | 0.00%             | 2041-06-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SOCIETATEA NATIONALA DE                                   | Societatea Nationala de Gaze Naturale ROMGAZ SA                                  | CUSIP: 000000000<br>LEI: 2549009R7KJ38D9RW354 | Long             | DBT              | CORP              | RO        |       400000 | PA      | $477160.11    | 0.00%             | 2029-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1839055.75   | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       200000 | PA      | $222220.55    | 0.00%             | 2037-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5217000 | PA      | $5983997.09   | 0.05%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8440000 | PA      | $2403405.94   | 0.02%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     21725000 | PA      | $3295994.96   | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |       100000 | PA      | $115970.19    | 0.00%             | 2030-05-08      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $349218.58    | 0.00%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |       350000 | PA      | $404082.15    | 0.00%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      3000000 | PA      | $476551.32    | 0.00%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTCONNEX FINANCE CO PT                                  | WestConnex Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |       150000 | PA      | $94770.81     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1162195.76   | 0.01%             | 2033-02-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    462250000 | PA      | $2198753.28   | 0.02%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-82820.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID YORKS                                  | Northern Powergrid Yorkshire PLC                                                 | CUSIP: 000000000<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $124138.72    | 0.00%             | 2055-11-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $584579.73    | 0.00%             | 2030-05-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $236194.17    | 0.00%             | 2028-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $378662.41    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       800000 | PA      | $1007712.76   | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EURAZEO SE                                                | Eurazeo SE                                                                       | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118100.64    | 0.00%             | 2031-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     20361000 | PA      | $22927738.95  | 0.18%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DAA FINANCE PLC                                           | DAA Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 635400KLDJPEGQCL6H42 | Long             | DBT              | CORP              | IE        |       650000 | PA      | $673547.90    | 0.01%             | 2032-11-05      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1109204.71   | 0.01%             | 2030-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1033000 | PA      | $1207499.29   | 0.01%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       300000 | PA      | $291966.50    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       400000 | PA      | $541980.19    | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $594028.39    | 0.00%             | 2028-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    977350000 | PA      | $6088827.51   | 0.05%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12412000 | PA      | $10861672.31  | 0.08%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DJ7<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $358591.32    | 0.00%             | 2036-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2150000 | PA      | $1351694.39   | 0.01%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $115076.60    | 0.00%             | 2033-08-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       418000 | PA      | $481057.94    | 0.00%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       628000 | PA      | $641817.96    | 0.00%             | 2035-10-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5746000 | PA      | $5922137.24   | 0.05%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     17120000 | PA      | $647275.84    | 0.00%             | 2044-06-29      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $72866.72     | 0.00%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $474475.26    | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       475000 | PA      | $547934.07    | 0.00%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $916810.35    | 0.01%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $115763.88    | 0.00%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $737195.30    | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       750000 | PA      | $775233.94    | 0.01%             | 2030-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     43000000 | PA      | $6416863.39   | 0.05%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $692370.95    | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      4320000 | PA      | $589421.60    | 0.00%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926FY5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221459.28    | 0.00%             | 2028-12-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229988.63    | 0.00%             | 2031-03-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $576912.20    | 0.00%             | 2031-01-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $232164.59    | 0.00%             | 2029-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1370000 | PA      | $1544540.04   | 0.01%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113381.14    | 0.00%             | 2033-05-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $65668.72     | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $116358.67    | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $358998.73    | 0.00%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2230088.02   | 0.02%             | 2034-03-21      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                             | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $231431.89    | 0.00%             | 2032-09-09      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $757618.66    | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      4793000 | PA      | $5329573.40   | 0.04%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAU1<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147074.01    | 0.00%             | 2036-04-02      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       597000 | PA      | $706338.59    | 0.01%             | 2031-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                        | John Deere Bank SA                                                               | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |       350000 | PA      | $412465.03    | 0.00%             | 2029-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $574903.10    | 0.00%             | 2036-02-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $809610.78    | 0.01%             | 2033-01-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |       100000 | PA      | $132761.79    | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $117239.76    | 0.00%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |       250000 | PA      | $285109.18    | 0.00%             | 2033-03-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     14000000 | PA      | $2627066.93   | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $244546.65    | 0.00%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $558590.15    | 0.00%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $141256.59    | 0.00%             | 2036-08-20      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $134266.82    | 0.00%             | 2033-07-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $396487.78    | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    157810000 | PA      | $24152607.99  | 0.18%             | 2034-04-12      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $418276.24    | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       510000 | PA      | $549266.56    | 0.00%             | 2032-08-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1032029.16   | 0.01%             | 2030-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |       950000 | PA      | $1066728.70   | 0.01%             | 2028-07-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $282003.90    | 0.00%             | 2038-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                     | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $120997.84    | 0.00%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $801386.20    | 0.01%             | 2031-11-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |       200000 | PA      | $224304.21    | 0.00%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |       300000 | PA      | $356017.89    | 0.00%             | 2029-07-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      2450000 | PA      | $3175092.33   | 0.02%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     13240000 | PA      | $16915232.19  | 0.13%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $112569.35    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $459071.46    | 0.00%             | 2035-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      7507000 | PA      | $8380228.77   | 0.06%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $231292.97    | 0.00%             | 2035-05-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     86105000 | PA      | $8267736.40   | 0.06%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       150000 | PA      | $173060.50    | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $461986.41    | 0.00%             | 2033-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       100000 | PA      | $118084.11    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $584367.84    | 0.00%             | 2033-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                         | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       100000 | PA      | $111633.16    | 0.00%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $588792.01    | 0.00%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BG8<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $150001.83    | 0.00%             | 2029-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $237092.46    | 0.00%             | 2030-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $679713.91    | 0.01%             | 2035-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345430.99    | 0.00%             | 2030-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1443315.26   | 0.01%             | 2032-12-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $113061.99    | 0.00%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAM6<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $142668.12    | 0.00%             | 2031-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SBAB BANK AB                                              | SBAB Bank AB                                                                     | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $456724.12    | 0.00%             | 2031-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    113267000 | PA      | $5421761.28   | 0.04%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $305556.70    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $695640.85    | 0.01%             | 2037-02-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |       900000 | PA      | $1083959.58   | 0.01%             | 2030-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $1402466.29   | 0.01%             | 2029-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $648729.28    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $114797.14    | 0.00%             | 2031-10-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |       200000 | PA      | $231174.74    | 0.00%             | 2030-05-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113697.11    | 0.00%             | 2035-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                            | ISS Global A/S                                                                   | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |       350000 | PA      | $402346.90    | 0.00%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $712930.51    | 0.01%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1016150000 | PA      | $368948.97    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $98429.72     | 0.00%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $346721.27    | 0.00%             | 2030-11-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     39890000 | PA      | $7008896.31   | 0.05%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      1305000 | PA      | $1328515.31   | 0.01%             | 2031-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      1340000 | PA      | $1517291.04   | 0.01%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co Cie Credit Ford Du Canada                                  | CUSIP: 34527ACX6<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $226099.35    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    102450000 | PA      | $16216720.42  | 0.12%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2128000 | PA      | $1850356.61   | 0.01%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    145180000 | PA      | $23061906.68  | 0.18%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                                           | HOWOGE Wohnungsbaugesellschaft mbH                                               | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $988666.01    | 0.01%             | 2028-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |       750000 | PA      | $892965.70    | 0.01%             | 2027-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISE FINANCING                                            | Wise Financing PLC                                                               | CUSIP: 000000000<br>LEI: 6488E9H7Z3K04JNN7302 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $266319.50    | 0.00%             | 2030-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       800000 | PA      | $954074.13    | 0.01%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |       300000 | PA      | $345237.13    | 0.00%             | 2030-07-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1020000 | PA      | $1169569.85   | 0.01%             | 2027-09-05      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7811000 | PA      | $8605493.17   | 0.07%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                      | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   7600000000 | PA      | $492054.49    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JM4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000000 | PA      | $634842.70    | 0.00%             | 2026-11-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     61300000 | PA      | $9603875.17   | 0.07%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                        | ANZ New Zealand International Ltd.                                               | CUSIP: 000000000<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |       550000 | PA      | $587280.03    | 0.00%             | 2029-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       200000 | PA      | $162789.84    | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| S-PANKKI OYJ                                              | S-Pankki Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700FTBNXAUN57RH30 | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1165372.49   | 0.01%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MMB SCF                                                   | MMB SCF SACA                                                                     | CUSIP: 000000000<br>LEI: 969500901GY8ZCBR6Y85 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $489521.74    | 0.00%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $575834.11    | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6200000 | PA      | $7148481.40   | 0.05%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $708221.99    | 0.01%             | 2030-10-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       400000 | PA      | $284770.20    | 0.00%             | 2029-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |       350000 | PA      | $456112.98    | 0.00%             | 2028-08-28      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $107889.57    | 0.00%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |       400000 | PA      | $465568.37    | 0.00%             | 2028-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $252084.87    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      1700000 | PA      | $1953896.43   | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       760000 | PA      | $820444.22    | 0.01%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2360000 | PA      | $1733863.08   | 0.01%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                      | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       925000 | PA      | $1002484.26   | 0.01%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GAS NETWORKS IRELAND                                      | GAS Networks Ireland                                                             | CUSIP: 000000000<br>LEI: 54930043FTE0M50CGG56 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $350802.93    | 0.00%             | 2030-09-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $573570.55    | 0.00%             | 2033-04-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       200000 | PA      | $226187.06    | 0.00%             | 2035-11-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5351110000 | PA      | $3414374.95   | 0.03%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |       450000 | PA      | $516667.96    | 0.00%             | 2031-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCD6<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $136065.02    | 0.00%             | 2052-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6450000 | PA      | $7539698.17   | 0.06%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $414018.75    | 0.00%             | 2028-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6215000 | PA      | $1841890.96   | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $230011.58    | 0.00%             | 2032-06-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JT6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       100000 | PA      | $64843.07     | 0.00%             | 2042-02-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |       550000 | PA      | $354792.28    | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK CAPITAL FINANCE                                    | Mohawk Capital Finance SA                                                        | CUSIP: 000000000<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $346813.69    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $341203.48    | 0.00%             | 2036-11-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2593000 | PA      | $2740494.24   | 0.02%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    300000000 | PA      | $1871449.29   | 0.01%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $343914.59    | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $850291.36    | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1347000 | PA      | $1409087.97   | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $577157.21    | 0.00%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                         | ARC Resources Ltd                                                                | CUSIP: 00208DAE1<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $586570.02    | 0.00%             | 2029-02-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      7378000 | PA      | $728261.94    | 0.01%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |       500000 | PA      | $602108.27    | 0.00%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $349156.90    | 0.00%             | 2028-04-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |       550000 | PA      | $549981.84    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229959.33    | 0.00%             | 2034-05-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3496700000 | PA      | $20018132.54  | 0.15%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $614567.72    | 0.00%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       900000 | PA      | $1017017.06   | 0.01%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       627000 | PA      | $679793.70    | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-20217.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                         | Bureau Veritas SA                                                                | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $456810.89    | 0.00%             | 2033-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11094000 | PA      | $14800178.64  | 0.11%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       100000 | PA      | $111497.48    | 0.00%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $345653.81    | 0.00%             | 2055-09-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      7170000 | PA      | $5019605.61   | 0.04%             | 2037-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $777862.90    | 0.01%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $357249.60    | 0.00%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $230368.69    | 0.00%             | 2035-11-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BEVCO LUX SARL                                            | Bevco Lux Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900A04GL02604LJ24 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $572972.02    | 0.00%             | 2027-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                                  | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $222779.44    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $469740.72    | 0.00%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $657901.22    | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1180000 | PA      | $1341055.66   | 0.01%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $333515.23    | 0.00%             | 2029-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       583000 | PA      | $672388.73    | 0.01%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAJ5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $80924.78     | 0.00%             | 2033-10-06      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       370000 | PA      | $420524.55    | 0.00%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    328700000 | PA      | $1702024.98   | 0.01%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $318005.96    | 0.00%             | 2032-01-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $721254.49    | 0.01%             | 2035-07-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $537822.18    | 0.00%             | 2029-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    123130000 | PA      | $21242775.39  | 0.16%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4250000 | PA      | $3103929.64   | 0.02%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $290353.42    | 0.00%             | 2031-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DTH7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $110354.64    | 0.00%             | 2026-05-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    104600000 | PA      | $5989405.28   | 0.05%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       350000 | PA      | $331497.55    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       580000 | PA      | $482418.61    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |       750000 | PA      | $874685.39    | 0.01%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $132627.54    | 0.00%             | 2031-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       450000 | PA      | $525161.43    | 0.00%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1160550000 | PA      | $5732306.83   | 0.04%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $463883.65    | 0.00%             | 2035-01-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $454273.38    | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5222000 | PA      | $6214920.12   | 0.05%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HLD EUROPE                                                | HLD Europe SCA                                                                   | CUSIP: 000000000<br>LEI: 222100KJO80ONXIK8X08 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116452.28    | 0.00%             | 2032-03-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $412591.08    | 0.00%             | 2041-10-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       600000 | PA      | $731571.90    | 0.01%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |       470000 | PA      | $537357.27    | 0.00%             | 2032-01-12      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $210171.66    | 0.00%             | 2028-10-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALBERTA POWERLINE LP                                      | Alberta Powerline LP                                                             | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       195929 | PA      | $126147.16    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $110490.01    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KJ3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       200000 | PA      | $149317.13    | 0.00%             | 2027-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $77258.23     | 0.00%             | 2031-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       300000 | PA      | $409523.18    | 0.00%             | 2029-12-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       225000 | PA      | $258047.13    | 0.00%             | 2038-03-04      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       835000 | PA      | $398425.23    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $584357.18    | 0.00%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       300000 | PA      | $305399.30    | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $816526.51    | 0.01%             | 2031-02-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $791294.00    | 0.01%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                           | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | NUSS              | LU        |       750000 | PA      | $867163.34    | 0.01%             | 2029-11-05      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $700405.82    | 0.01%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     32421000 | PA      | $36673610.05  | 0.28%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     12712000 | PA      | $5986078.28   | 0.05%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $579054.25    | 0.00%             | 2029-01-22      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $437467.24    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      1100000 | PA      | $1312223.15   | 0.01%             | 2028-10-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2040000 | PA      | $1743052.80   | 0.01%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    519350000 | PA      | $2781232.79   | 0.02%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $251117.49    | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $231520.57    | 0.00%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119358.61    | 0.00%             | 2029-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |       925000 | PA      | $949443.19    | 0.01%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL 1 CREDIT UNION                                    | Central 1 Credit Union                                                           | CUSIP: 154728AZ2<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73225.60     | 0.00%             | 2030-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1300000 | PA      | $1516332.66   | 0.01%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $582396.99    | 0.00%             | 2035-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| H LUNDBECK A/S                                            | H Lundbeck A/S                                                                   | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | DBT              | CORP              | DK        |       625000 | PA      | $730185.34    | 0.01%             | 2029-06-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $341930.31    | 0.00%             | 2034-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $699892.72    | 0.01%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $235303.28    | 0.00%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $373784.67    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118546.46    | 0.00%             | 2032-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      6470000 | PA      | $3603629.96   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $307681.50    | 0.00%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       600000 | PA      | $709393.72    | 0.01%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $234871.77    | 0.00%             | 2026-08-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2342000 | PA      | $2587646.80   | 0.02%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |        50000 | PA      | $33959.75     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $225650.60    | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       580000 | PA      | $662527.90    | 0.01%             | 2044-01-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $234520.41    | 0.00%             | 2035-11-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    100100000 | PA      | $15633622.00  | 0.12%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       575000 | PA      | $662135.27    | 0.01%             | 2032-01-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-7492.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $151572.92    | 0.00%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       200000 | PA      | $245417.70    | 0.00%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $117944.04    | 0.00%             | 2030-04-02      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $526805.40    | 0.00%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5500000000 | PA      | $3567679.87   | 0.03%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $467230.34    | 0.00%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $472687.35    | 0.00%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $417180.93    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      1200000 | PA      | $1368752.53   | 0.01%             | 2034-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $171692.46    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $512757.68    | 0.00%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       639000 | PA      | $555660.71    | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      3717000 | PA      | $2197453.92   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      2950000 | PA      | $458923.91    | 0.00%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       900000 | PA      | $948205.76    | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                                          | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116674.90    | 0.00%             | 2032-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       700000 | PA      | $825124.00    | 0.01%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $348134.28    | 0.00%             | 2030-09-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $508995.24    | 0.00%             | 2031-02-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $459129.48    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $137237.91    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $391444.93    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                         | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |      8000000 | PA      | $880047.73    | 0.01%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       750000 | PA      | $947901.17    | 0.01%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $1810118.03   | 0.01%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $172212.15    | 0.00%             | 2034-08-28      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      9060000 | PA      | $6150649.94   | 0.05%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                                       | SP Transmission PLC                                                              | CUSIP: 000000000<br>LEI: 21380066GRV5QOWJZC71 | Long             | DBT              | CORP              | GB        |       473000 | PA      | $546181.55    | 0.00%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $390811.45    | 0.00%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $133402.94    | 0.00%             | 2026-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1200000 | PA      | $1311394.52   | 0.01%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $228244.08    | 0.00%             | 2034-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $298106.72    | 0.00%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    155000000 | PA      | $975616.23    | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       550000 | PA      | $606644.32    | 0.00%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       867000 | PA      | $938352.45    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     64390000 | PA      | $6685127.03   | 0.05%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $491078.44    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $224299.25    | 0.00%             | 2032-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1371934.26   | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      7130000 | PA      | $7084135.50   | 0.05%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       150000 | PA      | $205817.69    | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $233026.67    | 0.00%             | 2026-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $349489.09    | 0.00%             | 2026-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2203750000 | PA      | $13943826.06  | 0.11%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $201959.24    | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       500000 | PA      | $600119.18    | 0.00%             | 2030-12-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $312262.43    | 0.00%             | 2033-08-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       550000 | PA      | $392740.81    | 0.00%             | 2028-10-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       110000 | PA      | $92609.57     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     11200000 | PA      | $13031830.55  | 0.10%             | 2029-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1050000 | PA      | $769537.11    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $587122.53    | 0.00%             | 2030-04-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       300000 | PA      | $309360.26    | 0.00%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |       870000 | PA      | $921595.22    | 0.01%             | 2029-11-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $238945.60    | 0.00%             | 2030-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $480140.96    | 0.00%             | 2033-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |       400000 | PA      | $304339.72    | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8250000 | PA      | $9368500.44   | 0.07%             | 2041-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      3700000 | PA      | $4587267.91   | 0.04%             | 2031-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       500000 | PA      | $506850.89    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $558624.19    | 0.00%             | 2028-01-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $346128.38    | 0.00%             | 2036-01-22      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $575696.74    | 0.00%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       300000 | PA      | $341075.81    | 0.00%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      2440000 | PA      | $1191386.64   | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5320000 | PA      | $5452060.03   | 0.04%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $802608.53    | 0.01%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BH6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $139919.03    | 0.00%             | 2055-02-06      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $310168.95    | 0.00%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $550142.25    | 0.00%             | 2031-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       500000 | PA      | $578888.95    | 0.00%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $107365.86    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                          | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $232735.27    | 0.00%             | 2031-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6452020 | PA      | $8761709.43   | 0.07%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6069000 | PA      | $4272007.77   | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $407879.75    | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $530977.19    | 0.00%             | 2030-01-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    664050000 | PA      | $3267309.45   | 0.03%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $586156.85    | 0.00%             | 2035-12-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVONESIS NOVOZYMES B                                     | Novonesis Novozymes B                                                            | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | DBT              | CORP              | DK        |       175000 | PA      | $203799.91    | 0.00%             | 2037-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $229688.26    | 0.00%             | 2038-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $572196.58    | 0.00%             | 2033-03-03      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       350000 | PA      | $442353.88    | 0.00%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     57890000 | PA      | $2689391.46   | 0.02%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |       125000 | PA      | $146569.06    | 0.00%             | 2030-12-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $218231.52    | 0.00%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DP0<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146526.23    | 0.00%             | 2030-08-19      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    315000000 | PA      | $368349.05    | 0.00%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $1345120.94   | 0.01%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1179759.11   | 0.01%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       950000 | PA      | $1127897.31   | 0.01%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                     | Nova Ljubljanska Banka dd                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |       700000 | PA      | $822036.80    | 0.01%             | 2029-01-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      4567000 | PA      | $5322766.42   | 0.04%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       400000 | PA      | $470896.07    | 0.00%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $557410.06    | 0.00%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCQ1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $289975.76    | 0.00%             | 2054-11-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $302864.37    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       275000 | PA      | $314411.73    | 0.00%             | 2035-02-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      2100000 | PA      | $2393595.63   | 0.02%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENMAX CORP                                                | ENMAX Corp                                                                       | CUSIP: 293365AJ1<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $110019.45    | 0.00%             | 2030-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      4120000 | PA      | $4741418.85   | 0.04%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                      | General Electric Co.                                                             | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       525000 | PA      | $586567.12    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $221691.04    | 0.00%             | 2030-01-19      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  93000000000 | PA      | $5311069.95   | 0.04%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $449596.53    | 0.00%             | 2039-04-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      2170000 | PA      | $602501.57    | 0.00%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2120000 | PA      | $2607378.45   | 0.02%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $114150.00    | 0.00%             | 2032-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   5410230000 | PA      | $3318983.36   | 0.03%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852J93<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $221124.42    | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       950000 | PA      | $1117924.31   | 0.01%             | 2028-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      1370000 | PA      | $1467308.73   | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       450000 | PA      | $513437.47    | 0.00%             | 2029-06-12      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $204333.95    | 0.00%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       400000 | PA      | $462707.68    | 0.00%             | 2036-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $921538.82    | 0.01%             | 2030-06-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $373939.72    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $150218.83    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118798.28    | 0.00%             | 2033-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOBEYS INC                                                | Sobeys Inc                                                                       | CUSIP: 833577AH2<br>LEI: 549300VL84UPTQX2XR75 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145487.54    | 0.00%             | 2028-10-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1290000 | PA      | $1485384.94   | 0.01%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $502371.43    | 0.00%             | 2029-07-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1409393.14   | 0.01%             | 2030-10-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6059000 | PA      | $7412260.84   | 0.06%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |       200000 | PA      | $144521.22    | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       700000 | PA      | $802575.09    | 0.01%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       891000 | PA      | $1046920.89   | 0.01%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $468190.40    | 0.00%             | 2031-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $115301.00    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $284649.19    | 0.00%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $661552.66    | 0.01%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |       650000 | PA      | $774601.85    | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       350000 | PA      | $336801.75    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       850000 | PA      | $962314.68    | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $473903.46    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 3 PLC                                     | THFC Funding No 3 PLC                                                            | CUSIP: 000000000<br>LEI: 2138003VKRGBYNDTVV92 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $358487.70    | 0.00%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     18061000 | PA      | $20830090.42  | 0.16%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $216528.61    | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $347043.53    | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $115493.17    | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345314.41    | 0.00%             | 2031-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9750000 | PA      | $2508815.60   | 0.02%             | 2031-10-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $454815.56    | 0.00%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1605854.24   | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      2263000 | PA      | $2531880.15   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     25473000 | PA      | $26060972.08  | 0.20%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |       700000 | PA      | $853640.12    | 0.01%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      1230000 | PA      | $1401477.41   | 0.01%             | 2027-06-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |       300000 | PA      | $339883.26    | 0.00%             | 2037-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $290801.76    | 0.00%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      2690000 | PA      | $3125822.07   | 0.02%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8123000 | PA      | $9798684.23   | 0.07%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $55060.24     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $87904.36     | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                                                 | Avinor AS                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |      1050000 | PA      | $1103106.53   | 0.01%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $456286.41    | 0.00%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                                         | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $401325.38    | 0.00%             | 2035-06-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      4790000 | PA      | $3543479.15   | 0.03%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       375000 | PA      | $435379.66    | 0.00%             | 2030-06-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       200000 | PA      | $225246.23    | 0.00%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HELVETIA EUROPE SA                                        | Helvetia Europe SA                                                               | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $220351.95    | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $216393.96    | 0.00%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $145530.49    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $230327.00    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $455957.54    | 0.00%             | 2033-03-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $828375.31    | 0.01%             | 2055-09-10      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     11850000 | PA      | $9663090.78   | 0.07%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $234625.75    | 0.00%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74757.90     | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $367617.95    | 0.00%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $404543.07    | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $228392.44    | 0.00%             | 2034-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $347516.67    | 0.00%             | 2033-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $111403.06    | 0.00%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      6434000 | PA      | $7509417.37   | 0.06%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $349287.32    | 0.00%             | 2032-04-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115821.21    | 0.00%             | 2055-06-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     18000000 | PA      | $1952277.59   | 0.01%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $216199.05    | 0.00%             | 2033-11-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $468147.02    | 0.00%             | 2034-07-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |       100000 | PA      | $116632.47    | 0.00%             | 2031-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $405171.32    | 0.00%             | 2027-03-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $576270.92    | 0.00%             | 2037-11-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $55192.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $114472.24    | 0.00%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $227567.94    | 0.00%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $530188.82    | 0.00%             | 2032-09-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $395955.96    | 0.00%             | 2031-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $232785.68    | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1978834.79   | 0.02%             | 2029-02-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $579105.69    | 0.00%             | 2029-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $460529.94    | 0.00%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      4290000 | PA      | $3001883.87   | 0.02%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1332017.89   | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DN5<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $220379.17    | 0.00%             | 2030-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     49680000 | PA      | $2157459.79   | 0.02%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2858000 | PA      | $1961344.06   | 0.02%             | 2066-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                                    | Network Rail Infrastructure Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1448367.74   | 0.01%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      2117950 | PA      | $2669305.57   | 0.02%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    480050000 | PA      | $2049572.64   | 0.02%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $61442.32     | 0.00%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     31250000 | PA      | $201500.14    | 0.00%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       377000 | PA      | $380132.93    | 0.00%             | 2033-04-29      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $352451.81    | 0.00%             | 2026-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1321092.32   | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $358091.55    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |       975000 | PA      | $1129956.86   | 0.01%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                      | Alfa Laval Treasury International AB                                             | CUSIP: 000000000<br>LEI: 549300JCAG8ICQAUC638 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $334859.14    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                                   | Bank Polska Kasa Opieki SA                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |       100000 | PA      | $118293.84    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4440000 | PA      | $949308.83    | 0.01%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       900000 | PA      | $851009.96    | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |       950000 | PA      | $761399.64    | 0.01%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       300000 | PA      | $335114.69    | 0.00%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $355666.83    | 0.00%             | 2027-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       200000 | PA      | $128057.26    | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       955000 | PA      | $1092840.48   | 0.01%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $229670.77    | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  12636520000 | PA      | $8338286.44   | 0.06%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $683573.89    | 0.01%             | 2029-11-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SA                                         | CNP Assurances SA                                                                | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1422799.71   | 0.01%             | 2051-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $137139.43    | 0.00%             | 2043-01-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |       700000 | PA      | $781792.67    | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1949000 | PA      | $2067198.62   | 0.02%             | 2030-10-18      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| NSW PORTS FINANCE CO PTY                                  | NSW Ports Finance Co Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 8945007UJK9KDKZE6M43 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $136663.05    | 0.00%             | 2034-09-19      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $189208.51    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147819.16    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $456313.25    | 0.00%             | 2028-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                             | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $240251.55    | 0.00%             | 2035-09-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       550000 | PA      | $473402.20    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    188000000 | PA      | $28927422.84  | 0.22%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64953BBE7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       400000 | PA      | $295776.77    | 0.00%             | 2026-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERTELSMANN SE & CO KGAA                                  | Bertelsmann SE & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $343296.56    | 0.00%             | 2034-07-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $574948.67    | 0.00%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $402959.03    | 0.00%             | 2026-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       250000 | PA      | $292690.89    | 0.00%             | 2030-03-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $710575.55    | 0.01%             | 2028-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $229639.28    | 0.00%             | 2027-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $301419.05    | 0.00%             | 2033-02-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      9791000 | PA      | $5842126.31   | 0.04%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       800000 | PA      | $932047.36    | 0.01%             | 2032-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     60800000 | PA      | $391928.66    | 0.00%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $353232.83    | 0.00%             | 2030-06-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |       300000 | PA      | $339806.88    | 0.00%             | 2033-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4847000 | PA      | $5034012.51   | 0.04%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $233196.52    | 0.00%             | 2036-06-07      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    592750000 | PA      | $2990465.64   | 0.02%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $687988.13    | 0.01%             | 2030-12-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                                        | Contact Energy Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |       300000 | PA      | $209943.73    | 0.00%             | 2031-12-03      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                  | CNH Industrial Finance Europe SA                                                 | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |       450000 | PA      | $522427.40    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      4580000 | PA      | $3516483.44   | 0.03%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $332808.12    | 0.00%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1203427.95   | 0.01%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5310000 | PA      | $4008032.29   | 0.03%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $165976.12    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DANFOSS FIN 2 BV                                          | Danfoss Finance II BV                                                            | CUSIP: 000000000<br>LEI: 549300NZCU7GI52SSK89 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $309003.20    | 0.00%             | 2031-04-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5468000 | PA      | $6428654.34   | 0.05%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | Magna International Inc                                                          | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $363674.35    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $230651.55    | 0.00%             | 2027-02-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     61680000 | PA      | $9715839.21   | 0.07%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ABP FINANCE PLC                                           | ABP Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MJIRPTCHAYW359 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $396007.85    | 0.00%             | 2035-04-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      2740000 | PA      | $3442684.16   | 0.03%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       500000 | PA      | $457180.12    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      3210000 | PA      | $3839397.20   | 0.03%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1248715.31   | 0.01%             | 2032-11-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345681.11    | 0.00%             | 2031-09-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |       400000 | PA      | $445229.03    | 0.00%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2963596.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VK8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $216032.68    | 0.00%             | 2036-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |       825000 | PA      | $962364.14    | 0.01%             | 2030-01-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |       980000 | PA      | $1141563.08   | 0.01%             | 2031-02-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $348727.62    | 0.00%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2177000 | PA      | $2197952.24   | 0.02%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $387738.39    | 0.00%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $190010.39    | 0.00%             | 2038-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                           | Simon International Finance SCA                                                  | CUSIP: 000000000<br>LEI: 549300KMCOJGU910PF77 | Long             | DBT              |  | LU        |       300000 | PA      | $294688.89    | 0.00%             | 2033-03-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHURCH COMMISSIONERS                                      | Church Commissioners for England                                                 | CUSIP: 000000000<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $90846.30     | 0.00%             | 2052-07-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAR8<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147159.77    | 0.00%             | 2030-12-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $402661.95    | 0.00%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $224978.86    | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $575940.16    | 0.00%             | 2031-07-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      8055000 | PA      | $4442589.34   | 0.03%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       250000 | PA      | $255779.43    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $310884.35    | 0.00%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    420650000 | PA      | $2365909.07   | 0.02%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $570070.60    | 0.00%             | 2035-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |       510000 | PA      | $599366.11    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $231844.57    | 0.00%             | 2029-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $459889.91    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |       100000 | PA      | $114676.82    | 0.00%             | 2037-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1047110.54   | 0.01%             | 2029-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $706247.43    | 0.01%             | 2029-08-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $65886.01     | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $463285.15    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115155.50    | 0.00%             | 2033-02-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $361341.64    | 0.00%             | 2031-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    458600000 | PA      | $1376790.32   | 0.01%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       550000 | PA      | $592588.43    | 0.00%             | 2029-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    595450000 | PA      | $3296103.73   | 0.03%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      4051000 | PA      | $4558263.26   | 0.03%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       531000 | PA      | $603322.58    | 0.00%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |       100000 | PA      | $116521.64    | 0.00%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $464051.96    | 0.00%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1600000 | PA      | $1855404.67   | 0.01%             | 2036-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4430000 | PA      | $2803486.24   | 0.02%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |       300000 | PA      | $371766.88    | 0.00%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIRCLE ANGLIA SOCIAL HOU                                  | Circle Anglia Social Housing PLC                                                 | CUSIP: 000000000<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $963902.77    | 0.01%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       800000 | PA      | $941467.81    | 0.01%             | 2031-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     14929000 | PA      | $1369227.06   | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       700000 | PA      | $661787.59    | 0.01%             | 2036-11-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1830000 | PA      | $1219584.09   | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    134200000 | PA      | $20987376.90  | 0.16%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $468717.88    | 0.00%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $729842.84    | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $350553.66    | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        25000 | PA      | $20161.37     | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     24000000 | PA      | $2638456.22   | 0.02%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $264981.79    | 0.00%             | 2030-11-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $355120.14    | 0.00%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       300000 | PA      | $360213.37    | 0.00%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $345231.39    | 0.00%             | 2034-09-09      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1100000 | PA      | $1247508.21   | 0.01%             | 2035-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $281678.41    | 0.00%             | 2028-05-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $349655.06    | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1214091.46   | 0.01%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |       700000 | PA      | $826279.62    | 0.01%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      2400000 | PA      | $2824740.00   | 0.02%             | 2030-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  10192940000 | PA      | $6819180.36   | 0.05%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       500000 | PA      | $501034.57    | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231804.37    | 0.00%             | 2031-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5300000 | PA      | $2762329.72   | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $82077.14     | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $607400.20    | 0.00%             | 2036-02-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender HB HH RP SL SH                                 | CUSIP: 000000000<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $330595.19    | 0.00%             | 2029-02-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $452832.78    | 0.00%             | 2036-08-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $165476.31    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       300000 | PA      | $248064.44    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     26300000 | PA      | $3933372.87   | 0.03%             | 2029-03-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                          | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $544647.63    | 0.00%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AH5<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $154601.10    | 0.00%             | 2028-09-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3490000 | PA      | $784916.04    | 0.01%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       325000 | PA      | $373422.69    | 0.00%             | 2034-02-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $453775.24    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       800000 | PA      | $913001.60    | 0.01%             | 2030-10-14      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1400000 | PA      | $1220927.64   | 0.01%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $281848.43    | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $589900.65    | 0.00%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112736.36    | 0.00%             | 2037-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $237289.34    | 0.00%             | 2027-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       650000 | PA      | $741587.19    | 0.01%             | 2028-05-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $346895.40    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $469891.38    | 0.00%             | 2031-05-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |       200000 | PA      | $254063.74    | 0.00%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $343626.93    | 0.00%             | 2033-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       200000 | PA      | $221363.59    | 0.00%             | 2034-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $227756.28    | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $460572.62    | 0.00%             | 2030-07-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRISBANE AIRPORT CORP                                     | Brisbane Airport Corp Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $204664.54    | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $218023.63    | 0.00%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AS6<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $745473.72    | 0.01%             | 2031-09-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $998721.09    | 0.01%             | 2031-12-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $476003.99    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                       | MTU Aero Engines AG                                                              | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $238384.49    | 0.00%             | 2031-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       300000 | PA      | $341614.80    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $350363.70    | 0.00%             | 2031-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       300000 | PA      | $400776.09    | 0.00%             | 2029-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       500000 | PA      | $579916.80    | 0.00%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $124409.41    | 0.00%             | 2031-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN UTILITIES LTD                                    | Canadian Utilities Ltd                                                           | CUSIP: 136717BE4<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221198.16    | 0.00%             | 2035-06-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2322000 | PA      | $2532208.71   | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $222589.79    | 0.00%             | 2030-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     14840000 | PA      | $3841129.21   | 0.03%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $323313.30    | 0.00%             | 2044-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1/Scentre Group Trust 2               | Scentre Group Trust 1/Scentre Group Trust 2                                      | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |       200000 | PA      | $222606.42    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       700000 | PA      | $719571.91    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      1500000 | PA      | $1059190.10   | 0.01%             | 2031-07-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SAGEN MI CANADA INC                                       | Sagen MI Canada Inc                                                              | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $139847.94    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      1250000 | PA      | $1439248.77   | 0.01%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAF9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       450000 | PA      | $411594.43    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       395000 | PA      | $560555.35    | 0.00%             | 2030-12-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $290017.30    | 0.00%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       100000 | PA      | $134182.56    | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QQT2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $801405.62    | 0.01%             | 2032-01-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |       800000 | PA      | $570409.14    | 0.00%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ENW FINANCE PLC                                           | ENW Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300V1O67HJV48FS61 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $462305.87    | 0.00%             | 2032-11-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $904079.28    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $581263.88    | 0.00%             | 2036-12-04      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                                 | Terega SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $465116.92    | 0.00%             | 2034-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $252903.41    | 0.00%             | 2036-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3000000 | PA      | $770776.81    | 0.01%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $121045.25    | 0.00%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $784272.24    | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $259584.79    | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $228853.81    | 0.00%             | 2035-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      1210000 | PA      | $1214284.00   | 0.01%             | 2033-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147557.90    | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1083000 | PA      | $1178025.02   | 0.01%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                                     | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       500000 | PA      | $390344.12    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       860000 | PA      | $887828.41    | 0.01%             | 2033-04-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    189720000 | PA      | $30324729.97  | 0.23%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJN4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1875861.45   | 0.01%             | 2028-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $228324.57    | 0.00%             | 2032-12-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       300000 | PA      | $318154.14    | 0.00%             | 2029-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1750000 | PA      | $1181934.23   | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235680.17    | 0.00%             | 2026-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $164386.22    | 0.00%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       150000 | PA      | $161889.13    | 0.00%             | 2030-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GK7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       300000 | PA      | $221075.98    | 0.00%             | 2074-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   4000000000 | PA      | $2739179.07   | 0.02%             | 2033-12-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |       851000 | PA      | $985432.21    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229480.17    | 0.00%             | 2036-12-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       300000 | PA      | $305647.36    | 0.00%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                      | Maple Parent Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |       275000 | PA      | $321879.41    | 0.00%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       100000 | PA      | $134125.77    | 0.00%             | 2028-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $228699.42    | 0.00%             | 2035-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |       350000 | PA      | $395783.70    | 0.00%             | 2037-11-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG                                                | DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main                | CUSIP: 000000000<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115254.76    | 0.00%             | 2031-11-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $579128.41    | 0.00%             | 2031-04-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $584828.32    | 0.00%             | 2047-07-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       650000 | PA      | $626945.79    | 0.00%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AL1<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |       200000 | PA      | $142610.05    | 0.00%             | 2028-08-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DM1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $279210.50    | 0.00%             | 2036-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |       600000 | PA      | $705527.39    | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                                  | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $117554.16    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       950000 | PA      | $1023910.45   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     83340000 | PA      | $2607994.75   | 0.02%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    885000000 | PA      | $961310.25    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $142920.89    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $1879862.72   | 0.01%             | 2029-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1392780.37  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136798.01    | 0.00%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  14412270000 | PA      | $9079852.63   | 0.07%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       500000 | PA      | $525903.22    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                             | Comcast Corp.                                                                    | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106310.28    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147451.99    | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE FINANCE PLC                                     | Riverside Finance Plc                                                            | CUSIP: 000000000<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $130526.13    | 0.00%             | 2050-09-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $356490.80    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $455543.08    | 0.00%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      6916000 | PA      | $5121507.59   | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $303507.76    | 0.00%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     11249483 | PA      | $14256173.61  | 0.11%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1200000 | PA      | $858681.45    | 0.01%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235492.29    | 0.00%             | 2030-04-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $272265.53    | 0.00%             | 2030-10-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       924000 | PA      | $539301.62    | 0.00%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    355050000 | PA      | $2257872.05   | 0.02%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       740000 | PA      | $863003.38    | 0.01%             | 2046-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       450000 | PA      | $335828.47    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $53961.98     | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       350000 | PA      | $411688.31    | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1409359.08   | 0.01%             | 2028-10-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       300000 | PA      | $335933.21    | 0.00%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AS1<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73150.62     | 0.00%             | 2029-02-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114717.06    | 0.00%             | 2030-05-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      3090000 | PA      | $2096694.80   | 0.02%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       450000 | PA      | $527366.80    | 0.00%             | 2026-06-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $231472.48    | 0.00%             | 2026-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $227956.28    | 0.00%             | 2031-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120416.96    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $141180.65    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      5508000 | PA      | $160190.37    | 0.00%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $345637.81    | 0.00%             | 2030-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      9230000 | PA      | $6678649.16   | 0.05%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $461855.79    | 0.00%             | 2037-01-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4810000 | PA      | $6434597.66   | 0.05%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       350000 | PA      | $438308.49    | 0.00%             | 2028-07-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     12270000 | PA      | $9916147.81   | 0.08%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4108000 | PA      | $5025446.57   | 0.04%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $938877.22    | 0.01%             | 2027-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $234615.28    | 0.00%             | 2026-05-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       785000 | PA      | $886438.10    | 0.01%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $338593.72    | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/LUX                                   | Industrial & Commercial Bank of China Ltd/Luxembourg                             | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $351342.49    | 0.00%             | 2029-03-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       200000 | PA      | $142560.96    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       325000 | PA      | $375663.48    | 0.00%             | 2036-11-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MINI MALL STORG PRP TRST                                  | Mini Mall Storage Properties Trust                                               | CUSIP: 60359AAA6<br>LEI: 54930035T7JXDXKB8I80 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $364992.28    | 0.00%             | 2028-12-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $221412.88    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       590000 | PA      | $328167.79    | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     15048000 | PA      | $8781228.13   | 0.07%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $222848.66    | 0.00%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $112207.82    | 0.00%             | 2034-08-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     10620000 | PA      | $381834.33    | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      6320000 | PA      | $5701331.63   | 0.04%             | 2054-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $228177.55    | 0.00%             | 2036-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      2161000 | PA      | $1557117.10   | 0.01%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCD3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $395426.09    | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1604322.80   | 0.01%             | 2028-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $232416.18    | 0.00%             | 2035-03-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8250000 | PA      | $10745962.44  | 0.08%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $454121.40    | 0.00%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |       200000 | PA      | $236608.80    | 0.00%             | 2027-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $578013.96    | 0.00%             | 2034-06-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2356900000 | PA      | $13543672.37  | 0.10%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                             | SoftBank Corp                                                                    | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |       225000 | PA      | $264691.35    | 0.00%             | 2036-06-30      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       350000 | PA      | $408639.29    | 0.00%             | 2026-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       450000 | PA      | $527750.58    | 0.00%             | 2028-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $236732.36    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $693580.99    | 0.01%             | 2030-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    216850000 | PA      | $1080391.76   | 0.01%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $410385.71    | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    308710000 | PA      | $734355.79    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459056HW0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $293359.16    | 0.00%             | 2028-09-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     64500000 | PA      | $12093425.08  | 0.09%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAZ2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145390.02    | 0.00%             | 2030-11-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       450000 | PA      | $398216.52    | 0.00%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $440534.39    | 0.00%             | 2037-03-02      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       275000 | PA      | $316445.93    | 0.00%             | 2033-09-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $745266.07    | 0.01%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       900000 | PA      | $1012672.37   | 0.01%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       200000 | PA      | $236596.98    | 0.00%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      2955000 | PA      | $2973529.69   | 0.02%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6200000 | PA      | $7253193.09   | 0.06%             | 2028-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $176514.48    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      1200000 | PA      | $1385277.42   | 0.01%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       350000 | PA      | $416586.43    | 0.00%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       475000 | PA      | $406098.15    | 0.00%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1628800000 | PA      | $986931.24    | 0.01%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $348553.57    | 0.00%             | 2030-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       565000 | PA      | $593344.88    | 0.00%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     31000000 | PA      | $1271695.32   | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    239451000 | PA      | $7464286.31   | 0.06%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |       500000 | PA      | $555879.93    | 0.00%             | 2028-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD LONDON                                       | DBS Bank Ltd/London                                                              | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |      1050000 | PA      | $1212651.54   | 0.01%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $693071.35    | 0.01%             | 2031-01-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      3000000 | PA      | $3393125.12   | 0.03%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    604250000 | PA      | $3148342.70   | 0.02%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $492082.84    | 0.00%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $681771.20    | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |            1 | NC      | $207750.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       600000 | PA      | $691925.38    | 0.01%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1831105.86   | 0.01%             | 2029-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       500000 | PA      | $581482.07    | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    130000000 | PA      | $19496757.44  | 0.15%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       916000 | PA      | $1055107.70   | 0.01%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $655020.39    | 0.01%             | 2056-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $229078.39    | 0.00%             | 2034-03-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |       500000 | PA      | $674003.49    | 0.01%             | 2028-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RNM0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $287242.29    | 0.00%             | 2056-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $406230.59    | 0.00%             | 2029-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11180000 | PA      | $3323769.92   | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      2186000 | PA      | $2378393.29   | 0.02%             | 2038-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $351675.27    | 0.00%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1360000 | PA      | $1586741.74   | 0.01%             | 2035-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $119043.65    | 0.00%             | 2036-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                      | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $114659.94    | 0.00%             | 2031-03-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAF8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147166.24    | 0.00%             | 2026-10-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      1144000 | PA      | $1294417.56   | 0.01%             | 2028-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       500000 | PA      | $578616.99    | 0.00%             | 2036-12-18      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $592479.80    | 0.00%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $180755.17    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $296643.06    | 0.00%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      1600000 | PA      | $852589.65    | 0.01%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $346008.65    | 0.00%             | 2032-01-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $175152.09    | 0.00%             | 2031-06-18      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 000000000<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       100000 | PA      | $131508.35    | 0.00%             | 2032-06-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $230584.41    | 0.00%             | 2030-07-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $236362.06    | 0.00%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2750000 | PA      | $3171066.69   | 0.02%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      3561000 | PA      | $3801527.76   | 0.03%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      1850000 | PA      | $1297708.45   | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $237333.21    | 0.00%             | 2029-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |       200000 | PA      | $255500.20    | 0.00%             | 2034-01-03      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $359644.55    | 0.00%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    897700000 | PA      | $5526578.59   | 0.04%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AJH0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $433823.21    | 0.00%             | 2031-10-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $129448.79    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $232465.06    | 0.00%             | 2028-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $586527.37    | 0.00%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                        | Pacific Life Global Funding II                                                   | CUSIP: 000000000<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       200000 | PA      | $273657.21    | 0.00%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       600000 | PA      | $744683.10    | 0.01%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $322509.50    | 0.00%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $852794.46    | 0.01%             | 2028-07-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      9859000 | PA      | $6438639.09   | 0.05%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $230593.23    | 0.00%             | 2032-10-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                             | OSB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $294966.70    | 0.00%             | 2030-01-16      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    281000000 | PA      | $16237620.19  | 0.12%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |       460000 | PA      | $570225.96    | 0.00%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $236161.77    | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $686646.08    | 0.01%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                      | Maple Parent Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |       250000 | PA      | $294399.36    | 0.00%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5150000 | PA      | $6078425.36   | 0.05%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       694000 | PA      | $762337.68    | 0.01%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       500000 | PA      | $574191.75    | 0.00%             | 2031-10-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       500000 | PA      | $565005.59    | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       800000 | PA      | $774004.01    | 0.01%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       375000 | PA      | $436789.42    | 0.00%             | 2033-05-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $230304.90    | 0.00%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CA IMMOBILIEN ANLAGEN AG                                  | CA Immobilien Anlagen AG                                                         | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $352120.63    | 0.00%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       500000 | PA      | $565794.48    | 0.00%             | 2033-04-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $578554.65    | 0.00%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $224282.08    | 0.00%             | 2027-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $357453.25    | 0.00%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CD3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146425.25    | 0.00%             | 2030-08-19      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $144374.14    | 0.00%             | 2028-11-16      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      2700000 | PA      | $1573622.17   | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $581533.91    | 0.00%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                            | SNF Group SACA                                                                   | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $237776.24    | 0.00%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-235167.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231537.45    | 0.00%             | 2033-09-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $494955.79    | 0.00%             | 2032-06-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $188955.39    | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      9896000 | PA      | $11702581.24  | 0.09%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1346700000 | PA      | $8416128.60   | 0.06%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |       850000 | PA      | $928639.93    | 0.01%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       355000 | PA      | $341912.22    | 0.00%             | 2034-08-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       140000 | PA      | $133230.38    | 0.00%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $280039.26    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $686916.39    | 0.01%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAMBURGER SPARKASSE                                       | Hamburger Sparkasse AG                                                           | CUSIP: 000000000<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $701521.19    | 0.01%             | 2031-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $911669.82    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        50000 | PA      | $32963.81     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 580135CF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       200000 | PA      | $153609.07    | 0.00%             | 2031-05-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1130000 | PA      | $1095646.92   | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       480000 | PA      | $355032.88    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1024714.89   | 0.01%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |       820000 | PA      | $899337.19    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       500000 | PA      | $526540.88    | 0.00%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      4717000 | PA      | $6203483.71   | 0.05%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      5600000 | PA      | $4092527.04   | 0.03%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1800000 | PA      | $1323449.39   | 0.01%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     10510000 | PA      | $9902145.35   | 0.08%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $319988.60    | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| TGHR HSG FINANCE PLC                                      | Together Housing Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800FJW1TYLLKRV519 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $215788.96    | 0.00%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $228081.62    | 0.00%             | 2055-01-23      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $364069.83    | 0.00%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      8390000 | PA      | $5733678.99   | 0.04%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $355838.70    | 0.00%             | 2029-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      9812000 | PA      | $6704653.04   | 0.05%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $232790.05    | 0.00%             | 2035-04-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |       500000 | PA      | $602906.43    | 0.00%             | 2029-05-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $231259.00    | 0.00%             | 2037-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       803000 | PA      | $431346.95    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4520000 | PA      | $1968068.03   | 0.02%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       100000 | PA      | $65256.58     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $228930.08    | 0.00%             | 2046-03-04      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FV3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       130000 | PA      | $95762.06     | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       175000 | PA      | $219980.99    | 0.00%             | 2126-02-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |       560000 | PA      | $696413.88    | 0.01%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       215000 | PA      | $241466.56    | 0.00%             | 2029-05-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       600000 | PA      | $716089.07    | 0.01%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REALTY/REAL/NE                                  | First Capital Realty Inc/First Cap Real Estate Inv Tr/First Cap New Sub Mut Fund | CUSIP: 319415AC9<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |       100000 | PA      | $73771.63     | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |       500000 | PA      | $506967.62    | 0.00%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      1500000 | PA      | $1766048.83   | 0.01%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $243348.16    | 0.00%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1172952.71   | 0.01%             | 2029-10-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   6969250000 | PA      | $3847022.85   | 0.03%             | 2048-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    196060000 | PA      | $30155764.91  | 0.23%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                                   | Housing New Zealand Ltd                                                          | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |       500000 | PA      | $291132.73    | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      9130000 | PA      | $10568944.61  | 0.08%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 96467AAB7<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73794.61     | 0.00%             | 2028-06-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2327850000 | PA      | $14408345.60  | 0.11%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460707.32    | 0.00%             | 2036-02-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $256593.30    | 0.00%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $469674.69    | 0.00%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     37408000 | PA      | $8439401.87   | 0.06%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $439020.34    | 0.00%             | 2037-01-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      3411000 | PA      | $2380943.76   | 0.02%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $459276.11    | 0.00%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $252563.61    | 0.00%             | 2031-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      7000000 | PA      | $737609.25    | 0.01%             | 2029-09-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GRAINGER PLC                                              | Grainger PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              |  | GB        |       300000 | PA      | $368517.86    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $361917.90    | 0.00%             | 2029-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $624043.28    | 0.00%             | 2030-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $267834.34    | 0.00%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1162040.08   | 0.01%             | 2028-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                                  | Anglian Water Osprey Financing PLC                                               | CUSIP: 000000000<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $274469.80    | 0.00%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $694719.17    | 0.01%             | 2031-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1000000 | PA      | $1358266.21   | 0.01%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |       400000 | PA      | $470664.46    | 0.00%             | 2029-01-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $334561.96    | 0.00%             | 2045-11-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $308912.67    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2854000 | PA      | $3007547.06   | 0.02%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $130496.59    | 0.00%             | 2033-11-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $638409.80    | 0.00%             | 2055-01-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $701004.10    | 0.01%             | 2031-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $435752.75    | 0.00%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      1250000 | PA      | $1450460.93   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117380.07    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1717036.15   | 0.01%             | 2030-07-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $346479.53    | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $120803.70    | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1141742.44   | 0.01%             | 2032-10-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1066750000 | PA      | $3756983.18   | 0.03%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     10200000 | PA      | $7354294.24   | 0.06%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      6330000 | PA      | $3028538.25   | 0.02%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $465839.28    | 0.00%             | 2029-10-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBB3<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $78304.01     | 0.00%             | 2053-08-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1066550000 | PA      | $4792308.46   | 0.04%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      1000000 | PA      | $1351843.11   | 0.01%             | 2027-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $208651.59    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $122006.81    | 0.00%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7638939.73   | 0.06%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $115652.47    | 0.00%             | 2029-06-18      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5719000 | PA      | $5395989.46   | 0.04%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $192920.35    | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       300000 | PA      | $208536.90    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |       300000 | PA      | $341084.17    | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     13040000 | PA      | $13666912.13  | 0.10%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $927028.34    | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1429266.13   | 0.01%             | 2031-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $343319.36    | 0.00%             | 2032-01-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |       700000 | PA      | $763429.04    | 0.01%             | 2032-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       200000 | PA      | $240817.11    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1035445.45   | 0.01%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       550000 | PA      | $618562.71    | 0.00%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |       700000 | PA      | $757304.97    | 0.01%             | 2029-02-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                        | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $438968.46    | 0.00%             | 2028-12-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $346624.35    | 0.00%             | 2029-12-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     18000000 | PA      | $1916751.57   | 0.01%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     25000000 | PA      | $1431502.22   | 0.01%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    142120000 | PA      | $26646784.06  | 0.20%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $567860.19    | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |      3000000 | PA      | $456639.47    | 0.00%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LL                                  | Digital Stout Holding LLC                                                        | CUSIP: 000000000<br>LEI: 549300N335X1857YDM81 | Long             | DBT              |  | US        |       200000 | PA      | $253317.34    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OTP JELZALOGBANK ZRT                                      | OTP Jelzalogbank Zrt                                                             | CUSIP: 000000000<br>LEI: 529900925TK5QIGTBH86 | Long             | DBT              | CORP              | HU        |       400000 | PA      | $462800.07    | 0.00%             | 2032-05-31      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7720000 | PA      | $1956777.89   | 0.01%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       450000 | PA      | $322155.41    | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $393048.36    | 0.00%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       300000 | PA      | $337373.64    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $235816.13    | 0.00%             | 2028-07-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $346428.60    | 0.00%             | 2038-02-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $357409.07    | 0.00%             | 2030-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $229345.64    | 0.00%             | 2027-03-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1650000 | PA      | $1864281.31   | 0.01%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MARTLET HOMES LTD                                         | Martlet Homes Ltd                                                                | CUSIP: 000000000<br>LEI: 2138001TCZGXYSUJLZ52 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $150767.39    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6860000 | PA      | $1531974.31   | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |       300000 | PA      | $317768.18    | 0.00%             | 2032-05-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      1240000 | PA      | $1444760.84   | 0.01%             | 2029-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                          | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      1130000 | PA      | $1279790.28   | 0.01%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                        | Banca Transilvania SA                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |       500000 | PA      | $581652.56    | 0.00%             | 2032-05-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118270.90    | 0.00%             | 2031-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      4830000 | PA      | $5272498.81   | 0.04%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |       450000 | PA      | $531307.30    | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $695897.53    | 0.01%             | 2027-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       600000 | PA      | $702388.87    | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       450000 | PA      | $509656.32    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $109278.25    | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       350000 | PA      | $406413.75    | 0.00%             | 2033-04-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     11520000 | PA      | $2276821.12   | 0.02%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1877629.74   | 0.01%             | 2030-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    624950000 | PA      | $3858890.79   | 0.03%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $925703.19    | 0.01%             | 2032-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCQ5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $766054.76    | 0.01%             | 2029-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $348946.38    | 0.00%             | 2035-02-27      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $492083.76    | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       700000 | PA      | $812571.99    | 0.01%             | 2039-03-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $232254.60    | 0.00%             | 2032-02-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRAD INVESTMENT AUTHOR                                  | Altrad Investment Authority SAS                                                  | CUSIP: 000000000<br>LEI: 969500ZVXDEW43J4LH50 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116905.25    | 0.00%             | 2029-06-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       600000 | PA      | $685567.49    | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1150000 | PA      | $1366970.16   | 0.01%             | 2030-09-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                    | East Japan Railway Co.                                                           | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $314916.36    | 0.00%             | 2033-04-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      4100000 | PA      | $2783381.27   | 0.02%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       700000 | PA      | $828196.30    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CESKE DRAHY                                               | Ceske Drahy AS                                                                   | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |       550000 | PA      | $650193.03    | 0.00%             | 2030-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1350000 | PA      | $1356184.16   | 0.01%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $586329.05    | 0.00%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $219069.17    | 0.00%             | 2030-02-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $245818.03    | 0.00%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $845219.07    | 0.01%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GREENSQUAREACCORD LTD                                     | Greensquareaccord Ltd                                                            | CUSIP: 000000000<br>LEI: 213800RISQQHH1QRRQ46 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $169814.86    | 0.00%             | 2047-11-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $631406.41    | 0.00%             | 2043-07-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $745092.03    | 0.01%             | 2032-08-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     19010000 | PA      | $21761497.94  | 0.17%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       200000 | PA      | $220992.77    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       250000 | PA      | $126255.80    | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $469249.71    | 0.00%             | 2055-07-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $209946.47    | 0.00%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $233955.20    | 0.00%             | 2032-01-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GIVAUDAN FIN EUROPE                                       | Givaudan Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231822.81    | 0.00%             | 2029-09-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       600000 | PA      | $700043.71    | 0.01%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BC FERRY SERVICES INC                                     | British Columbia Ferry Services Inc                                              | CUSIP: 110574AN0<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $141658.08    | 0.00%             | 2056-02-19      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     40000000 | PA      | $95151.54     | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $471775.79    | 0.00%             | 2034-04-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $224614.45    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $308490.78    | 0.00%             | 2032-05-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-162046.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1553264.70   | 0.01%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $330789.97    | 0.00%             | 2029-05-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    123200000 | PA      | $19157001.73  | 0.15%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       530000 | PA      | $562919.44    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       250000 | PA      | $277443.22    | 0.00%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1120000 | PA      | $258870.37    | 0.00%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       884000 | PA      | $980374.89    | 0.01%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $229138.92    | 0.00%             | 2033-05-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       700000 | PA      | $799065.63    | 0.01%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1145000 | PA      | $1333643.50   | 0.01%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       250000 | PA      | $321171.35    | 0.00%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 580135CG4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       200000 | PA      | $147470.64    | 0.00%             | 2032-08-21      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       560000 | PA      | $692859.94    | 0.01%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  44700000000 | PA      | $2577599.96   | 0.02%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $230868.05    | 0.00%             | 2030-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    996600000 | PA      | $3155619.71   | 0.02%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       400000 | PA      | $400134.15    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $345959.65    | 0.00%             | 2027-03-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $642891.64    | 0.00%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $467803.18    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       600000 | PA      | $294508.18    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114496.25    | 0.00%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $458320.41    | 0.00%             | 2033-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC                                    | Whitecap Resources Inc                                                           | CUSIP: 92340VAA5<br>LEI: 894500UA4G4BTB67II45 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152132.66    | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |       300000 | PA      | $347770.08    | 0.00%             | 2029-11-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       950000 | PA      | $1113674.31   | 0.01%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DN0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $145071.58    | 0.00%             | 2056-08-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       500000 | PA      | $573273.46    | 0.00%             | 2027-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                          | City of Milan Italy                                                              | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |       200000 | PA      | $232657.17    | 0.00%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $1174327.06   | 0.01%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $353468.86    | 0.00%             | 2030-11-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $707126.94    | 0.01%             | 2027-09-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $490669.54    | 0.00%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  11561220000 | PA      | $6775897.67   | 0.05%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $348303.18    | 0.00%             | 2032-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $358574.94    | 0.00%             | 2030-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |        25000 | PA      | $30899.48     | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      1580000 | PA      | $1839085.97   | 0.01%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       750000 | PA      | $868807.67    | 0.01%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |       100000 | PA      | $116344.86    | 0.00%             | 2026-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147216.03    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3786631.02   | 0.03%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |       450000 | PA      | $501904.66    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     67000000 | PA      | $11478701.80  | 0.09%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                    | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $569658.08    | 0.00%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                                  | Anglian Water Osprey Financing PLC                                               | CUSIP: 000000000<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $131575.07    | 0.00%             | 2033-08-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $104907.04    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $234514.67    | 0.00%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                                 | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $746174.13    | 0.01%             | 2029-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                  | Inter-American Investment Corp                                                   | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $399582.73    | 0.00%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117076.94    | 0.00%             | 2026-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229191.67    | 0.00%             | 2037-01-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSMISSION FINANCE DAC                                  | Transmission Finance DAC                                                         | CUSIP: 000000000<br>LEI: 549300X8ZBHYD3ZZIP60 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $110392.43    | 0.00%             | 2028-06-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                     | CUSIP: 000000000<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |       250000 | PA      | $298611.44    | 0.00%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      5370000 | PA      | $6085212.23   | 0.05%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $94893.44     | 0.00%             | 2033-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1613500000 | PA      | $9284687.17   | 0.07%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     26100000 | PA      | $30523392.85  | 0.23%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       852000 | PA      | $938751.21    | 0.01%             | 2031-01-21      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $234596.74    | 0.00%             | 2034-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      7277000 | PA      | $5256742.53   | 0.04%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $267470.86    | 0.00%             | 2029-02-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     12000000 | PA      | $1284470.66   | 0.01%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                   | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113809.39    | 0.00%             | 2035-09-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $212881.87    | 0.00%             | 2031-02-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      8000000 | PA      | $1192244.20   | 0.01%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1361323.90   | 0.01%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $330283.51    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $230803.28    | 0.00%             | 2036-02-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $902349.56    | 0.01%             | 2028-09-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |       650000 | PA      | $749041.61    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       600000 | PA      | $690482.45    | 0.01%             | 2032-10-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       550000 | PA      | $598739.69    | 0.00%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $236309.53    | 0.00%             | 2030-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      2000000 | PA      | $1595454.29   | 0.01%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $228191.55    | 0.00%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      9600000 | PA      | $1519575.56   | 0.01%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |       250000 | PA      | $279448.65    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $350210.88    | 0.00%             | 2036-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118252.07    | 0.00%             | 2027-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    132310000 | PA      | $20807241.78  | 0.16%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115416.78    | 0.00%             | 2033-09-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       350000 | PA      | $410830.25    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     74900000 | PA      | $11239632.44  | 0.09%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $114954.28    | 0.00%             | 2030-06-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10946000 | PA      | $10572545.91  | 0.08%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       200000 | PA      | $235230.67    | 0.00%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2799000 | PA      | $3256090.56   | 0.02%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |       430000 | PA      | $497415.87    | 0.00%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $462291.46    | 0.00%             | 2036-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $403111.75    | 0.00%             | 2043-10-05      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASN BANK NV                                               | ASN Bank NV                                                                      | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1166597.92   | 0.01%             | 2031-10-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | Technip Energies NV                                                              | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $336985.89    | 0.00%             | 2028-05-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      2000000 | PA      | $2735414.55   | 0.02%             | 2029-10-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $465172.30    | 0.00%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $348332.30    | 0.00%             | 2030-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $227714.93    | 0.00%             | 2037-02-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       200000 | PA      | $218188.10    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $346936.88    | 0.00%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $123255.77    | 0.00%             | 2040-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1171390.27   | 0.01%             | 2036-05-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $340183.99    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3291000 | PA      | $2884001.59   | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    240520000 | PA      | $37663073.84  | 0.29%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CAIXA ECO MONTEPIO GERAL                                  | Caixa Economica Montepio Geral Caixa Economica Bancaria SA                       | CUSIP: 000000000<br>LEI: 2138004FIUXU3B2MR537 | Long             | DBT              | CORP              | PT        |       100000 | PA      | $117126.78    | 0.00%             | 2029-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       500000 | PA      | $481621.76    | 0.00%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       200000 | PA      | $172754.41    | 0.00%             | 2036-02-22      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      2450000 | PA      | $2796070.14   | 0.02%             | 2035-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |       600000 | PA      | $688487.18    | 0.01%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $1021992.24   | 0.01%             | 2035-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $715075.79    | 0.01%             | 2027-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1162802.92   | 0.01%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $235684.69    | 0.00%             | 2032-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTWELL RETIREMENT RES                                  | Chartwell Retirement Residences                                                  | CUSIP: 16141AAG8<br>LEI: 549300M7UBEIZBWP4069 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $220467.18    | 0.00%             | 2028-05-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $692437.48    | 0.01%             | 2040-06-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $573376.58    | 0.00%             | 2035-06-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4850000 | PA      | $5737895.81   | 0.04%             | 2030-12-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $351106.80    | 0.00%             | 2029-04-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1371141.07   | 0.01%             | 2029-11-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $116726.80    | 0.00%             | 2029-08-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $471095.50    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |       200000 | PA      | $232068.65    | 0.00%             | 2031-09-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $236438.20    | 0.00%             | 2029-01-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      5167000 | PA      | $5960777.85   | 0.05%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |       300000 | PA      | $353164.63    | 0.00%             | 2027-01-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5400000 | PA      | $6197196.06   | 0.05%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OPTIVO FINANCE PLC                                        | Optivo Finance PLC                                                               | CUSIP: 000000000<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $291642.74    | 0.00%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144833.47    | 0.00%             | 2030-09-23      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                               | Statnett SF                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $678200.27    | 0.01%             | 2038-10-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $263178.47    | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                   | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      4000000 | PA      | $595129.34    | 0.00%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       843000 | PA      | $996894.76    | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                                 | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       500000 | PA      | $539169.60    | 0.00%             | 2031-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      1050000 | PA      | $1264826.25   | 0.01%             | 2029-07-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $566299.20    | 0.00%             | 2038-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1361000 | PA      | $1638581.53   | 0.01%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     22450000 | PA      | $7802915.14   | 0.06%             | 2029-08-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1910000 | PA      | $1378112.39   | 0.01%             | 2057-06-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $118521.20    | 0.00%             | 2030-01-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1598143.04   | 0.01%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $112757.17    | 0.00%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |       100000 | PA      | $79058.65     | 0.00%             | 2052-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    168400000 | PA      | $1052159.77   | 0.01%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $140290.06    | 0.00%             | 2040-05-29      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $336172.58    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $902800.46    | 0.01%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      4070000 | PA      | $3075117.05   | 0.02%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | Pfizer Inc                                                                       | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       300000 | PA      | $428813.10    | 0.00%             | 2038-06-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $118701.88    | 0.00%             | 2033-11-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |       620000 | PA      | $690008.67    | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    858100000 | PA      | $4965890.45   | 0.04%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1149712.61   | 0.01%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONTREAL INTL FUEL FACIL                                  | Montreal International Fuel Facilities Corp                                      | CUSIP: 614868AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200000 | PA      | $146437.88    | 0.00%             | 2031-04-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |       225000 | PA      | $263142.00    | 0.00%             | 2032-05-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |       200000 | PA      | $153183.98    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115684.64    | 0.00%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       900000 | PA      | $476068.68    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $228358.92    | 0.00%             | 2035-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $342338.25    | 0.00%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELM BV (SWISS LIFE)                                       | ELM BV for Swiss Life Insurance & Pension Group                                  | CUSIP: 000000000<br>LEI: 724500DHUNQ9NF3A7D24 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $352613.42    | 0.00%             | 2027-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       200000 | PA      | $276612.25    | 0.00%             | 2028-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7400000 | PA      | $1887047.79   | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1069550000 | PA      | $6678034.50   | 0.05%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $117948.79    | 0.00%             | 2032-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $340531.23    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |       225000 | PA      | $245399.90    | 0.00%             | 2029-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $234625.01    | 0.00%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1034695.32   | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       200000 | PA      | $219231.39    | 0.00%             | 2029-05-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1060965.67   | 0.01%             | 2027-10-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AR2<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147913.74    | 0.00%             | 2054-03-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       250000 | PA      | $333905.61    | 0.00%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $234045.64    | 0.00%             | 2029-10-31      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      1250000 | PA      | $1446164.03   | 0.01%             | 2033-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      9773000 | PA      | $13059488.88  | 0.10%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       690000 | PA      | $413276.36    | 0.00%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     14621000 | PA      | $1388648.76   | 0.01%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      1100000 | PA      | $1286400.01   | 0.01%             | 2027-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12025000 | PA      | $8146954.68   | 0.06%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3280000000 | PA      | $1972294.52   | 0.02%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE UNITE GROUP PLC                                       | UNITE Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              |  | GB        |       100000 | PA      | $134164.75    | 0.00%             | 2032-06-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     17966000 | PA      | $6101809.45   | 0.05%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       150000 | PA      | $206622.35    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $227857.54    | 0.00%             | 2055-09-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $351515.99    | 0.00%             | 2026-06-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      1050000 | PA      | $1198806.09   | 0.01%             | 2035-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2680000 | PA      | $2106886.40   | 0.02%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |       300000 | PA      | $352510.30    | 0.00%             | 2026-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      5500000 | PA      | $3976683.59   | 0.03%             | 2030-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       200000 | PA      | $219203.70    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231936.13    | 0.00%             | 2031-05-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-940542.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $139895.04    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $230605.84    | 0.00%             | 2037-11-26      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       404000 | PA      | $440681.22    | 0.00%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $460018.66    | 0.00%             | 2027-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $350896.01    | 0.00%             | 2026-08-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $304925.34    | 0.00%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       200000 | PA      | $229761.39    | 0.00%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CZECH GAS NETWORKS INV                                    | Czech Gas Networks Investments Sarl                                              | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |      1150000 | PA      | $1221339.22   | 0.01%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $820049.02    | 0.01%             | 2032-09-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144124.58    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $487222.91    | 0.00%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $662229.79    | 0.01%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2000000 | PA      | $2241318.36   | 0.02%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                                         | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $460842.22    | 0.00%             | 2032-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     30830000 | PA      | $3170797.27   | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $462908.57    | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      1750000 | PA      | $584523.82    | 0.00%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      6325000 | PA      | $2248836.39   | 0.02%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     24168000 | PA      | $28132766.53  | 0.22%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $827236.03    | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $578808.41    | 0.00%             | 2034-04-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    295250000 | PA      | $1439530.41   | 0.01%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KT4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $125235.65    | 0.00%             | 2062-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                   | Pfizer Netherlands International Finance BV                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1279890.67   | 0.01%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $133233.21    | 0.00%             | 2036-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $269703.94    | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118006.60    | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $459188.07    | 0.00%             | 2035-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      2098000 | PA      | $2427957.65   | 0.02%             | 2029-07-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       590000 | PA      | $683013.12    | 0.01%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |       400000 | PA      | $459939.20    | 0.00%             | 2033-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      7730000 | PA      | $5181614.85   | 0.04%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |       600000 | PA      | $728584.50    | 0.01%             | 2028-08-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3951000 | PA      | $2227545.99   | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      1071000 | PA      | $493191.29    | 0.00%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BENDIGO AND ADELAIDE BK                                   | Bendigo & Adelaide Bank Ltd                                                      | CUSIP: 000000000<br>LEI: 549300Y9URD6W70K0360 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1158396.64   | 0.01%             | 2031-02-03      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $60531.73     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BQ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $149546.49    | 0.00%             | 2028-01-24      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121BL8<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147097.47    | 0.00%             | 2030-05-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAN1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $220376.24    | 0.00%             | 2035-03-13      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      4000000 | PA      | $403571.16    | 0.00%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      1550000 | PA      | $1595933.66   | 0.01%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       700000 | PA      | $807740.47    | 0.01%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $750828.68    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $229590.03    | 0.00%             | 2030-06-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $405251.98    | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1042617.12   | 0.01%             | 2035-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $109711.78    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430XNZ1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $216979.27    | 0.00%             | 2036-03-03      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                     | Unilever Capital Corp                                                            | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |       200000 | PA      | $229013.66    | 0.00%             | 2035-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $712517.61    | 0.01%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    823150000 | PA      | $2717934.99   | 0.02%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $457343.16    | 0.00%             | 2027-04-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $296637.92    | 0.00%             | 2031-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $230047.86    | 0.00%             | 2032-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152328.58    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $950928.32    | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $794832.88    | 0.01%             | 2027-02-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      7420000 | PA      | $8783804.15   | 0.07%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1590000 | PA      | $1876691.34   | 0.01%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    455350000 | PA      | $2861815.72   | 0.02%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      2100000 | PA      | $2435103.78   | 0.02%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    250350000 | PA      | $841285.27    | 0.01%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      2278000 | PA      | $2641225.06   | 0.02%             | 2056-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       300000 | PA      | $348693.94    | 0.00%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       500000 | PA      | $548724.16    | 0.00%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $775558.86    | 0.01%             | 2030-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      6927000 | PA      | $7999114.11   | 0.06%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $222374.52    | 0.00%             | 2031-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $758403.86    | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $345490.97    | 0.00%             | 2027-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       150000 | PA      | $179188.63    | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $132890.55    | 0.00%             | 2030-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GS9<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $578067.60    | 0.00%             | 2032-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       455000 | PA      | $533004.65    | 0.00%             | 2026-07-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $294222.58    | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      1390000 | PA      | $841032.25    | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $554562.50    | 0.00%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      9550000 | PA      | $4366792.92   | 0.03%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4360000 | PA      | $2445785.49   | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                      | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |       350000 | PA      | $404287.52    | 0.00%             | 2030-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $581657.33    | 0.00%             | 2027-05-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZEU5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73277.99     | 0.00%             | 2036-02-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       500000 | PA      | $530781.79    | 0.00%             | 2031-03-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      6450000 | PA      | $7558954.98   | 0.06%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229646.84    | 0.00%             | 2030-11-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       550000 | PA      | $644752.89    | 0.00%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5513000 | PA      | $7484189.17   | 0.06%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |       400000 | PA      | $466385.41    | 0.00%             | 2026-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $808498.41    | 0.01%             | 2029-05-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $309006.06    | 0.00%             | 2030-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      1020000 | PA      | $1180634.42   | 0.01%             | 2036-06-18      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALIAXIS HOLDINGS SA                                       | Aliaxis Holdings SA                                                              | CUSIP: 000000000<br>LEI: 549300SJMVZUK46L0E37 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $551411.18    | 0.00%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $414687.11    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     15568000 | PA      | $7790432.44   | 0.06%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      1300000 | PA      | $1594997.74   | 0.01%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |       300000 | PA      | $344528.07    | 0.00%             | 2035-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1152605.28   | 0.01%             | 2033-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELM BV FOR JULIUS BAER                                    | ELM BV for Julius Baer Group Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       300000 | PA      | $347276.28    | 0.00%             | 2030-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       500000 | PA      | $591597.96    | 0.00%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |       550000 | PA      | $642648.82    | 0.00%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1500000 | PA      | $1622004.32   | 0.01%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $258581.32    | 0.00%             | 2032-12-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BJ1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |       200000 | PA      | $150105.80    | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       200000 | PA      | $220920.90    | 0.00%             | 2029-02-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230522.81    | 0.00%             | 2032-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $355939.91    | 0.00%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |       500000 | PA      | $581289.54    | 0.00%             | 2028-09-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |       295000 | PA      | $411508.09    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $239246.85    | 0.00%             | 2038-09-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $459157.48    | 0.00%             | 2037-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |       550000 | PA      | $647946.99    | 0.00%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2905000 | PA      | $3846347.58   | 0.03%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $229693.08    | 0.00%             | 2032-10-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-81663.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $194945.01    | 0.00%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1752210000 | PA      | $1005789.66   | 0.01%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1040440.37   | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-14976.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      1348000 | PA      | $1573789.06   | 0.01%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $562130.20    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $59031.58     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       350000 | PA      | $441340.47    | 0.00%             | 2058-02-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       250000 | PA      | $193817.75    | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AM6<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $283227.05    | 0.00%             | 2054-06-07      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $2293540.40   | 0.02%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      1154000 | PA      | $1248207.06   | 0.01%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       600000 | PA      | $690263.58    | 0.01%             | 2035-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $335917.02    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     10160000 | PA      | $10651044.27  | 0.08%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $385532.85    | 0.00%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAJ8<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144072.47    | 0.00%             | 2028-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $204262.72    | 0.00%             | 2034-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1114162.40   | 0.01%             | 2029-02-24      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $359359.56    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1176367.62   | 0.01%             | 2030-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      1425000 | PA      | $1546830.24   | 0.01%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd.                                        | CIMIC Finance Ltd.                                                               | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |       700000 | PA      | $768061.14    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     77260000 | PA      | $19760586.10  | 0.15%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1173751.63   | 0.01%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |      5000000 | PA      | $742874.88    | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1550000 | PA      | $1805845.19   | 0.01%             | 2029-07-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       800000 | PA      | $864414.88    | 0.01%             | 2030-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       497000 | PA      | $387085.65    | 0.00%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR BANK                                     | Lansforsakringar Bank AB                                                         | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |       175000 | PA      | $205000.53    | 0.00%             | 2031-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $231453.49    | 0.00%             | 2028-05-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       200000 | PA      | $237899.47    | 0.00%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      3590000 | PA      | $4015674.82   | 0.03%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |       400000 | PA      | $472897.67    | 0.00%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $343508.64    | 0.00%             | 2032-05-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      2877000 | PA      | $3010658.68   | 0.02%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBK8<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $152017.91    | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    389350000 | PA      | $1784714.35   | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCH4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $528934.44    | 0.00%             | 2031-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $459941.88    | 0.00%             | 2033-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $300980.62    | 0.00%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418Y4L9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $727123.49    | 0.01%             | 2032-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $107098.00    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1262204.33   | 0.01%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       575000 | PA      | $644753.33    | 0.00%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                 | Safran SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $104289.48    | 0.00%             | 2031-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1950000 | PA      | $2243468.72   | 0.02%             | 2030-11-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    336960000 | PA      | $50431393.68  | 0.39%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       340000 | PA      | $262628.21    | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $121542.63    | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $341198.32    | 0.00%             | 2037-03-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVERCO INC                                               | Noverco Inc                                                                      | CUSIP: 670018AB6<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144833.70    | 0.00%             | 2033-01-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $348931.02    | 0.00%             | 2039-04-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $705036.59    | 0.01%             | 2028-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6602000 | PA      | $6574759.98   | 0.05%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     18400000 | PA      | $3520512.65   | 0.03%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PG57<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $221237.20    | 0.00%             | 2035-04-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                | Redexis SA                                                                       | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $355947.54    | 0.00%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $542586.79    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $514106.92    | 0.00%             | 2040-03-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       350000 | PA      | $395854.88    | 0.00%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $227025.94    | 0.00%             | 2037-11-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $461017.98    | 0.00%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAK2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $322782.85    | 0.00%             | 2053-10-06      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $1151137.15   | 0.01%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $239946.06    | 0.00%             | 2029-11-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $348698.27    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6114000 | PA      | $6413823.89   | 0.05%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3240000 | PA      | $2277980.54   | 0.02%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MUT EPAR RET PREV CARAC                                   | Mutuelle Epargne Retraite Prevoyance Carac                                       | CUSIP: 000000000<br>LEI: 969500VRQXGW3RZA3N78 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114853.69    | 0.00%             | 2046-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $645575.37    | 0.00%             | 2036-02-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       100000 | PA      | $134910.84    | 0.00%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       550000 | PA      | $770832.72    | 0.01%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10079674 | PA      | $6716510.87   | 0.05%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |       400000 | PA      | $423660.52    | 0.00%             | 2029-11-13      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2726000 | PA      | $3025256.47   | 0.02%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      2068000 | PA      | $1694199.51   | 0.01%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       300000 | PA      | $259700.77    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES            | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     43050000 | NS      | $43050000.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $1406183.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       210000 | PA      | $204472.18    | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $460872.35    | 0.00%             | 2032-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $287078.48    | 0.00%             | 2034-02-09      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $487075.98    | 0.00%             | 2030-03-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $569658.06    | 0.00%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                                 | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $579287.62    | 0.00%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       432000 | PA      | $477311.45    | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1050000 | PA      | $1289812.93   | 0.01%             | 2030-04-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                        | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |       200000 | PA      | $234873.97    | 0.00%             | 2030-05-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $351997.41    | 0.00%             | 2026-05-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $576525.41    | 0.00%             | 2033-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |       500000 | PA      | $564846.82    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $459268.48    | 0.00%             | 2037-09-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                              | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $349444.58    | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 04686PAG2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       500000 | PA      | $354227.54    | 0.00%             | 2035-09-19      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    674900000 | PA      | $3304657.43   | 0.03%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $140286.83    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |       250000 | PA      | $287818.76    | 0.00%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      1696000 | PA      | $1926172.11   | 0.01%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      2490000 | PA      | $2852020.39   | 0.02%             | 2035-09-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |       200000 | PA      | $90356.18     | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5399000 | PA      | $1604571.69   | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $332575.72    | 0.00%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1530787.62   | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WATERCARE SERVICES LTD                                    | Watercare Services Ltd                                                           | CUSIP: 000000000<br>LEI: 984500T79F9E43C5EF58 | Long             | DBT              | CORP              | NZ        |       300000 | PA      | $212382.93    | 0.00%             | 2031-08-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SGSP AUSTRALIA ASSETS                                     | SGSP Australia Assets Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $571132.90    | 0.00%             | 2032-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    235190000 | PA      | $34453643.95  | 0.26%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1196783.67   | 0.01%             | 2030-04-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      1590000 | PA      | $1162215.52   | 0.01%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1150000 | PA      | $1315188.33   | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $914563.34    | 0.01%             | 2027-04-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3690000 | PA      | $745485.67    | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1050000 | PA      | $1222488.88   | 0.01%             | 2031-10-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       436000 | PA      | $472981.41    | 0.00%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |       400000 | PA      | $275997.98    | 0.00%             | 2030-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OMA SAASTOPANKKI OYJ                                      | Oma Saastopankki Oyj                                                             | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | DBT              | CORP              | FI        |      1000000 | PA      | $1186573.58   | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-42299.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       900000 | PA      | $551632.83    | 0.00%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN NORG BOLIGKR                                  | Sparebanken Norge Boligkreditt AS                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |       400000 | PA      | $463922.20    | 0.00%             | 2030-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       700000 | PA      | $763710.70    | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $153568.54    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      5660000 | PA      | $4099355.29   | 0.03%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     18630000 | PA      | $13717588.08  | 0.10%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4873000 | PA      | $5365916.59   | 0.04%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3109400000 | PA      | $18330394.74  | 0.14%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $458626.34    | 0.00%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     17540000 | PA      | $5952922.90   | 0.05%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       850000 | PA      | $965107.49    | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |       300000 | PA      | $132193.47    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7721000 | PA      | $7314252.60   | 0.06%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $676753.31    | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $221424.56    | 0.00%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1926000 | PA      | $2230220.52   | 0.02%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      1200000 | PA      | $841009.85    | 0.01%             | 2034-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                      | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |       400000 | PA      | $280781.62    | 0.00%             | 2055-03-31      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $823533.33    | 0.01%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $683322.33    | 0.01%             | 2029-03-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1155031.04   | 0.01%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $996973.84    | 0.01%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |       300000 | PA      | $396778.10    | 0.00%             | 2030-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $226644.14    | 0.00%             | 2035-09-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      1000000 | PA      | $1169550.61   | 0.01%             | 2027-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       400000 | PA      | $484831.79    | 0.00%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231845.24    | 0.00%             | 2032-10-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $114124.11    | 0.00%             | 2036-02-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       200000 | PA      | $227018.68    | 0.00%             | 2033-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $156190.34    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $350821.35    | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |        50000 | PA      | $58666.70     | 0.00%             | 2026-05-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $348085.75    | 0.00%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $223379.81    | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $383409.48    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      3030000 | PA      | $3151286.77   | 0.02%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  44413000000 | PA      | $2629708.51   | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1863800000 | PA      | $10343537.49  | 0.08%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $231352.36    | 0.00%             | 2034-04-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $685344.59    | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AS3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $507382.16    | 0.00%             | 2035-12-21      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |       200000 | PA      | $160104.39    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $848303.72    | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                      | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $115930.93    | 0.00%             | 2032-06-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                  | South West Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $271278.57    | 0.00%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                             | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |       944000 | PA      | $877688.14    | 0.01%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $228626.96    | 0.00%             | 2032-12-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       550000 | PA      | $545779.30    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       125000 | PA      | $145940.32    | 0.00%             | 2038-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1402929.10   | 0.01%             | 2030-05-13      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1725000 | PA      | $1771013.69   | 0.01%             | 2031-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       550000 | PA      | $726549.00    | 0.01%             | 2033-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $275720.97    | 0.00%             | 2035-11-21      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       900000 | PA      | $637807.90    | 0.00%             | 2031-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     82600000 | PA      | $13132125.52  | 0.10%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6862000 | PA      | $8265723.46   | 0.06%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F VAN LANSCHOT BANKIERS                                   | Van Lanschot Kempen NV                                                           | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231177.03    | 0.00%             | 2027-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       700000 | PA      | $475002.18    | 0.00%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       400000 | PA      | $461987.53    | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       520000 | PA      | $721898.90    | 0.01%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $286591.13    | 0.00%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                               | Stantec Inc                                                                      | CUSIP: 85472NAC3<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $144617.20    | 0.00%             | 2027-10-08      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $233653.38    | 0.00%             | 2033-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2600000000 | PA      | $1739294.40   | 0.01%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      2700000 | PA      | $1936342.31   | 0.01%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  63459000000 | PA      | $3597943.90   | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $332559.85    | 0.00%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      1710000 | PA      | $1378796.36   | 0.01%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $801324.01    | 0.01%             | 2035-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       235000 | PA      | $312666.92    | 0.00%             | 2051-10-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     81730000 | PA      | $12362874.61  | 0.09%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $68676.64     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASYJET PLC                                               | easyJet PLC                                                                      | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | DBT              | CORP              | GB        |       550000 | PA      | $643053.28    | 0.00%             | 2031-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $590374.61    | 0.00%             | 2030-05-03      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74320.62     | 0.00%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $209820.06    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                           | Region of Lazio Italy                                                            | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |        75211 | PA      | $80658.76     | 0.00%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $55685.78     | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $324414.30    | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1151703.27   | 0.01%             | 2030-01-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       225000 | PA      | $285199.28    | 0.00%             | 2028-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2250000 | PA      | $479144.10    | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     14332000 | PA      | $10539758.18  | 0.08%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                    | CUSIP: 000000000<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       200000 | PA      | $259394.67    | 0.00%             | 2029-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       350000 | PA      | $389198.91    | 0.00%             | 2040-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SATO-OYJ                                                  | SATO Oyj                                                                         | CUSIP: 000000000<br>LEI: 7437009ELUGUOA45V564 | Long             | DBT              | CORP              | FI        |       250000 | PA      | $284237.12    | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                     | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $511501.78    | 0.00%             | 2028-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       850000 | PA      | $1021743.47   | 0.01%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $532210.97    | 0.00%             | 2029-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       200000 | PA      | $234146.66    | 0.00%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $923123.81    | 0.01%             | 2030-08-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     10520000 | PA      | $13414422.27  | 0.10%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      2250000 | PA      | $1331764.63   | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                      | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $334273.11    | 0.00%             | 2050-04-30      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      2400000 | PA      | $2853767.30   | 0.02%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $98083.43     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2494207.85  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       336000 | PA      | $363951.71    | 0.00%             | 2029-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                        | Abertis France SAS                                                               | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $106632.18    | 0.00%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      1300000 | PA      | $1527855.46   | 0.01%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                        | SW Finance I PLC                                                                 | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $690073.45    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $274729.18    | 0.00%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      1000000 | PA      | $436920.80    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBJ1<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $292241.09    | 0.00%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                     | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $226679.65    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |       200000 | PA      | $229962.51    | 0.00%             | 2036-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL DE DEPOSITOS                                  | Caixa Geral de Depositos SA                                                      | CUSIP: 000000000<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |       600000 | PA      | $689476.00    | 0.01%             | 2031-10-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $937436.19    | 0.01%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     13000000 | PA      | $3340801.64   | 0.03%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                          | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $227524.05    | 0.00%             | 2031-06-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |       300000 | PA      | $351407.30    | 0.00%             | 2029-03-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SCENTRE MGMT LTD                                          | Scentre Management Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WXZH7NYJGRVJ58 | Long             | DBT              |  | AU        |       200000 | PA      | $227011.45    | 0.00%             | 2033-10-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |       300000 | PA      | $353467.02    | 0.00%             | 2026-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $119419.35    | 0.00%             | 2045-04-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $316988.04    | 0.00%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       550000 | PA      | $682138.11    | 0.01%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       400000 | PA      | $248648.46    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     30000000 | PA      | $3251401.51   | 0.02%             | 2029-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       250000 | PA      | $293748.85    | 0.00%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $235243.68    | 0.00%             | 2035-05-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1148000000 | PA      | $6301636.61   | 0.05%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $465344.91    | 0.00%             | 2026-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $462718.11    | 0.00%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $910026.65    | 0.01%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                      | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $230753.00    | 0.00%             | 2031-10-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115173.99    | 0.00%             | 2029-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $134353.42    | 0.00%             | 2026-10-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       770000 | PA      | $421815.20    | 0.00%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $141586.44    | 0.00%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $263053.25    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-5047804.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       200000 | PA      | $153051.68    | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      1850000 | PA      | $1259553.90   | 0.01%             | 2035-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $456088.13    | 0.00%             | 2037-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4600000 | PA      | $5408638.92   | 0.04%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       475000 | PA      | $545502.42    | 0.00%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $689423.56    | 0.01%             | 2027-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $887456.69    | 0.01%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       550000 | PA      | $620712.17    | 0.00%             | 2034-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       300000 | PA      | $344860.96    | 0.00%             | 2033-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       400000 | PA      | $415626.04    | 0.00%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $210929.57    | 0.00%             | 2038-03-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       200000 | PA      | $131005.95    | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2215966.66   | 0.02%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    395350000 | PA      | $1263330.41   | 0.01%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1750000 | PA      | $2024390.47   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       350000 | PA      | $260610.38    | 0.00%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA LAND & HOUSING COR                                  | Korea Land & Housing Corp                                                        | CUSIP: 000000000<br>LEI: 9884009ZN0XE8VIPAC02 | Long             | DBT              | NUSS              | KR        |       900000 | PA      | $1034534.88   | 0.01%             | 2028-11-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $105708.56    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       325000 | PA      | $381281.00    | 0.00%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1074852.79   | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $455724.57    | 0.00%             | 2038-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HUSKY MIDSTREAM LP                                        | Husky Midstream LP                                                               | CUSIP: 448059AA3<br>LEI: 549300B7847K47144U59 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $74351.19     | 0.00%             | 2029-12-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAH2<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $546424.40    | 0.00%             | 2030-05-29      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $232492.77    | 0.00%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $141309.66    | 0.00%             | 2027-01-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     72000000 | PA      | $3800338.63   | 0.03%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      1100000 | PA      | $1285559.75   | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |       100000 | PA      | $132272.42    | 0.00%             | 2030-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $268253.86    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 000000000<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       200000 | PA      | $222582.04    | 0.00%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $454901.23    | 0.00%             | 2028-01-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $140673.32    | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     12890000 | PA      | $12704945.10  | 0.10%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $228332.62    | 0.00%             | 2046-02-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |       200000 | PA      | $244883.58    | 0.00%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      1000000 | PA      | $1008891.03   | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $350485.82    | 0.00%             | 2031-04-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    158280000 | PA      | $4885600.20   | 0.04%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                                      | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $366634.80    | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |        75000 | PA      | $58927.31     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASSURA FIN PLC                                            | Assura Financing PLC                                                             | CUSIP: 000000000<br>LEI: 549300YH2O3CNDZSO632 | Long             | DBT              |  | GB        |       550000 | PA      | $706623.98    | 0.01%             | 2028-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      1900000 | PA      | $2397020.30   | 0.02%             | 2029-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    100000000 | PA      | $3156182.07   | 0.02%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $338676.06    | 0.00%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    815000000 | PA      | $791372.69    | 0.01%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $593739.10    | 0.00%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $2727127.25   | 0.02%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      6492000 | PA      | $5532714.52   | 0.04%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SALTAIRE FINANCE PLC                                      | Saltaire Finance PLC                                                             | CUSIP: 000000000<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $669862.81    | 0.01%             | 2033-12-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      1020000 | PA      | $1029222.09   | 0.01%             | 2031-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       700000 | PA      | $518132.74    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $903157.86    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $234585.24    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED ENERGY DISTRIBUTI                                  | United Energy Distribution Pty Ltd                                               | CUSIP: 000000000<br>LEI: 54930028EZKBY3VF2528 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $140878.45    | 0.00%             | 2032-02-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $195861.24    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       669000 | PA      | $746883.17    | 0.01%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $232126.00    | 0.00%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $355724.69    | 0.00%             | 2033-03-08      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      4955000 | PA      | $4563329.69   | 0.03%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      2000000 | PA      | $303854.34    | 0.00%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     33250000 | PA      | $5261748.65   | 0.04%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      1237000 | PA      | $1422445.87   | 0.01%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $585246.48    | 0.00%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     32650000 | PA      | $5061642.55   | 0.04%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6100000 | PA      | $1909643.73   | 0.01%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    120140000 | PA      | $17928417.84  | 0.14%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      4250000 | PA      | $4675023.20   | 0.04%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $957942.62    | 0.01%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      1000000 | PA      | $1351928.70   | 0.01%             | 2030-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                        | Digital Euro Finco LLC                                                           | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |       200000 | PA      | $228979.56    | 0.00%             | 2033-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       700000 | PA      | $797553.76    | 0.01%             | 2028-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      6733000 | PA      | $1976964.64   | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $752846.72    | 0.01%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $228308.86    | 0.00%             | 2033-02-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     11110000 | PA      | $12204175.85  | 0.09%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      1100000 | PA      | $1282295.32   | 0.01%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer